| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,620.25 |
2,629.50 |
9.25 |
0.4% |
2,603.50 |
| High |
2,620.25 |
2,632.25 |
12.00 |
0.5% |
2,634.50 |
| Low |
2,617.50 |
2,599.75 |
-17.75 |
-0.7% |
2,513.25 |
| Close |
2,617.50 |
2,611.00 |
-6.50 |
-0.2% |
2,634.50 |
| Range |
2.75 |
32.50 |
29.75 |
1,081.8% |
121.25 |
| ATR |
34.08 |
33.97 |
-0.11 |
-0.3% |
0.00 |
| Volume |
10 |
2 |
-8 |
-80.0% |
170 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,711.75 |
2,694.00 |
2,629.00 |
|
| R3 |
2,679.25 |
2,661.50 |
2,620.00 |
|
| R2 |
2,646.75 |
2,646.75 |
2,617.00 |
|
| R1 |
2,629.00 |
2,629.00 |
2,614.00 |
2,621.50 |
| PP |
2,614.25 |
2,614.25 |
2,614.25 |
2,610.75 |
| S1 |
2,596.50 |
2,596.50 |
2,608.00 |
2,589.00 |
| S2 |
2,581.75 |
2,581.75 |
2,605.00 |
|
| S3 |
2,549.25 |
2,564.00 |
2,602.00 |
|
| S4 |
2,516.75 |
2,531.50 |
2,593.00 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.75 |
2,917.50 |
2,701.25 |
|
| R3 |
2,836.50 |
2,796.25 |
2,667.75 |
|
| R2 |
2,715.25 |
2,715.25 |
2,656.75 |
|
| R1 |
2,675.00 |
2,675.00 |
2,645.50 |
2,695.00 |
| PP |
2,594.00 |
2,594.00 |
2,594.00 |
2,604.25 |
| S1 |
2,553.75 |
2,553.75 |
2,623.50 |
2,574.00 |
| S2 |
2,472.75 |
2,472.75 |
2,612.25 |
|
| S3 |
2,351.50 |
2,432.50 |
2,601.25 |
|
| S4 |
2,230.25 |
2,311.25 |
2,567.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,644.00 |
2,570.50 |
73.50 |
2.8% |
26.25 |
1.0% |
55% |
False |
False |
16 |
| 10 |
2,647.25 |
2,513.25 |
134.00 |
5.1% |
34.00 |
1.3% |
73% |
False |
False |
24 |
| 20 |
2,647.25 |
2,510.25 |
137.00 |
5.2% |
30.75 |
1.2% |
74% |
False |
False |
25 |
| 40 |
2,647.25 |
2,503.75 |
143.50 |
5.5% |
26.00 |
1.0% |
75% |
False |
False |
16 |
| 60 |
2,647.25 |
2,442.50 |
204.75 |
7.8% |
21.00 |
0.8% |
82% |
False |
False |
12 |
| 80 |
2,732.00 |
2,442.50 |
289.50 |
11.1% |
19.25 |
0.7% |
58% |
False |
False |
9 |
| 100 |
2,768.00 |
2,442.50 |
325.50 |
12.5% |
16.75 |
0.6% |
52% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,770.50 |
|
2.618 |
2,717.25 |
|
1.618 |
2,684.75 |
|
1.000 |
2,664.75 |
|
0.618 |
2,652.25 |
|
HIGH |
2,632.25 |
|
0.618 |
2,619.75 |
|
0.500 |
2,616.00 |
|
0.382 |
2,612.25 |
|
LOW |
2,599.75 |
|
0.618 |
2,579.75 |
|
1.000 |
2,567.25 |
|
1.618 |
2,547.25 |
|
2.618 |
2,514.75 |
|
4.250 |
2,461.50 |
|
|