| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,360.43 |
2,358.89 |
-1.54 |
-0.1% |
2,363.08 |
| High |
2,377.34 |
2,370.72 |
-6.62 |
-0.3% |
2,418.99 |
| Low |
2,345.80 |
2,318.20 |
-27.60 |
-1.2% |
2,357.31 |
| Close |
2,352.43 |
2,325.06 |
-27.37 |
-1.2% |
2,405.89 |
| Range |
31.54 |
52.52 |
20.98 |
66.5% |
61.68 |
| ATR |
33.14 |
34.53 |
1.38 |
4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.55 |
2,462.83 |
2,353.95 |
|
| R3 |
2,443.03 |
2,410.31 |
2,339.50 |
|
| R2 |
2,390.51 |
2,390.51 |
2,334.69 |
|
| R1 |
2,357.79 |
2,357.79 |
2,329.87 |
2,347.89 |
| PP |
2,337.99 |
2,337.99 |
2,337.99 |
2,333.05 |
| S1 |
2,305.27 |
2,305.27 |
2,320.25 |
2,295.37 |
| S2 |
2,285.47 |
2,285.47 |
2,315.43 |
|
| S3 |
2,232.95 |
2,252.75 |
2,310.62 |
|
| S4 |
2,180.43 |
2,200.23 |
2,296.17 |
|
|
| 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 |
2,405.92 |
2,318.20 |
87.72 |
3.8% |
34.54 |
1.5% |
8% |
False |
True |
|
| 10 |
2,418.99 |
2,302.67 |
116.32 |
5.0% |
30.40 |
1.3% |
19% |
False |
False |
|
| 20 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
32.77 |
1.4% |
61% |
False |
False |
|
| 40 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
28.64 |
1.2% |
61% |
False |
False |
|
| 60 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
27.26 |
1.2% |
61% |
False |
False |
|
| 80 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
26.90 |
1.2% |
61% |
False |
False |
|
| 100 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
28.64 |
1.2% |
61% |
False |
False |
|
| 120 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
27.76 |
1.2% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,593.93 |
|
2.618 |
2,508.22 |
|
1.618 |
2,455.70 |
|
1.000 |
2,423.24 |
|
0.618 |
2,403.18 |
|
HIGH |
2,370.72 |
|
0.618 |
2,350.66 |
|
0.500 |
2,344.46 |
|
0.382 |
2,338.26 |
|
LOW |
2,318.20 |
|
0.618 |
2,285.74 |
|
1.000 |
2,265.68 |
|
1.618 |
2,233.22 |
|
2.618 |
2,180.70 |
|
4.250 |
2,094.99 |
|
|