Day Change Summary |
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Previous |
Current |
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23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
2,043.82 |
2,021.52 |
-22.30 |
-1.1% |
2,030.34 |
High |
2,045.81 |
2,037.72 |
-8.09 |
-0.4% |
2,060.29 |
Low |
2,031.37 |
1,995.62 |
-35.75 |
-1.8% |
2,019.17 |
Close |
2,036.33 |
2,000.55 |
-35.78 |
-1.8% |
2,035.88 |
Range |
14.44 |
42.10 |
27.66 |
191.6% |
41.12 |
ATR |
20.56 |
22.10 |
1.54 |
7.5% |
0.00 |
Volume |
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Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,137.60 |
2,111.17 |
2,023.71 |
|
R3 |
2,095.50 |
2,069.07 |
2,012.13 |
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R2 |
2,053.40 |
2,053.40 |
2,008.27 |
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R1 |
2,026.97 |
2,026.97 |
2,004.41 |
2,019.14 |
PP |
2,011.30 |
2,011.30 |
2,011.30 |
2,007.38 |
S1 |
1,984.87 |
1,984.87 |
1,996.69 |
1,977.04 |
S2 |
1,969.20 |
1,969.20 |
1,992.83 |
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S3 |
1,927.10 |
1,942.77 |
1,988.97 |
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S4 |
1,885.00 |
1,900.67 |
1,977.40 |
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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 |
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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 |
1,995.62 |
64.67 |
3.2% |
22.67 |
1.1% |
8% |
False |
True |
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10 |
2,060.29 |
1,965.61 |
94.68 |
4.7% |
20.61 |
1.0% |
37% |
False |
False |
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20 |
2,060.29 |
1,899.92 |
160.37 |
8.0% |
19.69 |
1.0% |
63% |
False |
False |
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40 |
2,060.29 |
1,876.52 |
183.77 |
9.2% |
20.05 |
1.0% |
67% |
False |
False |
|
60 |
2,060.29 |
1,857.33 |
202.96 |
10.1% |
20.10 |
1.0% |
71% |
False |
False |
|
80 |
2,060.29 |
1,758.10 |
302.19 |
15.1% |
19.20 |
1.0% |
80% |
False |
False |
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100 |
2,060.29 |
1,710.97 |
349.32 |
17.5% |
19.67 |
1.0% |
83% |
False |
False |
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120 |
2,060.29 |
1,710.97 |
349.32 |
17.5% |
20.23 |
1.0% |
83% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,216.65 |
2.618 |
2,147.94 |
1.618 |
2,105.84 |
1.000 |
2,079.82 |
0.618 |
2,063.74 |
HIGH |
2,037.72 |
0.618 |
2,021.64 |
0.500 |
2,016.67 |
0.382 |
2,011.70 |
LOW |
1,995.62 |
0.618 |
1,969.60 |
1.000 |
1,953.52 |
1.618 |
1,927.50 |
2.618 |
1,885.40 |
4.250 |
1,816.70 |
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