| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,609.0 |
6,757.5 |
148.5 |
2.2% |
6,592.0 |
| High |
6,814.0 |
6,796.0 |
-18.0 |
-0.3% |
6,814.0 |
| Low |
6,520.0 |
6,703.0 |
183.0 |
2.8% |
6,320.0 |
| Close |
6,682.0 |
6,782.0 |
100.0 |
1.5% |
6,682.0 |
| Range |
294.0 |
93.0 |
-201.0 |
-68.4% |
494.0 |
| ATR |
145.9 |
143.7 |
-2.3 |
-1.6% |
0.0 |
| Volume |
309 |
383 |
74 |
23.9% |
2,743 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,039.3 |
7,003.7 |
6,833.2 |
|
| R3 |
6,946.3 |
6,910.7 |
6,807.6 |
|
| R2 |
6,853.3 |
6,853.3 |
6,799.1 |
|
| R1 |
6,817.7 |
6,817.7 |
6,790.5 |
6,835.5 |
| PP |
6,760.3 |
6,760.3 |
6,760.3 |
6,769.3 |
| S1 |
6,724.7 |
6,724.7 |
6,773.5 |
6,742.5 |
| S2 |
6,667.3 |
6,667.3 |
6,765.0 |
|
| S3 |
6,574.3 |
6,631.7 |
6,756.4 |
|
| S4 |
6,481.3 |
6,538.7 |
6,730.9 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,087.3 |
7,878.7 |
6,953.7 |
|
| R3 |
7,593.3 |
7,384.7 |
6,817.9 |
|
| R2 |
7,099.3 |
7,099.3 |
6,772.6 |
|
| R1 |
6,890.7 |
6,890.7 |
6,727.3 |
6,995.0 |
| PP |
6,605.3 |
6,605.3 |
6,605.3 |
6,657.5 |
| S1 |
6,396.7 |
6,396.7 |
6,636.7 |
6,501.0 |
| S2 |
6,111.3 |
6,111.3 |
6,591.4 |
|
| S3 |
5,617.3 |
5,902.7 |
6,546.2 |
|
| S4 |
5,123.3 |
5,408.7 |
6,410.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,814.0 |
6,320.0 |
494.0 |
7.3% |
179.4 |
2.6% |
94% |
False |
False |
535 |
| 10 |
6,814.0 |
6,320.0 |
494.0 |
7.3% |
153.1 |
2.3% |
94% |
False |
False |
650 |
| 20 |
6,814.0 |
6,320.0 |
494.0 |
7.3% |
123.5 |
1.8% |
94% |
False |
False |
585 |
| 40 |
6,814.0 |
5,924.0 |
890.0 |
13.1% |
123.0 |
1.8% |
96% |
False |
False |
1,602 |
| 60 |
6,814.0 |
5,924.0 |
890.0 |
13.1% |
120.0 |
1.8% |
96% |
False |
False |
1,147 |
| 80 |
6,865.5 |
5,924.0 |
941.5 |
13.9% |
116.2 |
1.7% |
91% |
False |
False |
870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,191.3 |
|
2.618 |
7,039.5 |
|
1.618 |
6,946.5 |
|
1.000 |
6,889.0 |
|
0.618 |
6,853.5 |
|
HIGH |
6,796.0 |
|
0.618 |
6,760.5 |
|
0.500 |
6,749.5 |
|
0.382 |
6,738.5 |
|
LOW |
6,703.0 |
|
0.618 |
6,645.5 |
|
1.000 |
6,610.0 |
|
1.618 |
6,552.5 |
|
2.618 |
6,459.5 |
|
4.250 |
6,307.8 |
|
|