| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,510.25 |
2,538.75 |
28.50 |
1.1% |
2,610.50 |
| High |
2,531.00 |
2,573.25 |
42.25 |
1.7% |
2,615.00 |
| Low |
2,510.25 |
2,538.75 |
28.50 |
1.1% |
2,510.25 |
| Close |
2,531.00 |
2,570.25 |
39.25 |
1.6% |
2,570.25 |
| Range |
20.75 |
34.50 |
13.75 |
66.3% |
104.75 |
| ATR |
32.65 |
33.33 |
0.69 |
2.1% |
0.00 |
| Volume |
4 |
1 |
-3 |
-75.0% |
14 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,664.25 |
2,651.75 |
2,589.25 |
|
| R3 |
2,629.75 |
2,617.25 |
2,579.75 |
|
| R2 |
2,595.25 |
2,595.25 |
2,576.50 |
|
| R1 |
2,582.75 |
2,582.75 |
2,573.50 |
2,589.00 |
| PP |
2,560.75 |
2,560.75 |
2,560.75 |
2,564.00 |
| S1 |
2,548.25 |
2,548.25 |
2,567.00 |
2,554.50 |
| S2 |
2,526.25 |
2,526.25 |
2,564.00 |
|
| S3 |
2,491.75 |
2,513.75 |
2,560.75 |
|
| S4 |
2,457.25 |
2,479.25 |
2,551.25 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.50 |
2,829.50 |
2,627.75 |
|
| R3 |
2,774.75 |
2,724.75 |
2,599.00 |
|
| R2 |
2,670.00 |
2,670.00 |
2,589.50 |
|
| R1 |
2,620.00 |
2,620.00 |
2,579.75 |
2,592.50 |
| PP |
2,565.25 |
2,565.25 |
2,565.25 |
2,551.50 |
| S1 |
2,515.25 |
2,515.25 |
2,560.75 |
2,488.00 |
| S2 |
2,460.50 |
2,460.50 |
2,551.00 |
|
| S3 |
2,355.75 |
2,410.50 |
2,541.50 |
|
| S4 |
2,251.00 |
2,305.75 |
2,512.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,615.00 |
2,510.25 |
104.75 |
4.1% |
29.00 |
1.1% |
57% |
False |
False |
2 |
| 10 |
2,647.25 |
2,510.25 |
137.00 |
5.3% |
26.50 |
1.0% |
44% |
False |
False |
10 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.5% |
26.00 |
1.0% |
45% |
False |
False |
8 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
8.0% |
18.25 |
0.7% |
62% |
False |
False |
5 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.3% |
16.25 |
0.6% |
44% |
False |
False |
4 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.7% |
14.75 |
0.6% |
39% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,720.00 |
|
2.618 |
2,663.50 |
|
1.618 |
2,629.00 |
|
1.000 |
2,607.75 |
|
0.618 |
2,594.50 |
|
HIGH |
2,573.25 |
|
0.618 |
2,560.00 |
|
0.500 |
2,556.00 |
|
0.382 |
2,552.00 |
|
LOW |
2,538.75 |
|
0.618 |
2,517.50 |
|
1.000 |
2,504.25 |
|
1.618 |
2,483.00 |
|
2.618 |
2,448.50 |
|
4.250 |
2,392.00 |
|
|