| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,403.20 |
2,408.65 |
5.45 |
0.2% |
2,346.53 |
| High |
2,432.84 |
2,437.42 |
4.58 |
0.2% |
2,432.84 |
| Low |
2,402.06 |
2,406.17 |
4.11 |
0.2% |
2,322.62 |
| Close |
2,429.50 |
2,424.15 |
-5.35 |
-0.2% |
2,429.50 |
| Range |
30.78 |
31.25 |
0.47 |
1.5% |
110.22 |
| ATR |
35.29 |
35.01 |
-0.29 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.33 |
2,501.49 |
2,441.34 |
|
| R3 |
2,485.08 |
2,470.24 |
2,432.74 |
|
| R2 |
2,453.83 |
2,453.83 |
2,429.88 |
|
| R1 |
2,438.99 |
2,438.99 |
2,427.01 |
2,446.41 |
| PP |
2,422.58 |
2,422.58 |
2,422.58 |
2,426.29 |
| S1 |
2,407.74 |
2,407.74 |
2,421.29 |
2,415.16 |
| S2 |
2,391.33 |
2,391.33 |
2,418.42 |
|
| S3 |
2,360.08 |
2,376.49 |
2,415.56 |
|
| S4 |
2,328.83 |
2,345.24 |
2,406.96 |
|
|
| 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 |
2,437.42 |
2,367.81 |
69.61 |
2.9% |
32.40 |
1.3% |
81% |
True |
False |
|
| 10 |
2,437.42 |
2,318.20 |
119.22 |
4.9% |
32.31 |
1.3% |
89% |
True |
False |
|
| 20 |
2,437.42 |
2,215.14 |
222.28 |
9.2% |
30.99 |
1.3% |
94% |
True |
False |
|
| 40 |
2,437.42 |
2,180.94 |
256.48 |
10.6% |
30.11 |
1.2% |
95% |
True |
False |
|
| 60 |
2,437.42 |
2,180.94 |
256.48 |
10.6% |
28.91 |
1.2% |
95% |
True |
False |
|
| 80 |
2,437.42 |
2,180.94 |
256.48 |
10.6% |
27.31 |
1.1% |
95% |
True |
False |
|
| 100 |
2,437.42 |
2,180.94 |
256.48 |
10.6% |
28.22 |
1.2% |
95% |
True |
False |
|
| 120 |
2,437.42 |
2,180.94 |
256.48 |
10.6% |
27.71 |
1.1% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.23 |
|
2.618 |
2,519.23 |
|
1.618 |
2,487.98 |
|
1.000 |
2,468.67 |
|
0.618 |
2,456.73 |
|
HIGH |
2,437.42 |
|
0.618 |
2,425.48 |
|
0.500 |
2,421.80 |
|
0.382 |
2,418.11 |
|
LOW |
2,406.17 |
|
0.618 |
2,386.86 |
|
1.000 |
2,374.92 |
|
1.618 |
2,355.61 |
|
2.618 |
2,324.36 |
|
4.250 |
2,273.36 |
|
|