| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,551.70 |
2,588.20 |
36.50 |
1.4% |
2,579.96 |
| High |
2,566.46 |
2,598.36 |
31.90 |
1.2% |
2,663.12 |
| Low |
2,535.04 |
2,568.33 |
33.29 |
1.3% |
2,554.34 |
| Close |
2,549.20 |
2,584.85 |
35.65 |
1.4% |
2,618.04 |
| Range |
31.42 |
30.03 |
-1.39 |
-4.4% |
108.78 |
| ATR |
41.82 |
42.35 |
0.52 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.94 |
2,659.42 |
2,601.37 |
|
| R3 |
2,643.91 |
2,629.39 |
2,593.11 |
|
| R2 |
2,613.88 |
2,613.88 |
2,590.36 |
|
| R1 |
2,599.36 |
2,599.36 |
2,587.60 |
2,591.61 |
| PP |
2,583.85 |
2,583.85 |
2,583.85 |
2,579.97 |
| S1 |
2,569.33 |
2,569.33 |
2,582.10 |
2,561.58 |
| S2 |
2,553.82 |
2,553.82 |
2,579.34 |
|
| S3 |
2,523.79 |
2,539.30 |
2,576.59 |
|
| S4 |
2,493.76 |
2,509.27 |
2,568.33 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.17 |
2,886.89 |
2,677.87 |
|
| R3 |
2,829.39 |
2,778.11 |
2,647.95 |
|
| R2 |
2,720.61 |
2,720.61 |
2,637.98 |
|
| R1 |
2,669.33 |
2,669.33 |
2,628.01 |
2,694.97 |
| PP |
2,611.83 |
2,611.83 |
2,611.83 |
2,624.66 |
| S1 |
2,560.55 |
2,560.55 |
2,608.07 |
2,586.19 |
| S2 |
2,503.05 |
2,503.05 |
2,598.10 |
|
| S3 |
2,394.27 |
2,451.77 |
2,588.13 |
|
| S4 |
2,285.49 |
2,342.99 |
2,558.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,654.60 |
2,535.04 |
119.56 |
4.6% |
37.87 |
1.5% |
42% |
False |
False |
|
| 10 |
2,663.12 |
2,535.04 |
128.08 |
5.0% |
37.08 |
1.4% |
39% |
False |
False |
|
| 20 |
2,663.12 |
2,510.37 |
152.75 |
5.9% |
37.30 |
1.4% |
49% |
False |
False |
|
| 40 |
2,663.12 |
2,443.92 |
219.20 |
8.5% |
37.21 |
1.4% |
64% |
False |
False |
|
| 60 |
2,737.14 |
2,443.92 |
293.22 |
11.3% |
38.03 |
1.5% |
48% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
37.13 |
1.4% |
40% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
34.55 |
1.3% |
40% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
32.82 |
1.3% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.99 |
|
2.618 |
2,676.98 |
|
1.618 |
2,646.95 |
|
1.000 |
2,628.39 |
|
0.618 |
2,616.92 |
|
HIGH |
2,598.36 |
|
0.618 |
2,586.89 |
|
0.500 |
2,583.35 |
|
0.382 |
2,579.80 |
|
LOW |
2,568.33 |
|
0.618 |
2,549.77 |
|
1.000 |
2,538.30 |
|
1.618 |
2,519.74 |
|
2.618 |
2,489.71 |
|
4.250 |
2,440.70 |
|
|