| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,620.3 |
1,606.8 |
-13.5 |
-0.8% |
1,569.9 |
| High |
1,623.2 |
1,617.9 |
-5.3 |
-0.3% |
1,633.6 |
| Low |
1,598.0 |
1,588.7 |
-9.3 |
-0.6% |
1,569.9 |
| Close |
1,609.4 |
1,592.8 |
-16.6 |
-1.0% |
1,624.8 |
| Range |
25.2 |
29.2 |
4.0 |
15.9% |
63.7 |
| ATR |
18.8 |
19.5 |
0.7 |
3.9% |
0.0 |
| Volume |
628 |
540 |
-88 |
-14.0% |
8,785 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,687.4 |
1,669.3 |
1,608.9 |
|
| R3 |
1,658.2 |
1,640.1 |
1,600.8 |
|
| R2 |
1,629.0 |
1,629.0 |
1,598.2 |
|
| R1 |
1,610.9 |
1,610.9 |
1,595.5 |
1,605.4 |
| PP |
1,599.8 |
1,599.8 |
1,599.8 |
1,597.0 |
| S1 |
1,581.7 |
1,581.7 |
1,590.1 |
1,576.2 |
| S2 |
1,570.6 |
1,570.6 |
1,587.4 |
|
| S3 |
1,541.4 |
1,552.5 |
1,584.8 |
|
| S4 |
1,512.2 |
1,523.3 |
1,576.7 |
|
|
| 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 |
1,588.7 |
44.9 |
2.8% |
18.9 |
1.2% |
9% |
False |
True |
836 |
| 10 |
1,633.6 |
1,569.9 |
63.7 |
4.0% |
15.8 |
1.0% |
36% |
False |
False |
1,263 |
| 20 |
1,633.6 |
1,564.7 |
68.9 |
4.3% |
16.5 |
1.0% |
41% |
False |
False |
1,081 |
| 40 |
1,639.2 |
1,556.3 |
82.9 |
5.2% |
18.5 |
1.2% |
44% |
False |
False |
878 |
| 60 |
1,648.6 |
1,538.1 |
110.5 |
6.9% |
19.3 |
1.2% |
50% |
False |
False |
1,001 |
| 80 |
1,689.3 |
1,538.1 |
151.2 |
9.5% |
16.9 |
1.1% |
36% |
False |
False |
940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,742.0 |
|
2.618 |
1,694.3 |
|
1.618 |
1,665.1 |
|
1.000 |
1,647.1 |
|
0.618 |
1,635.9 |
|
HIGH |
1,617.9 |
|
0.618 |
1,606.7 |
|
0.500 |
1,603.3 |
|
0.382 |
1,599.9 |
|
LOW |
1,588.7 |
|
0.618 |
1,570.7 |
|
1.000 |
1,559.5 |
|
1.618 |
1,541.5 |
|
2.618 |
1,512.3 |
|
4.250 |
1,464.6 |
|
|