| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
4,102.0 |
4,086.0 |
-16.0 |
-0.4% |
4,089.0 |
| High |
4,102.0 |
4,090.0 |
-12.0 |
-0.3% |
4,089.0 |
| Low |
4,102.0 |
4,086.0 |
-16.0 |
-0.4% |
4,031.0 |
| Close |
4,102.0 |
4,089.0 |
-13.0 |
-0.3% |
4,046.0 |
| Range |
0.0 |
4.0 |
4.0 |
|
58.0 |
| ATR |
25.3 |
24.6 |
-0.7 |
-2.6% |
0.0 |
| Volume |
0 |
122 |
122 |
|
683 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,100.3 |
4,098.7 |
4,091.2 |
|
| R3 |
4,096.3 |
4,094.7 |
4,090.1 |
|
| R2 |
4,092.3 |
4,092.3 |
4,089.7 |
|
| R1 |
4,090.7 |
4,090.7 |
4,089.4 |
4,091.5 |
| PP |
4,088.3 |
4,088.3 |
4,088.3 |
4,088.8 |
| S1 |
4,086.7 |
4,086.7 |
4,088.6 |
4,087.5 |
| S2 |
4,084.3 |
4,084.3 |
4,088.3 |
|
| S3 |
4,080.3 |
4,082.7 |
4,087.9 |
|
| S4 |
4,076.3 |
4,078.7 |
4,086.8 |
|
|
| 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% |
3.2 |
0.1% |
82% |
False |
False |
156 |
| 10 |
4,144.0 |
4,031.0 |
113.0 |
2.8% |
3.4 |
0.1% |
51% |
False |
False |
105 |
| 20 |
4,144.0 |
3,982.0 |
162.0 |
4.0% |
3.7 |
0.1% |
66% |
False |
False |
81 |
| 40 |
4,144.0 |
3,950.0 |
194.0 |
4.7% |
2.7 |
0.1% |
72% |
False |
False |
60 |
| 60 |
4,397.0 |
3,950.0 |
447.0 |
10.9% |
3.5 |
0.1% |
31% |
False |
False |
65 |
| 80 |
4,397.0 |
3,950.0 |
447.0 |
10.9% |
2.6 |
0.1% |
31% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,107.0 |
|
2.618 |
4,100.5 |
|
1.618 |
4,096.5 |
|
1.000 |
4,094.0 |
|
0.618 |
4,092.5 |
|
HIGH |
4,090.0 |
|
0.618 |
4,088.5 |
|
0.500 |
4,088.0 |
|
0.382 |
4,087.5 |
|
LOW |
4,086.0 |
|
0.618 |
4,083.5 |
|
1.000 |
4,082.0 |
|
1.618 |
4,079.5 |
|
2.618 |
4,075.5 |
|
4.250 |
4,069.0 |
|
|