| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,588.20 |
2,600.03 |
11.83 |
0.5% |
2,575.29 |
| High |
2,598.36 |
2,649.98 |
51.62 |
2.0% |
2,649.98 |
| Low |
2,568.33 |
2,594.84 |
26.51 |
1.0% |
2,535.04 |
| Close |
2,584.85 |
2,647.03 |
62.18 |
2.4% |
2,647.03 |
| Range |
30.03 |
55.14 |
25.11 |
83.6% |
114.94 |
| ATR |
42.35 |
43.98 |
1.63 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,796.04 |
2,776.67 |
2,677.36 |
|
| R3 |
2,740.90 |
2,721.53 |
2,662.19 |
|
| R2 |
2,685.76 |
2,685.76 |
2,657.14 |
|
| R1 |
2,666.39 |
2,666.39 |
2,652.08 |
2,676.08 |
| PP |
2,630.62 |
2,630.62 |
2,630.62 |
2,635.46 |
| S1 |
2,611.25 |
2,611.25 |
2,641.98 |
2,620.94 |
| S2 |
2,575.48 |
2,575.48 |
2,636.92 |
|
| S3 |
2,520.34 |
2,556.11 |
2,631.87 |
|
| S4 |
2,465.20 |
2,500.97 |
2,616.70 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.50 |
2,916.21 |
2,710.25 |
|
| R3 |
2,840.56 |
2,801.27 |
2,678.64 |
|
| R2 |
2,725.62 |
2,725.62 |
2,668.10 |
|
| R1 |
2,686.33 |
2,686.33 |
2,657.57 |
2,705.98 |
| PP |
2,610.68 |
2,610.68 |
2,610.68 |
2,620.51 |
| S1 |
2,571.39 |
2,571.39 |
2,636.49 |
2,591.04 |
| S2 |
2,495.74 |
2,495.74 |
2,625.96 |
|
| S3 |
2,380.80 |
2,456.45 |
2,615.42 |
|
| S4 |
2,265.86 |
2,341.51 |
2,583.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,649.98 |
2,535.04 |
114.94 |
4.3% |
41.59 |
1.6% |
97% |
True |
False |
|
| 10 |
2,663.12 |
2,535.04 |
128.08 |
4.8% |
38.20 |
1.4% |
87% |
False |
False |
|
| 20 |
2,663.12 |
2,522.89 |
140.23 |
5.3% |
37.30 |
1.4% |
89% |
False |
False |
|
| 40 |
2,663.12 |
2,443.92 |
219.20 |
8.3% |
37.77 |
1.4% |
93% |
False |
False |
|
| 60 |
2,737.14 |
2,443.92 |
293.22 |
11.1% |
38.47 |
1.5% |
69% |
False |
False |
|
| 80 |
2,764.21 |
2,443.92 |
320.29 |
12.1% |
37.47 |
1.4% |
63% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
34.92 |
1.3% |
58% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
33.16 |
1.3% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,884.33 |
|
2.618 |
2,794.34 |
|
1.618 |
2,739.20 |
|
1.000 |
2,705.12 |
|
0.618 |
2,684.06 |
|
HIGH |
2,649.98 |
|
0.618 |
2,628.92 |
|
0.500 |
2,622.41 |
|
0.382 |
2,615.90 |
|
LOW |
2,594.84 |
|
0.618 |
2,560.76 |
|
1.000 |
2,539.70 |
|
1.618 |
2,505.62 |
|
2.618 |
2,450.48 |
|
4.250 |
2,360.50 |
|
|