| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
6,752.0 |
6,611.0 |
-141.0 |
-2.1% |
6,757.5 |
| High |
6,855.5 |
6,885.0 |
29.5 |
0.4% |
6,885.0 |
| Low |
6,554.5 |
6,611.0 |
56.5 |
0.9% |
6,554.5 |
| Close |
6,612.5 |
6,867.0 |
254.5 |
3.8% |
6,867.0 |
| Range |
301.0 |
274.0 |
-27.0 |
-9.0% |
330.5 |
| ATR |
145.5 |
154.7 |
9.2 |
6.3% |
0.0 |
| Volume |
510 |
415 |
-95 |
-18.6% |
2,394 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,609.7 |
7,512.3 |
7,017.7 |
|
| R3 |
7,335.7 |
7,238.3 |
6,942.4 |
|
| R2 |
7,061.7 |
7,061.7 |
6,917.2 |
|
| R1 |
6,964.3 |
6,964.3 |
6,892.1 |
7,013.0 |
| PP |
6,787.7 |
6,787.7 |
6,787.7 |
6,812.0 |
| S1 |
6,690.3 |
6,690.3 |
6,841.9 |
6,739.0 |
| S2 |
6,513.7 |
6,513.7 |
6,816.8 |
|
| S3 |
6,239.7 |
6,416.3 |
6,791.7 |
|
| S4 |
5,965.7 |
6,142.3 |
6,716.3 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,760.3 |
7,644.2 |
7,048.8 |
|
| R3 |
7,429.8 |
7,313.7 |
6,957.9 |
|
| R2 |
7,099.3 |
7,099.3 |
6,927.6 |
|
| R1 |
6,983.2 |
6,983.2 |
6,897.3 |
7,041.3 |
| PP |
6,768.8 |
6,768.8 |
6,768.8 |
6,797.9 |
| S1 |
6,652.7 |
6,652.7 |
6,836.7 |
6,710.8 |
| S2 |
6,438.3 |
6,438.3 |
6,806.4 |
|
| S3 |
6,107.8 |
6,322.2 |
6,776.1 |
|
| S4 |
5,777.3 |
5,991.7 |
6,685.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,885.0 |
6,554.5 |
330.5 |
4.8% |
161.8 |
2.4% |
95% |
True |
False |
478 |
| 10 |
6,885.0 |
6,320.0 |
565.0 |
8.2% |
182.8 |
2.7% |
97% |
True |
False |
513 |
| 20 |
6,885.0 |
6,320.0 |
565.0 |
8.2% |
138.5 |
2.0% |
97% |
True |
False |
523 |
| 40 |
6,885.0 |
6,086.0 |
799.0 |
11.6% |
128.7 |
1.9% |
98% |
True |
False |
1,504 |
| 60 |
6,885.0 |
5,924.0 |
961.0 |
14.0% |
124.2 |
1.8% |
98% |
True |
False |
1,178 |
| 80 |
6,885.0 |
5,924.0 |
961.0 |
14.0% |
120.0 |
1.7% |
98% |
True |
False |
894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,049.5 |
|
2.618 |
7,602.3 |
|
1.618 |
7,328.3 |
|
1.000 |
7,159.0 |
|
0.618 |
7,054.3 |
|
HIGH |
6,885.0 |
|
0.618 |
6,780.3 |
|
0.500 |
6,748.0 |
|
0.382 |
6,715.7 |
|
LOW |
6,611.0 |
|
0.618 |
6,441.7 |
|
1.000 |
6,337.0 |
|
1.618 |
6,167.7 |
|
2.618 |
5,893.7 |
|
4.250 |
5,446.5 |
|
|