| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
4,224.0 |
4,219.0 |
-5.0 |
-0.1% |
4,095.0 |
| High |
4,224.0 |
4,219.0 |
-5.0 |
-0.1% |
4,172.0 |
| Low |
4,224.0 |
4,219.0 |
-5.0 |
-0.1% |
4,077.0 |
| Close |
4,224.0 |
4,223.0 |
-1.0 |
0.0% |
4,169.0 |
| Range |
|
|
|
|
|
| ATR |
29.0 |
27.2 |
-1.7 |
-5.9% |
0.0 |
| Volume |
0 |
148 |
148 |
|
768 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,220.3 |
4,221.7 |
4,223.0 |
|
| R3 |
4,220.3 |
4,221.7 |
4,223.0 |
|
| R2 |
4,220.3 |
4,220.3 |
4,223.0 |
|
| R1 |
4,221.7 |
4,221.7 |
4,223.0 |
4,221.0 |
| PP |
4,220.3 |
4,220.3 |
4,220.3 |
4,220.0 |
| S1 |
4,221.7 |
4,221.7 |
4,223.0 |
4,221.0 |
| S2 |
4,220.3 |
4,220.3 |
4,223.0 |
|
| S3 |
4,220.3 |
4,221.7 |
4,223.0 |
|
| S4 |
4,220.3 |
4,221.7 |
4,223.0 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,424.3 |
4,391.7 |
4,221.3 |
|
| R3 |
4,329.3 |
4,296.7 |
4,195.1 |
|
| R2 |
4,234.3 |
4,234.3 |
4,186.4 |
|
| R1 |
4,201.7 |
4,201.7 |
4,177.7 |
4,218.0 |
| PP |
4,139.3 |
4,139.3 |
4,139.3 |
4,147.5 |
| S1 |
4,106.7 |
4,106.7 |
4,160.3 |
4,123.0 |
| S2 |
4,044.3 |
4,044.3 |
4,151.6 |
|
| S3 |
3,949.3 |
4,011.7 |
4,142.9 |
|
| S4 |
3,854.3 |
3,916.7 |
4,116.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,224.0 |
4,100.0 |
124.0 |
2.9% |
7.8 |
0.2% |
99% |
False |
False |
35 |
| 10 |
4,224.0 |
4,077.0 |
147.0 |
3.5% |
7.1 |
0.2% |
99% |
False |
False |
104 |
| 20 |
4,224.0 |
4,031.0 |
193.0 |
4.6% |
5.3 |
0.1% |
99% |
False |
False |
105 |
| 40 |
4,224.0 |
3,982.0 |
242.0 |
5.7% |
3.6 |
0.1% |
100% |
False |
False |
78 |
| 60 |
4,261.0 |
3,950.0 |
311.0 |
7.4% |
4.0 |
0.1% |
88% |
False |
False |
81 |
| 80 |
4,397.0 |
3,950.0 |
447.0 |
10.6% |
3.5 |
0.1% |
61% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,219.0 |
|
2.618 |
4,219.0 |
|
1.618 |
4,219.0 |
|
1.000 |
4,219.0 |
|
0.618 |
4,219.0 |
|
HIGH |
4,219.0 |
|
0.618 |
4,219.0 |
|
0.500 |
4,219.0 |
|
0.382 |
4,219.0 |
|
LOW |
4,219.0 |
|
0.618 |
4,219.0 |
|
1.000 |
4,219.0 |
|
1.618 |
4,219.0 |
|
2.618 |
4,219.0 |
|
4.250 |
4,219.0 |
|
|