Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
2,030.34 |
2,031.33 |
0.99 |
0.0% |
1,989.76 |
High |
2,037.50 |
2,045.97 |
8.47 |
0.4% |
2,032.28 |
Low |
2,024.30 |
2,030.57 |
6.27 |
0.3% |
1,965.61 |
Close |
2,028.02 |
2,041.78 |
13.76 |
0.7% |
2,032.16 |
Range |
13.20 |
15.40 |
2.20 |
16.7% |
66.67 |
ATR |
20.28 |
20.11 |
-0.17 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,085.64 |
2,079.11 |
2,050.25 |
|
R3 |
2,070.24 |
2,063.71 |
2,046.02 |
|
R2 |
2,054.84 |
2,054.84 |
2,044.60 |
|
R1 |
2,048.31 |
2,048.31 |
2,043.19 |
2,051.58 |
PP |
2,039.44 |
2,039.44 |
2,039.44 |
2,041.07 |
S1 |
2,032.91 |
2,032.91 |
2,040.37 |
2,036.18 |
S2 |
2,024.04 |
2,024.04 |
2,038.96 |
|
S3 |
2,008.64 |
2,017.51 |
2,037.55 |
|
S4 |
1,993.24 |
2,002.11 |
2,033.31 |
|
|
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 |
|
R2 |
2,076.69 |
2,076.69 |
2,044.38 |
|
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 |
|
S3 |
1,876.68 |
1,921.08 |
2,013.83 |
|
S4 |
1,810.01 |
1,854.41 |
1,995.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,045.97 |
1,965.61 |
80.36 |
3.9% |
18.56 |
0.9% |
95% |
True |
False |
|
10 |
2,045.97 |
1,953.93 |
92.04 |
4.5% |
16.79 |
0.8% |
95% |
True |
False |
|
20 |
2,045.97 |
1,899.92 |
146.05 |
7.2% |
20.07 |
1.0% |
97% |
True |
False |
|
40 |
2,045.97 |
1,869.51 |
176.46 |
8.6% |
20.12 |
1.0% |
98% |
True |
False |
|
60 |
2,045.97 |
1,844.05 |
201.92 |
9.9% |
19.52 |
1.0% |
98% |
True |
False |
|
80 |
2,045.97 |
1,753.43 |
292.54 |
14.3% |
19.04 |
0.9% |
99% |
True |
False |
|
100 |
2,045.97 |
1,710.97 |
335.00 |
16.4% |
20.38 |
1.0% |
99% |
True |
False |
|
120 |
2,045.97 |
1,710.97 |
335.00 |
16.4% |
20.29 |
1.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,111.42 |
2.618 |
2,086.29 |
1.618 |
2,070.89 |
1.000 |
2,061.37 |
0.618 |
2,055.49 |
HIGH |
2,045.97 |
0.618 |
2,040.09 |
0.500 |
2,038.27 |
0.382 |
2,036.45 |
LOW |
2,030.57 |
0.618 |
2,021.05 |
1.000 |
2,015.17 |
1.618 |
2,005.65 |
2.618 |
1,990.25 |
4.250 |
1,965.12 |
|
|