Day Change Summary |
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Previous |
Current |
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11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,968.98 |
1,992.57 |
23.59 |
1.2% |
1,943.28 |
High |
1,984.67 |
2,021.03 |
36.36 |
1.8% |
1,989.43 |
Low |
1,965.61 |
1,990.89 |
25.28 |
1.3% |
1,939.74 |
Close |
1,984.08 |
2,021.03 |
36.95 |
1.9% |
1,988.31 |
Range |
19.06 |
30.14 |
11.08 |
58.1% |
49.69 |
ATR |
20.06 |
21.27 |
1.21 |
6.0% |
0.00 |
Volume |
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Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,101.40 |
2,091.36 |
2,037.61 |
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R3 |
2,071.26 |
2,061.22 |
2,029.32 |
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R2 |
2,041.12 |
2,041.12 |
2,026.56 |
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R1 |
2,031.08 |
2,031.08 |
2,023.79 |
2,036.10 |
PP |
2,010.98 |
2,010.98 |
2,010.98 |
2,013.50 |
S1 |
2,000.94 |
2,000.94 |
2,018.27 |
2,005.96 |
S2 |
1,980.84 |
1,980.84 |
2,015.50 |
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S3 |
1,950.70 |
1,970.80 |
2,012.74 |
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S4 |
1,920.56 |
1,940.66 |
2,004.45 |
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Weekly Pivots for week ending 06-Jul-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,121.56 |
2,104.63 |
2,015.64 |
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R3 |
2,071.87 |
2,054.94 |
2,001.97 |
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R2 |
2,022.18 |
2,022.18 |
1,997.42 |
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R1 |
2,005.25 |
2,005.25 |
1,992.86 |
2,013.72 |
PP |
1,972.49 |
1,972.49 |
1,972.49 |
1,976.73 |
S1 |
1,955.56 |
1,955.56 |
1,983.76 |
1,964.03 |
S2 |
1,922.80 |
1,922.80 |
1,979.20 |
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S3 |
1,873.11 |
1,905.87 |
1,974.65 |
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S4 |
1,823.42 |
1,856.18 |
1,960.98 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,021.03 |
1,965.61 |
55.42 |
2.7% |
18.88 |
0.9% |
100% |
True |
False |
|
10 |
2,021.03 |
1,920.83 |
100.20 |
5.0% |
17.95 |
0.9% |
100% |
True |
False |
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20 |
2,021.03 |
1,899.92 |
121.11 |
6.0% |
19.55 |
1.0% |
100% |
True |
False |
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40 |
2,021.03 |
1,866.98 |
154.05 |
7.6% |
20.22 |
1.0% |
100% |
True |
False |
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60 |
2,021.03 |
1,819.31 |
201.72 |
10.0% |
19.70 |
1.0% |
100% |
True |
False |
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80 |
2,021.03 |
1,753.43 |
267.60 |
13.2% |
19.39 |
1.0% |
100% |
True |
False |
|
100 |
2,021.03 |
1,710.97 |
310.06 |
15.3% |
20.55 |
1.0% |
100% |
True |
False |
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120 |
2,021.03 |
1,710.97 |
310.06 |
15.3% |
20.51 |
1.0% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,149.13 |
2.618 |
2,099.94 |
1.618 |
2,069.80 |
1.000 |
2,051.17 |
0.618 |
2,039.66 |
HIGH |
2,021.03 |
0.618 |
2,009.52 |
0.500 |
2,005.96 |
0.382 |
2,002.40 |
LOW |
1,990.89 |
0.618 |
1,972.26 |
1.000 |
1,960.75 |
1.618 |
1,942.12 |
2.618 |
1,911.98 |
4.250 |
1,862.80 |
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