| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,600.03 |
2,649.78 |
49.75 |
1.9% |
2,575.29 |
| High |
2,649.98 |
2,662.62 |
12.64 |
0.5% |
2,649.98 |
| Low |
2,594.84 |
2,634.50 |
39.66 |
1.5% |
2,535.04 |
| Close |
2,647.03 |
2,642.12 |
-4.91 |
-0.2% |
2,647.03 |
| Range |
55.14 |
28.12 |
-27.02 |
-49.0% |
114.94 |
| ATR |
43.98 |
42.84 |
-1.13 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.77 |
2,714.57 |
2,657.59 |
|
| R3 |
2,702.65 |
2,686.45 |
2,649.85 |
|
| R2 |
2,674.53 |
2,674.53 |
2,647.28 |
|
| R1 |
2,658.33 |
2,658.33 |
2,644.70 |
2,652.37 |
| PP |
2,646.41 |
2,646.41 |
2,646.41 |
2,643.44 |
| S1 |
2,630.21 |
2,630.21 |
2,639.54 |
2,624.25 |
| S2 |
2,618.29 |
2,618.29 |
2,636.96 |
|
| S3 |
2,590.17 |
2,602.09 |
2,634.39 |
|
| S4 |
2,562.05 |
2,573.97 |
2,626.65 |
|
|
| 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 |
2,662.62 |
2,535.04 |
127.58 |
4.8% |
37.88 |
1.4% |
84% |
True |
False |
|
| 10 |
2,663.12 |
2,535.04 |
128.08 |
4.8% |
38.80 |
1.5% |
84% |
False |
False |
|
| 20 |
2,663.12 |
2,522.89 |
140.23 |
5.3% |
36.26 |
1.4% |
85% |
False |
False |
|
| 40 |
2,663.12 |
2,443.92 |
219.20 |
8.3% |
37.17 |
1.4% |
90% |
False |
False |
|
| 60 |
2,683.25 |
2,443.92 |
239.33 |
9.1% |
38.28 |
1.4% |
83% |
False |
False |
|
| 80 |
2,764.21 |
2,443.92 |
320.29 |
12.1% |
37.40 |
1.4% |
62% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
35.03 |
1.3% |
56% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
33.20 |
1.3% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,782.13 |
|
2.618 |
2,736.24 |
|
1.618 |
2,708.12 |
|
1.000 |
2,690.74 |
|
0.618 |
2,680.00 |
|
HIGH |
2,662.62 |
|
0.618 |
2,651.88 |
|
0.500 |
2,648.56 |
|
0.382 |
2,645.24 |
|
LOW |
2,634.50 |
|
0.618 |
2,617.12 |
|
1.000 |
2,606.38 |
|
1.618 |
2,589.00 |
|
2.618 |
2,560.88 |
|
4.250 |
2,514.99 |
|
|