| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,629.50 |
2,628.50 |
-1.00 |
0.0% |
2,644.00 |
| High |
2,632.25 |
2,674.50 |
42.25 |
1.6% |
2,674.50 |
| Low |
2,599.75 |
2,628.50 |
28.75 |
1.1% |
2,599.75 |
| Close |
2,611.00 |
2,663.50 |
52.50 |
2.0% |
2,663.50 |
| Range |
32.50 |
46.00 |
13.50 |
41.5% |
74.75 |
| ATR |
33.97 |
36.08 |
2.11 |
6.2% |
0.00 |
| Volume |
2 |
21 |
19 |
950.0% |
69 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,793.50 |
2,774.50 |
2,688.75 |
|
| R3 |
2,747.50 |
2,728.50 |
2,676.25 |
|
| R2 |
2,701.50 |
2,701.50 |
2,672.00 |
|
| R1 |
2,682.50 |
2,682.50 |
2,667.75 |
2,692.00 |
| PP |
2,655.50 |
2,655.50 |
2,655.50 |
2,660.25 |
| S1 |
2,636.50 |
2,636.50 |
2,659.25 |
2,646.00 |
| S2 |
2,609.50 |
2,609.50 |
2,655.00 |
|
| S3 |
2,563.50 |
2,590.50 |
2,650.75 |
|
| S4 |
2,517.50 |
2,544.50 |
2,638.25 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.25 |
2,841.50 |
2,704.50 |
|
| R3 |
2,795.50 |
2,766.75 |
2,684.00 |
|
| R2 |
2,720.75 |
2,720.75 |
2,677.25 |
|
| R1 |
2,692.00 |
2,692.00 |
2,670.25 |
2,706.50 |
| PP |
2,646.00 |
2,646.00 |
2,646.00 |
2,653.00 |
| S1 |
2,617.25 |
2,617.25 |
2,656.75 |
2,631.50 |
| S2 |
2,571.25 |
2,571.25 |
2,649.75 |
|
| S3 |
2,496.50 |
2,542.50 |
2,643.00 |
|
| S4 |
2,421.75 |
2,467.75 |
2,622.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,674.50 |
2,599.75 |
74.75 |
2.8% |
22.50 |
0.8% |
85% |
True |
False |
13 |
| 10 |
2,674.50 |
2,513.25 |
161.25 |
6.1% |
34.50 |
1.3% |
93% |
True |
False |
23 |
| 20 |
2,674.50 |
2,510.25 |
164.25 |
6.2% |
32.75 |
1.2% |
93% |
True |
False |
26 |
| 40 |
2,674.50 |
2,503.75 |
170.75 |
6.4% |
27.25 |
1.0% |
94% |
True |
False |
17 |
| 60 |
2,674.50 |
2,442.50 |
232.00 |
8.7% |
21.75 |
0.8% |
95% |
True |
False |
12 |
| 80 |
2,732.00 |
2,442.50 |
289.50 |
10.9% |
19.50 |
0.7% |
76% |
False |
False |
9 |
| 100 |
2,768.00 |
2,442.50 |
325.50 |
12.2% |
17.25 |
0.6% |
68% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.00 |
|
2.618 |
2,795.00 |
|
1.618 |
2,749.00 |
|
1.000 |
2,720.50 |
|
0.618 |
2,703.00 |
|
HIGH |
2,674.50 |
|
0.618 |
2,657.00 |
|
0.500 |
2,651.50 |
|
0.382 |
2,646.00 |
|
LOW |
2,628.50 |
|
0.618 |
2,600.00 |
|
1.000 |
2,582.50 |
|
1.618 |
2,554.00 |
|
2.618 |
2,508.00 |
|
4.250 |
2,433.00 |
|
|