| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,619.6 |
1,629.5 |
9.9 |
0.6% |
1,569.9 |
| High |
1,633.6 |
1,630.4 |
-3.2 |
-0.2% |
1,633.6 |
| Low |
1,617.5 |
1,621.2 |
3.7 |
0.2% |
1,569.9 |
| Close |
1,624.8 |
1,626.1 |
1.3 |
0.1% |
1,624.8 |
| Range |
16.1 |
9.2 |
-6.9 |
-42.9% |
63.7 |
| ATR |
19.3 |
18.6 |
-0.7 |
-3.7% |
0.0 |
| Volume |
1,288 |
1,398 |
110 |
8.5% |
8,785 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,653.5 |
1,649.0 |
1,631.2 |
|
| R3 |
1,644.3 |
1,639.8 |
1,628.6 |
|
| R2 |
1,635.1 |
1,635.1 |
1,627.8 |
|
| R1 |
1,630.6 |
1,630.6 |
1,626.9 |
1,628.3 |
| PP |
1,625.9 |
1,625.9 |
1,625.9 |
1,624.7 |
| S1 |
1,621.4 |
1,621.4 |
1,625.3 |
1,619.1 |
| S2 |
1,616.7 |
1,616.7 |
1,624.4 |
|
| S3 |
1,607.5 |
1,612.2 |
1,623.6 |
|
| S4 |
1,598.3 |
1,603.0 |
1,621.0 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,800.5 |
1,776.4 |
1,659.8 |
|
| R3 |
1,736.8 |
1,712.7 |
1,642.3 |
|
| R2 |
1,673.1 |
1,673.1 |
1,636.5 |
|
| R1 |
1,649.0 |
1,649.0 |
1,630.6 |
1,661.1 |
| PP |
1,609.4 |
1,609.4 |
1,609.4 |
1,615.5 |
| S1 |
1,585.3 |
1,585.3 |
1,619.0 |
1,597.4 |
| S2 |
1,545.7 |
1,545.7 |
1,613.1 |
|
| S3 |
1,482.0 |
1,521.6 |
1,607.3 |
|
| S4 |
1,418.3 |
1,457.9 |
1,589.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,633.6 |
1,581.3 |
52.3 |
3.2% |
13.5 |
0.8% |
86% |
False |
False |
1,847 |
| 10 |
1,633.6 |
1,569.9 |
63.7 |
3.9% |
12.8 |
0.8% |
88% |
False |
False |
1,355 |
| 20 |
1,633.6 |
1,564.7 |
68.9 |
4.2% |
15.7 |
1.0% |
89% |
False |
False |
1,132 |
| 40 |
1,648.6 |
1,556.3 |
92.3 |
5.7% |
17.8 |
1.1% |
76% |
False |
False |
896 |
| 60 |
1,653.4 |
1,538.1 |
115.3 |
7.1% |
18.9 |
1.2% |
76% |
False |
False |
989 |
| 80 |
1,689.3 |
1,538.1 |
151.2 |
9.3% |
16.4 |
1.0% |
58% |
False |
False |
962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,669.5 |
|
2.618 |
1,654.5 |
|
1.618 |
1,645.3 |
|
1.000 |
1,639.6 |
|
0.618 |
1,636.1 |
|
HIGH |
1,630.4 |
|
0.618 |
1,626.9 |
|
0.500 |
1,625.8 |
|
0.382 |
1,624.7 |
|
LOW |
1,621.2 |
|
0.618 |
1,615.5 |
|
1.000 |
1,612.0 |
|
1.618 |
1,606.3 |
|
2.618 |
1,597.1 |
|
4.250 |
1,582.1 |
|
|