| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,643.28 |
2,660.49 |
17.21 |
0.7% |
2,575.29 |
| High |
2,657.27 |
2,661.84 |
4.57 |
0.2% |
2,649.98 |
| Low |
2,640.26 |
2,625.08 |
-15.18 |
-0.6% |
2,535.04 |
| Close |
2,642.53 |
2,635.13 |
-7.40 |
-0.3% |
2,647.03 |
| Range |
17.01 |
36.76 |
19.75 |
116.1% |
114.94 |
| ATR |
41.00 |
40.70 |
-0.30 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.96 |
2,729.81 |
2,655.35 |
|
| R3 |
2,714.20 |
2,693.05 |
2,645.24 |
|
| R2 |
2,677.44 |
2,677.44 |
2,641.87 |
|
| R1 |
2,656.29 |
2,656.29 |
2,638.50 |
2,648.49 |
| PP |
2,640.68 |
2,640.68 |
2,640.68 |
2,636.78 |
| S1 |
2,619.53 |
2,619.53 |
2,631.76 |
2,611.73 |
| S2 |
2,603.92 |
2,603.92 |
2,628.39 |
|
| S3 |
2,567.16 |
2,582.77 |
2,625.02 |
|
| S4 |
2,530.40 |
2,546.01 |
2,614.91 |
|
|
| 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 |
2,568.33 |
94.29 |
3.6% |
33.41 |
1.3% |
71% |
False |
False |
|
| 10 |
2,663.12 |
2,535.04 |
128.08 |
4.9% |
35.01 |
1.3% |
78% |
False |
False |
|
| 20 |
2,663.12 |
2,522.89 |
140.23 |
5.3% |
36.73 |
1.4% |
80% |
False |
False |
|
| 40 |
2,663.12 |
2,504.08 |
159.04 |
6.0% |
36.97 |
1.4% |
82% |
False |
False |
|
| 60 |
2,663.12 |
2,443.92 |
219.20 |
8.3% |
37.91 |
1.4% |
87% |
False |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.9% |
37.40 |
1.4% |
61% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
35.19 |
1.3% |
54% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
33.25 |
1.3% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,818.07 |
|
2.618 |
2,758.08 |
|
1.618 |
2,721.32 |
|
1.000 |
2,698.60 |
|
0.618 |
2,684.56 |
|
HIGH |
2,661.84 |
|
0.618 |
2,647.80 |
|
0.500 |
2,643.46 |
|
0.382 |
2,639.12 |
|
LOW |
2,625.08 |
|
0.618 |
2,602.36 |
|
1.000 |
2,588.32 |
|
1.618 |
2,565.60 |
|
2.618 |
2,528.84 |
|
4.250 |
2,468.85 |
|
|