| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,367.81 |
2,411.71 |
43.90 |
1.9% |
2,380.56 |
| High |
2,400.58 |
2,412.39 |
11.81 |
0.5% |
2,392.09 |
| Low |
2,367.81 |
2,384.50 |
16.69 |
0.7% |
2,318.20 |
| Close |
2,398.17 |
2,387.80 |
-10.37 |
-0.4% |
2,356.67 |
| Range |
32.77 |
27.89 |
-4.88 |
-14.9% |
73.89 |
| ATR |
35.93 |
35.36 |
-0.57 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,478.57 |
2,461.07 |
2,403.14 |
|
| R3 |
2,450.68 |
2,433.18 |
2,395.47 |
|
| R2 |
2,422.79 |
2,422.79 |
2,392.91 |
|
| R1 |
2,405.29 |
2,405.29 |
2,390.36 |
2,400.10 |
| PP |
2,394.90 |
2,394.90 |
2,394.90 |
2,392.30 |
| S1 |
2,377.40 |
2,377.40 |
2,385.24 |
2,372.21 |
| S2 |
2,367.01 |
2,367.01 |
2,382.69 |
|
| S3 |
2,339.12 |
2,349.51 |
2,380.13 |
|
| S4 |
2,311.23 |
2,321.62 |
2,372.46 |
|
|
| 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 |
2,412.39 |
2,318.20 |
94.19 |
3.9% |
33.27 |
1.4% |
74% |
True |
False |
|
| 10 |
2,418.99 |
2,318.20 |
100.79 |
4.2% |
31.10 |
1.3% |
69% |
False |
False |
|
| 20 |
2,418.99 |
2,204.47 |
214.52 |
9.0% |
31.21 |
1.3% |
85% |
False |
False |
|
| 40 |
2,418.99 |
2,180.94 |
238.05 |
10.0% |
29.30 |
1.2% |
87% |
False |
False |
|
| 60 |
2,418.99 |
2,180.94 |
238.05 |
10.0% |
28.20 |
1.2% |
87% |
False |
False |
|
| 80 |
2,418.99 |
2,180.94 |
238.05 |
10.0% |
26.92 |
1.1% |
87% |
False |
False |
|
| 100 |
2,418.99 |
2,180.94 |
238.05 |
10.0% |
28.26 |
1.2% |
87% |
False |
False |
|
| 120 |
2,418.99 |
2,180.94 |
238.05 |
10.0% |
27.96 |
1.2% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,530.92 |
|
2.618 |
2,485.41 |
|
1.618 |
2,457.52 |
|
1.000 |
2,440.28 |
|
0.618 |
2,429.63 |
|
HIGH |
2,412.39 |
|
0.618 |
2,401.74 |
|
0.500 |
2,398.45 |
|
0.382 |
2,395.15 |
|
LOW |
2,384.50 |
|
0.618 |
2,367.26 |
|
1.000 |
2,356.61 |
|
1.618 |
2,339.37 |
|
2.618 |
2,311.48 |
|
4.250 |
2,265.97 |
|
|