| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,362.19 |
2,360.43 |
-1.76 |
-0.1% |
2,363.08 |
| High |
2,366.35 |
2,377.34 |
10.99 |
0.5% |
2,418.99 |
| Low |
2,342.44 |
2,345.80 |
3.36 |
0.1% |
2,357.31 |
| Close |
2,343.79 |
2,352.43 |
8.64 |
0.4% |
2,405.89 |
| Range |
23.91 |
31.54 |
7.63 |
31.9% |
61.68 |
| ATR |
33.11 |
33.14 |
0.03 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.14 |
2,434.33 |
2,369.78 |
|
| R3 |
2,421.60 |
2,402.79 |
2,361.10 |
|
| R2 |
2,390.06 |
2,390.06 |
2,358.21 |
|
| R1 |
2,371.25 |
2,371.25 |
2,355.32 |
2,364.89 |
| PP |
2,358.52 |
2,358.52 |
2,358.52 |
2,355.34 |
| S1 |
2,339.71 |
2,339.71 |
2,349.54 |
2,333.35 |
| S2 |
2,326.98 |
2,326.98 |
2,346.65 |
|
| S3 |
2,295.44 |
2,308.17 |
2,343.76 |
|
| S4 |
2,263.90 |
2,276.63 |
2,335.08 |
|
|
| 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% |
28.93 |
1.2% |
13% |
False |
False |
|
| 10 |
2,418.99 |
2,278.85 |
140.14 |
6.0% |
27.20 |
1.2% |
53% |
False |
False |
|
| 20 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
32.10 |
1.4% |
72% |
False |
False |
|
| 40 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
27.92 |
1.2% |
72% |
False |
False |
|
| 60 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
27.02 |
1.1% |
72% |
False |
False |
|
| 80 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
26.54 |
1.1% |
72% |
False |
False |
|
| 100 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
28.30 |
1.2% |
72% |
False |
False |
|
| 120 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
27.60 |
1.2% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.39 |
|
2.618 |
2,459.91 |
|
1.618 |
2,428.37 |
|
1.000 |
2,408.88 |
|
0.618 |
2,396.83 |
|
HIGH |
2,377.34 |
|
0.618 |
2,365.29 |
|
0.500 |
2,361.57 |
|
0.382 |
2,357.85 |
|
LOW |
2,345.80 |
|
0.618 |
2,326.31 |
|
1.000 |
2,314.26 |
|
1.618 |
2,294.77 |
|
2.618 |
2,263.23 |
|
4.250 |
2,211.76 |
|
|