| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,358.89 |
2,351.81 |
-7.08 |
-0.3% |
2,380.56 |
| High |
2,370.72 |
2,357.36 |
-13.36 |
-0.6% |
2,392.09 |
| Low |
2,318.20 |
2,336.13 |
17.93 |
0.8% |
2,318.20 |
| Close |
2,325.06 |
2,356.67 |
31.61 |
1.4% |
2,356.67 |
| Range |
52.52 |
21.23 |
-31.29 |
-59.6% |
73.89 |
| ATR |
34.53 |
34.37 |
-0.16 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.74 |
2,406.44 |
2,368.35 |
|
| R3 |
2,392.51 |
2,385.21 |
2,362.51 |
|
| R2 |
2,371.28 |
2,371.28 |
2,360.56 |
|
| R1 |
2,363.98 |
2,363.98 |
2,358.62 |
2,367.63 |
| PP |
2,350.05 |
2,350.05 |
2,350.05 |
2,351.88 |
| S1 |
2,342.75 |
2,342.75 |
2,354.72 |
2,346.40 |
| S2 |
2,328.82 |
2,328.82 |
2,352.78 |
|
| S3 |
2,307.59 |
2,321.52 |
2,350.83 |
|
| S4 |
2,286.36 |
2,300.29 |
2,344.99 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.32 |
2,540.89 |
2,397.31 |
|
| R3 |
2,503.43 |
2,467.00 |
2,376.99 |
|
| R2 |
2,429.54 |
2,429.54 |
2,370.22 |
|
| R1 |
2,393.11 |
2,393.11 |
2,363.44 |
2,374.38 |
| PP |
2,355.65 |
2,355.65 |
2,355.65 |
2,346.29 |
| S1 |
2,319.22 |
2,319.22 |
2,349.90 |
2,300.49 |
| S2 |
2,281.76 |
2,281.76 |
2,343.12 |
|
| S3 |
2,207.87 |
2,245.33 |
2,336.35 |
|
| S4 |
2,133.98 |
2,171.44 |
2,316.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,392.09 |
2,318.20 |
73.89 |
3.1% |
33.43 |
1.4% |
52% |
False |
False |
|
| 10 |
2,418.99 |
2,318.20 |
100.79 |
4.3% |
30.06 |
1.3% |
38% |
False |
False |
|
| 20 |
2,418.99 |
2,186.77 |
232.22 |
9.9% |
32.04 |
1.4% |
73% |
False |
False |
|
| 40 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
28.45 |
1.2% |
74% |
False |
False |
|
| 60 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
27.28 |
1.2% |
74% |
False |
False |
|
| 80 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
27.00 |
1.1% |
74% |
False |
False |
|
| 100 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
28.37 |
1.2% |
74% |
False |
False |
|
| 120 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
27.67 |
1.2% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,447.59 |
|
2.618 |
2,412.94 |
|
1.618 |
2,391.71 |
|
1.000 |
2,378.59 |
|
0.618 |
2,370.48 |
|
HIGH |
2,357.36 |
|
0.618 |
2,349.25 |
|
0.500 |
2,346.75 |
|
0.382 |
2,344.24 |
|
LOW |
2,336.13 |
|
0.618 |
2,323.01 |
|
1.000 |
2,314.90 |
|
1.618 |
2,301.78 |
|
2.618 |
2,280.55 |
|
4.250 |
2,245.90 |
|
|