| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,351.81 |
2,346.53 |
-5.28 |
-0.2% |
2,380.56 |
| High |
2,357.36 |
2,354.56 |
-2.80 |
-0.1% |
2,392.09 |
| Low |
2,336.13 |
2,322.62 |
-13.51 |
-0.6% |
2,318.20 |
| Close |
2,356.67 |
2,344.01 |
-12.66 |
-0.5% |
2,356.67 |
| Range |
21.23 |
31.94 |
10.71 |
50.4% |
73.89 |
| ATR |
34.37 |
34.35 |
-0.02 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,436.22 |
2,422.05 |
2,361.58 |
|
| R3 |
2,404.28 |
2,390.11 |
2,352.79 |
|
| R2 |
2,372.34 |
2,372.34 |
2,349.87 |
|
| R1 |
2,358.17 |
2,358.17 |
2,346.94 |
2,349.29 |
| PP |
2,340.40 |
2,340.40 |
2,340.40 |
2,335.95 |
| S1 |
2,326.23 |
2,326.23 |
2,341.08 |
2,317.35 |
| S2 |
2,308.46 |
2,308.46 |
2,338.15 |
|
| S3 |
2,276.52 |
2,294.29 |
2,335.23 |
|
| S4 |
2,244.58 |
2,262.35 |
2,326.44 |
|
|
| 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 |
2,377.34 |
2,318.20 |
59.14 |
2.5% |
32.23 |
1.4% |
44% |
False |
False |
|
| 10 |
2,418.99 |
2,318.20 |
100.79 |
4.3% |
28.97 |
1.2% |
26% |
False |
False |
|
| 20 |
2,418.99 |
2,186.77 |
232.22 |
9.9% |
31.85 |
1.4% |
68% |
False |
False |
|
| 40 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
28.78 |
1.2% |
69% |
False |
False |
|
| 60 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
27.53 |
1.2% |
69% |
False |
False |
|
| 80 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
26.88 |
1.1% |
69% |
False |
False |
|
| 100 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
28.25 |
1.2% |
69% |
False |
False |
|
| 120 |
2,418.99 |
2,180.94 |
238.05 |
10.2% |
27.77 |
1.2% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,490.31 |
|
2.618 |
2,438.18 |
|
1.618 |
2,406.24 |
|
1.000 |
2,386.50 |
|
0.618 |
2,374.30 |
|
HIGH |
2,354.56 |
|
0.618 |
2,342.36 |
|
0.500 |
2,338.59 |
|
0.382 |
2,334.82 |
|
LOW |
2,322.62 |
|
0.618 |
2,302.88 |
|
1.000 |
2,290.68 |
|
1.618 |
2,270.94 |
|
2.618 |
2,239.00 |
|
4.250 |
2,186.88 |
|
|