| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1,606.8 |
1,594.2 |
-12.6 |
-0.8% |
1,629.5 |
| High |
1,617.9 |
1,611.4 |
-6.5 |
-0.4% |
1,631.3 |
| Low |
1,588.7 |
1,593.6 |
4.9 |
0.3% |
1,588.7 |
| Close |
1,592.8 |
1,611.4 |
18.6 |
1.2% |
1,611.4 |
| Range |
29.2 |
17.8 |
-11.4 |
-39.0% |
42.6 |
| ATR |
19.5 |
19.5 |
-0.1 |
-0.3% |
0.0 |
| Volume |
540 |
206 |
-334 |
-61.9% |
3,098 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,658.9 |
1,652.9 |
1,621.2 |
|
| R3 |
1,641.1 |
1,635.1 |
1,616.3 |
|
| R2 |
1,623.3 |
1,623.3 |
1,614.7 |
|
| R1 |
1,617.3 |
1,617.3 |
1,613.0 |
1,620.3 |
| PP |
1,605.5 |
1,605.5 |
1,605.5 |
1,607.0 |
| S1 |
1,599.5 |
1,599.5 |
1,609.8 |
1,602.5 |
| S2 |
1,587.7 |
1,587.7 |
1,608.1 |
|
| S3 |
1,569.9 |
1,581.7 |
1,606.5 |
|
| S4 |
1,552.1 |
1,563.9 |
1,601.6 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,738.3 |
1,717.4 |
1,634.8 |
|
| R3 |
1,695.7 |
1,674.8 |
1,623.1 |
|
| R2 |
1,653.1 |
1,653.1 |
1,619.2 |
|
| R1 |
1,632.2 |
1,632.2 |
1,615.3 |
1,621.4 |
| PP |
1,610.5 |
1,610.5 |
1,610.5 |
1,605.0 |
| S1 |
1,589.6 |
1,589.6 |
1,607.5 |
1,578.8 |
| S2 |
1,567.9 |
1,567.9 |
1,603.6 |
|
| S3 |
1,525.3 |
1,547.0 |
1,599.7 |
|
| S4 |
1,482.7 |
1,504.4 |
1,588.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,631.3 |
1,588.7 |
42.6 |
2.6% |
19.3 |
1.2% |
53% |
False |
False |
619 |
| 10 |
1,633.6 |
1,569.9 |
63.7 |
4.0% |
16.9 |
1.0% |
65% |
False |
False |
1,188 |
| 20 |
1,633.6 |
1,564.7 |
68.9 |
4.3% |
15.9 |
1.0% |
68% |
False |
False |
1,053 |
| 40 |
1,639.2 |
1,556.3 |
82.9 |
5.1% |
17.9 |
1.1% |
66% |
False |
False |
845 |
| 60 |
1,648.6 |
1,538.1 |
110.5 |
6.9% |
19.4 |
1.2% |
66% |
False |
False |
991 |
| 80 |
1,689.3 |
1,538.1 |
151.2 |
9.4% |
17.0 |
1.1% |
48% |
False |
False |
929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,687.1 |
|
2.618 |
1,658.0 |
|
1.618 |
1,640.2 |
|
1.000 |
1,629.2 |
|
0.618 |
1,622.4 |
|
HIGH |
1,611.4 |
|
0.618 |
1,604.6 |
|
0.500 |
1,602.5 |
|
0.382 |
1,600.4 |
|
LOW |
1,593.6 |
|
0.618 |
1,582.6 |
|
1.000 |
1,575.8 |
|
1.618 |
1,564.8 |
|
2.618 |
1,547.0 |
|
4.250 |
1,518.0 |
|
|