| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,380.56 |
2,362.19 |
-18.37 |
-0.8% |
2,363.08 |
| High |
2,392.09 |
2,366.35 |
-25.74 |
-1.1% |
2,418.99 |
| Low |
2,354.12 |
2,342.44 |
-11.68 |
-0.5% |
2,357.31 |
| Close |
2,362.00 |
2,343.79 |
-18.21 |
-0.8% |
2,405.89 |
| Range |
37.97 |
23.91 |
-14.06 |
-37.0% |
61.68 |
| ATR |
33.82 |
33.11 |
-0.71 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.59 |
2,407.10 |
2,356.94 |
|
| R3 |
2,398.68 |
2,383.19 |
2,350.37 |
|
| R2 |
2,374.77 |
2,374.77 |
2,348.17 |
|
| R1 |
2,359.28 |
2,359.28 |
2,345.98 |
2,355.07 |
| PP |
2,350.86 |
2,350.86 |
2,350.86 |
2,348.76 |
| S1 |
2,335.37 |
2,335.37 |
2,341.60 |
2,331.16 |
| S2 |
2,326.95 |
2,326.95 |
2,339.41 |
|
| S3 |
2,303.04 |
2,311.46 |
2,337.21 |
|
| S4 |
2,279.13 |
2,287.55 |
2,330.64 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,579.10 |
2,554.18 |
2,439.81 |
|
| R3 |
2,517.42 |
2,492.50 |
2,422.85 |
|
| R2 |
2,455.74 |
2,455.74 |
2,417.20 |
|
| R1 |
2,430.82 |
2,430.82 |
2,411.54 |
2,443.28 |
| PP |
2,394.06 |
2,394.06 |
2,394.06 |
2,400.30 |
| S1 |
2,369.14 |
2,369.14 |
2,400.24 |
2,381.60 |
| S2 |
2,332.38 |
2,332.38 |
2,394.58 |
|
| S3 |
2,270.70 |
2,307.46 |
2,388.93 |
|
| S4 |
2,209.02 |
2,245.78 |
2,371.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,418.99 |
2,342.44 |
76.55 |
3.3% |
27.08 |
1.2% |
2% |
False |
True |
|
| 10 |
2,418.99 |
2,254.94 |
164.05 |
7.0% |
27.24 |
1.2% |
54% |
False |
False |
|
| 20 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
31.33 |
1.3% |
68% |
False |
False |
|
| 40 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
28.19 |
1.2% |
68% |
False |
False |
|
| 60 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
26.88 |
1.1% |
68% |
False |
False |
|
| 80 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
26.54 |
1.1% |
68% |
False |
False |
|
| 100 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
28.15 |
1.2% |
68% |
False |
False |
|
| 120 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
27.56 |
1.2% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.97 |
|
2.618 |
2,428.95 |
|
1.618 |
2,405.04 |
|
1.000 |
2,390.26 |
|
0.618 |
2,381.13 |
|
HIGH |
2,366.35 |
|
0.618 |
2,357.22 |
|
0.500 |
2,354.40 |
|
0.382 |
2,351.57 |
|
LOW |
2,342.44 |
|
0.618 |
2,327.66 |
|
1.000 |
2,318.53 |
|
1.618 |
2,303.75 |
|
2.618 |
2,279.84 |
|
4.250 |
2,240.82 |
|
|