Day Change Summary |
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Previous |
Current |
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31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1,629.0 |
1,620.3 |
-8.7 |
-0.5% |
1,569.9 |
High |
1,631.3 |
1,623.2 |
-8.1 |
-0.5% |
1,633.6 |
Low |
1,616.4 |
1,598.0 |
-18.4 |
-1.1% |
1,569.9 |
Close |
1,616.7 |
1,609.4 |
-7.3 |
-0.5% |
1,624.8 |
Range |
14.9 |
25.2 |
10.3 |
69.1% |
63.7 |
ATR |
18.3 |
18.8 |
0.5 |
2.7% |
0.0 |
Volume |
326 |
628 |
302 |
92.6% |
8,785 |
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Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,685.8 |
1,672.8 |
1,623.3 |
|
R3 |
1,660.6 |
1,647.6 |
1,616.3 |
|
R2 |
1,635.4 |
1,635.4 |
1,614.0 |
|
R1 |
1,622.4 |
1,622.4 |
1,611.7 |
1,616.3 |
PP |
1,610.2 |
1,610.2 |
1,610.2 |
1,607.2 |
S1 |
1,597.2 |
1,597.2 |
1,607.1 |
1,591.1 |
S2 |
1,585.0 |
1,585.0 |
1,604.8 |
|
S3 |
1,559.8 |
1,572.0 |
1,602.5 |
|
S4 |
1,534.6 |
1,546.8 |
1,595.5 |
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Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,800.5 |
1,776.4 |
1,659.8 |
|
R3 |
1,736.8 |
1,712.7 |
1,642.3 |
|
R2 |
1,673.1 |
1,673.1 |
1,636.5 |
|
R1 |
1,649.0 |
1,649.0 |
1,630.6 |
1,661.1 |
PP |
1,609.4 |
1,609.4 |
1,609.4 |
1,615.5 |
S1 |
1,585.3 |
1,585.3 |
1,619.0 |
1,597.4 |
S2 |
1,545.7 |
1,545.7 |
1,613.1 |
|
S3 |
1,482.0 |
1,521.6 |
1,607.3 |
|
S4 |
1,418.3 |
1,457.9 |
1,589.8 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,633.6 |
1,598.0 |
35.6 |
2.2% |
16.8 |
1.0% |
32% |
False |
True |
1,346 |
10 |
1,633.6 |
1,569.9 |
63.7 |
4.0% |
14.4 |
0.9% |
62% |
False |
False |
1,362 |
20 |
1,633.6 |
1,564.7 |
68.9 |
4.3% |
16.1 |
1.0% |
65% |
False |
False |
1,089 |
40 |
1,648.6 |
1,556.3 |
92.3 |
5.7% |
18.4 |
1.1% |
58% |
False |
False |
870 |
60 |
1,648.6 |
1,538.1 |
110.5 |
6.9% |
19.3 |
1.2% |
65% |
False |
False |
994 |
80 |
1,689.3 |
1,538.1 |
151.2 |
9.4% |
16.8 |
1.0% |
47% |
False |
False |
938 |
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Fibonacci Retracements and Extensions |
4.250 |
1,730.3 |
2.618 |
1,689.2 |
1.618 |
1,664.0 |
1.000 |
1,648.4 |
0.618 |
1,638.8 |
HIGH |
1,623.2 |
0.618 |
1,613.6 |
0.500 |
1,610.6 |
0.382 |
1,607.6 |
LOW |
1,598.0 |
0.618 |
1,582.4 |
1.000 |
1,572.8 |
1.618 |
1,557.2 |
2.618 |
1,532.0 |
4.250 |
1,490.9 |
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