| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,389.56 |
2,403.20 |
13.64 |
0.6% |
2,346.53 |
| High |
2,417.13 |
2,432.84 |
15.71 |
0.6% |
2,432.84 |
| Low |
2,377.82 |
2,402.06 |
24.24 |
1.0% |
2,322.62 |
| Close |
2,404.24 |
2,429.50 |
25.26 |
1.1% |
2,429.50 |
| Range |
39.31 |
30.78 |
-8.53 |
-21.7% |
110.22 |
| ATR |
35.64 |
35.29 |
-0.35 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.81 |
2,502.43 |
2,446.43 |
|
| R3 |
2,483.03 |
2,471.65 |
2,437.96 |
|
| R2 |
2,452.25 |
2,452.25 |
2,435.14 |
|
| R1 |
2,440.87 |
2,440.87 |
2,432.32 |
2,446.56 |
| PP |
2,421.47 |
2,421.47 |
2,421.47 |
2,424.31 |
| S1 |
2,410.09 |
2,410.09 |
2,426.68 |
2,415.78 |
| S2 |
2,390.69 |
2,390.69 |
2,423.86 |
|
| S3 |
2,359.91 |
2,379.31 |
2,421.04 |
|
| S4 |
2,329.13 |
2,348.53 |
2,412.57 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.65 |
2,687.79 |
2,490.12 |
|
| R3 |
2,615.43 |
2,577.57 |
2,459.81 |
|
| R2 |
2,505.21 |
2,505.21 |
2,449.71 |
|
| R1 |
2,467.35 |
2,467.35 |
2,439.60 |
2,486.28 |
| PP |
2,394.99 |
2,394.99 |
2,394.99 |
2,404.45 |
| S1 |
2,357.13 |
2,357.13 |
2,419.40 |
2,376.06 |
| S2 |
2,284.77 |
2,284.77 |
2,409.29 |
|
| S3 |
2,174.55 |
2,246.91 |
2,399.19 |
|
| S4 |
2,064.33 |
2,136.69 |
2,368.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,432.84 |
2,322.62 |
110.22 |
4.5% |
32.54 |
1.3% |
97% |
True |
False |
|
| 10 |
2,432.84 |
2,318.20 |
114.64 |
4.7% |
32.99 |
1.4% |
97% |
True |
False |
|
| 20 |
2,432.84 |
2,213.10 |
219.74 |
9.0% |
31.12 |
1.3% |
98% |
True |
False |
|
| 40 |
2,432.84 |
2,180.94 |
251.90 |
10.4% |
29.98 |
1.2% |
99% |
True |
False |
|
| 60 |
2,432.84 |
2,180.94 |
251.90 |
10.4% |
28.60 |
1.2% |
99% |
True |
False |
|
| 80 |
2,432.84 |
2,180.94 |
251.90 |
10.4% |
27.08 |
1.1% |
99% |
True |
False |
|
| 100 |
2,432.84 |
2,180.94 |
251.90 |
10.4% |
28.20 |
1.2% |
99% |
True |
False |
|
| 120 |
2,432.84 |
2,180.94 |
251.90 |
10.4% |
27.72 |
1.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,563.66 |
|
2.618 |
2,513.42 |
|
1.618 |
2,482.64 |
|
1.000 |
2,463.62 |
|
0.618 |
2,451.86 |
|
HIGH |
2,432.84 |
|
0.618 |
2,421.08 |
|
0.500 |
2,417.45 |
|
0.382 |
2,413.82 |
|
LOW |
2,402.06 |
|
0.618 |
2,383.04 |
|
1.000 |
2,371.28 |
|
1.618 |
2,352.26 |
|
2.618 |
2,321.48 |
|
4.250 |
2,271.25 |
|
|