Day Change Summary |
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Previous |
Current |
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19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
2,052.31 |
2,047.14 |
-5.17 |
-0.3% |
2,030.34 |
High |
2,060.29 |
2,048.24 |
-12.05 |
-0.6% |
2,060.29 |
Low |
2,046.96 |
2,024.25 |
-22.71 |
-1.1% |
2,019.17 |
Close |
2,052.99 |
2,035.88 |
-17.11 |
-0.8% |
2,035.88 |
Range |
13.33 |
23.99 |
10.66 |
80.0% |
41.12 |
ATR |
20.43 |
21.03 |
0.59 |
2.9% |
0.00 |
Volume |
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Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,108.09 |
2,095.98 |
2,049.07 |
|
R3 |
2,084.10 |
2,071.99 |
2,042.48 |
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R2 |
2,060.11 |
2,060.11 |
2,040.28 |
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R1 |
2,048.00 |
2,048.00 |
2,038.08 |
2,042.06 |
PP |
2,036.12 |
2,036.12 |
2,036.12 |
2,033.16 |
S1 |
2,024.01 |
2,024.01 |
2,033.68 |
2,018.07 |
S2 |
2,012.13 |
2,012.13 |
2,031.48 |
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S3 |
1,988.14 |
2,000.02 |
2,029.28 |
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S4 |
1,964.15 |
1,976.03 |
2,022.69 |
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Weekly Pivots for week ending 20-Jul-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,161.81 |
2,139.96 |
2,058.50 |
|
R3 |
2,120.69 |
2,098.84 |
2,047.19 |
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R2 |
2,079.57 |
2,079.57 |
2,043.42 |
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R1 |
2,057.72 |
2,057.72 |
2,039.65 |
2,068.65 |
PP |
2,038.45 |
2,038.45 |
2,038.45 |
2,043.91 |
S1 |
2,016.60 |
2,016.60 |
2,032.11 |
2,027.53 |
S2 |
1,997.33 |
1,997.33 |
2,028.34 |
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S3 |
1,956.21 |
1,975.48 |
2,024.57 |
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S4 |
1,915.09 |
1,934.36 |
2,013.26 |
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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 |
2,060.29 |
2,019.17 |
41.12 |
2.0% |
17.08 |
0.8% |
41% |
False |
False |
|
10 |
2,060.29 |
1,965.61 |
94.68 |
4.7% |
17.88 |
0.9% |
74% |
False |
False |
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20 |
2,060.29 |
1,899.92 |
160.37 |
7.9% |
19.49 |
1.0% |
85% |
False |
False |
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40 |
2,060.29 |
1,869.51 |
190.78 |
9.4% |
20.06 |
1.0% |
87% |
False |
False |
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60 |
2,060.29 |
1,857.33 |
202.96 |
10.0% |
19.56 |
1.0% |
88% |
False |
False |
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80 |
2,060.29 |
1,753.43 |
306.86 |
15.1% |
19.11 |
0.9% |
92% |
False |
False |
|
100 |
2,060.29 |
1,710.97 |
349.32 |
17.2% |
19.94 |
1.0% |
93% |
False |
False |
|
120 |
2,060.29 |
1,710.97 |
349.32 |
17.2% |
20.12 |
1.0% |
93% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,150.20 |
2.618 |
2,111.05 |
1.618 |
2,087.06 |
1.000 |
2,072.23 |
0.618 |
2,063.07 |
HIGH |
2,048.24 |
0.618 |
2,039.08 |
0.500 |
2,036.25 |
0.382 |
2,033.41 |
LOW |
2,024.25 |
0.618 |
2,009.42 |
1.000 |
2,000.26 |
1.618 |
1,985.43 |
2.618 |
1,961.44 |
4.250 |
1,922.29 |
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