| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
4,069.0 |
4,102.0 |
33.0 |
0.8% |
4,089.0 |
| High |
4,069.0 |
4,102.0 |
33.0 |
0.8% |
4,089.0 |
| Low |
4,069.0 |
4,102.0 |
33.0 |
0.8% |
4,031.0 |
| Close |
4,069.0 |
4,102.0 |
33.0 |
0.8% |
4,046.0 |
| Range |
|
|
|
|
|
| ATR |
24.7 |
25.3 |
0.6 |
2.4% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,102.0 |
4,102.0 |
4,102.0 |
|
| R3 |
4,102.0 |
4,102.0 |
4,102.0 |
|
| R2 |
4,102.0 |
4,102.0 |
4,102.0 |
|
| R1 |
4,102.0 |
4,102.0 |
4,102.0 |
4,102.0 |
| PP |
4,102.0 |
4,102.0 |
4,102.0 |
4,102.0 |
| S1 |
4,102.0 |
4,102.0 |
4,102.0 |
4,102.0 |
| S2 |
4,102.0 |
4,102.0 |
4,102.0 |
|
| S3 |
4,102.0 |
4,102.0 |
4,102.0 |
|
| S4 |
4,102.0 |
4,102.0 |
4,102.0 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,229.3 |
4,195.7 |
4,077.9 |
|
| R3 |
4,171.3 |
4,137.7 |
4,062.0 |
|
| R2 |
4,113.3 |
4,113.3 |
4,056.6 |
|
| R1 |
4,079.7 |
4,079.7 |
4,051.3 |
4,067.5 |
| PP |
4,055.3 |
4,055.3 |
4,055.3 |
4,049.3 |
| S1 |
4,021.7 |
4,021.7 |
4,040.7 |
4,009.5 |
| S2 |
3,997.3 |
3,997.3 |
4,035.4 |
|
| S3 |
3,939.3 |
3,963.7 |
4,030.1 |
|
| S4 |
3,881.3 |
3,905.7 |
4,014.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,102.0 |
4,031.0 |
71.0 |
1.7% |
2.8 |
0.1% |
100% |
True |
False |
134 |
| 10 |
4,144.0 |
4,031.0 |
113.0 |
2.8% |
3.0 |
0.1% |
63% |
False |
False |
93 |
| 20 |
4,144.0 |
3,982.0 |
162.0 |
3.9% |
3.5 |
0.1% |
74% |
False |
False |
92 |
| 40 |
4,144.0 |
3,950.0 |
194.0 |
4.7% |
2.9 |
0.1% |
78% |
False |
False |
59 |
| 60 |
4,397.0 |
3,950.0 |
447.0 |
10.9% |
3.4 |
0.1% |
34% |
False |
False |
63 |
| 80 |
4,397.0 |
3,950.0 |
447.0 |
10.9% |
2.6 |
0.1% |
34% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,102.0 |
|
2.618 |
4,102.0 |
|
1.618 |
4,102.0 |
|
1.000 |
4,102.0 |
|
0.618 |
4,102.0 |
|
HIGH |
4,102.0 |
|
0.618 |
4,102.0 |
|
0.500 |
4,102.0 |
|
0.382 |
4,102.0 |
|
LOW |
4,102.0 |
|
0.618 |
4,102.0 |
|
1.000 |
4,102.0 |
|
1.618 |
4,102.0 |
|
2.618 |
4,102.0 |
|
4.250 |
4,102.0 |
|
|