Day Change Summary |
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Previous |
Current |
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13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
2,018.84 |
2,030.34 |
11.50 |
0.6% |
1,989.76 |
High |
2,032.28 |
2,037.50 |
5.22 |
0.3% |
2,032.28 |
Low |
2,017.28 |
2,024.30 |
7.02 |
0.3% |
1,965.61 |
Close |
2,032.16 |
2,028.02 |
-4.14 |
-0.2% |
2,032.16 |
Range |
15.00 |
13.20 |
-1.80 |
-12.0% |
66.67 |
ATR |
20.82 |
20.28 |
-0.54 |
-2.6% |
0.00 |
Volume |
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Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,069.54 |
2,061.98 |
2,035.28 |
|
R3 |
2,056.34 |
2,048.78 |
2,031.65 |
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R2 |
2,043.14 |
2,043.14 |
2,030.44 |
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R1 |
2,035.58 |
2,035.58 |
2,029.23 |
2,032.76 |
PP |
2,029.94 |
2,029.94 |
2,029.94 |
2,028.53 |
S1 |
2,022.38 |
2,022.38 |
2,026.81 |
2,019.56 |
S2 |
2,016.74 |
2,016.74 |
2,025.60 |
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S3 |
2,003.54 |
2,009.18 |
2,024.39 |
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S4 |
1,990.34 |
1,995.98 |
2,020.76 |
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Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,210.03 |
2,187.76 |
2,068.83 |
|
R3 |
2,143.36 |
2,121.09 |
2,050.49 |
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R2 |
2,076.69 |
2,076.69 |
2,044.38 |
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R1 |
2,054.42 |
2,054.42 |
2,038.27 |
2,065.56 |
PP |
2,010.02 |
2,010.02 |
2,010.02 |
2,015.58 |
S1 |
1,987.75 |
1,987.75 |
2,026.05 |
1,998.89 |
S2 |
1,943.35 |
1,943.35 |
2,019.94 |
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S3 |
1,876.68 |
1,921.08 |
2,013.83 |
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S4 |
1,810.01 |
1,854.41 |
1,995.49 |
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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 |
2,037.50 |
1,965.61 |
71.89 |
3.5% |
19.28 |
1.0% |
87% |
True |
False |
|
10 |
2,037.50 |
1,939.74 |
97.76 |
4.8% |
16.70 |
0.8% |
90% |
True |
False |
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20 |
2,037.50 |
1,899.92 |
137.58 |
6.8% |
19.72 |
1.0% |
93% |
True |
False |
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40 |
2,037.50 |
1,869.51 |
167.99 |
8.3% |
20.05 |
1.0% |
94% |
True |
False |
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60 |
2,037.50 |
1,838.77 |
198.73 |
9.8% |
19.56 |
1.0% |
95% |
True |
False |
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80 |
2,037.50 |
1,753.43 |
284.07 |
14.0% |
19.02 |
0.9% |
97% |
True |
False |
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100 |
2,037.50 |
1,710.97 |
326.53 |
16.1% |
20.41 |
1.0% |
97% |
True |
False |
|
120 |
2,037.50 |
1,710.97 |
326.53 |
16.1% |
20.34 |
1.0% |
97% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,093.60 |
2.618 |
2,072.06 |
1.618 |
2,058.86 |
1.000 |
2,050.70 |
0.618 |
2,045.66 |
HIGH |
2,037.50 |
0.618 |
2,032.46 |
0.500 |
2,030.90 |
0.382 |
2,029.34 |
LOW |
2,024.30 |
0.618 |
2,016.14 |
1.000 |
2,011.10 |
1.618 |
2,002.94 |
2.618 |
1,989.74 |
4.250 |
1,968.20 |
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