| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,411.71 |
2,389.56 |
-22.15 |
-0.9% |
2,380.56 |
| High |
2,412.39 |
2,417.13 |
4.74 |
0.2% |
2,392.09 |
| Low |
2,384.50 |
2,377.82 |
-6.68 |
-0.3% |
2,318.20 |
| Close |
2,387.80 |
2,404.24 |
16.44 |
0.7% |
2,356.67 |
| Range |
27.89 |
39.31 |
11.42 |
40.9% |
73.89 |
| ATR |
35.36 |
35.64 |
0.28 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,517.66 |
2,500.26 |
2,425.86 |
|
| R3 |
2,478.35 |
2,460.95 |
2,415.05 |
|
| R2 |
2,439.04 |
2,439.04 |
2,411.45 |
|
| R1 |
2,421.64 |
2,421.64 |
2,407.84 |
2,430.34 |
| PP |
2,399.73 |
2,399.73 |
2,399.73 |
2,404.08 |
| S1 |
2,382.33 |
2,382.33 |
2,400.64 |
2,391.03 |
| S2 |
2,360.42 |
2,360.42 |
2,397.03 |
|
| S3 |
2,321.11 |
2,343.02 |
2,393.43 |
|
| S4 |
2,281.80 |
2,303.71 |
2,382.62 |
|
|
| 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 |
2,417.13 |
2,322.62 |
94.51 |
3.9% |
30.63 |
1.3% |
86% |
True |
False |
|
| 10 |
2,417.13 |
2,318.20 |
98.93 |
4.1% |
32.59 |
1.4% |
87% |
True |
False |
|
| 20 |
2,418.99 |
2,204.47 |
214.52 |
8.9% |
32.19 |
1.3% |
93% |
False |
False |
|
| 40 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
29.78 |
1.2% |
94% |
False |
False |
|
| 60 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
28.51 |
1.2% |
94% |
False |
False |
|
| 80 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
27.12 |
1.1% |
94% |
False |
False |
|
| 100 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
28.41 |
1.2% |
94% |
False |
False |
|
| 120 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
27.71 |
1.2% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,584.20 |
|
2.618 |
2,520.04 |
|
1.618 |
2,480.73 |
|
1.000 |
2,456.44 |
|
0.618 |
2,441.42 |
|
HIGH |
2,417.13 |
|
0.618 |
2,402.11 |
|
0.500 |
2,397.48 |
|
0.382 |
2,392.84 |
|
LOW |
2,377.82 |
|
0.618 |
2,353.53 |
|
1.000 |
2,338.51 |
|
1.618 |
2,314.22 |
|
2.618 |
2,274.91 |
|
4.250 |
2,210.75 |
|
|