Day Change Summary |
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Previous |
Current |
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20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
2,047.14 |
2,043.82 |
-3.32 |
-0.2% |
2,030.34 |
High |
2,048.24 |
2,045.81 |
-2.43 |
-0.1% |
2,060.29 |
Low |
2,024.25 |
2,031.37 |
7.12 |
0.4% |
2,019.17 |
Close |
2,035.88 |
2,036.33 |
0.45 |
0.0% |
2,035.88 |
Range |
23.99 |
14.44 |
-9.55 |
-39.8% |
41.12 |
ATR |
21.03 |
20.56 |
-0.47 |
-2.2% |
0.00 |
Volume |
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Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,081.16 |
2,073.18 |
2,044.27 |
|
R3 |
2,066.72 |
2,058.74 |
2,040.30 |
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R2 |
2,052.28 |
2,052.28 |
2,038.98 |
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R1 |
2,044.30 |
2,044.30 |
2,037.65 |
2,041.07 |
PP |
2,037.84 |
2,037.84 |
2,037.84 |
2,036.22 |
S1 |
2,029.86 |
2,029.86 |
2,035.01 |
2,026.63 |
S2 |
2,023.40 |
2,023.40 |
2,033.68 |
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S3 |
2,008.96 |
2,015.42 |
2,032.36 |
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S4 |
1,994.52 |
2,000.98 |
2,028.39 |
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Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,161.81 |
2,139.96 |
2,058.50 |
|
R3 |
2,120.69 |
2,098.84 |
2,047.19 |
|
R2 |
2,079.57 |
2,079.57 |
2,043.42 |
|
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 |
|
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% |
17.33 |
0.9% |
42% |
False |
False |
|
10 |
2,060.29 |
1,965.61 |
94.68 |
4.6% |
18.30 |
0.9% |
75% |
False |
False |
|
20 |
2,060.29 |
1,899.92 |
160.37 |
7.9% |
19.08 |
0.9% |
85% |
False |
False |
|
40 |
2,060.29 |
1,876.52 |
183.77 |
9.0% |
19.37 |
1.0% |
87% |
False |
False |
|
60 |
2,060.29 |
1,857.33 |
202.96 |
10.0% |
19.60 |
1.0% |
88% |
False |
False |
|
80 |
2,060.29 |
1,753.43 |
306.86 |
15.1% |
19.05 |
0.9% |
92% |
False |
False |
|
100 |
2,060.29 |
1,710.97 |
349.32 |
17.2% |
19.76 |
1.0% |
93% |
False |
False |
|
120 |
2,060.29 |
1,710.97 |
349.32 |
17.2% |
20.16 |
1.0% |
93% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,107.18 |
2.618 |
2,083.61 |
1.618 |
2,069.17 |
1.000 |
2,060.25 |
0.618 |
2,054.73 |
HIGH |
2,045.81 |
0.618 |
2,040.29 |
0.500 |
2,038.59 |
0.382 |
2,036.89 |
LOW |
2,031.37 |
0.618 |
2,022.45 |
1.000 |
2,016.93 |
1.618 |
2,008.01 |
2.618 |
1,993.57 |
4.250 |
1,970.00 |
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