| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,408.65 |
2,423.16 |
14.51 |
0.6% |
2,346.53 |
| High |
2,437.42 |
2,438.44 |
1.02 |
0.0% |
2,432.84 |
| Low |
2,406.17 |
2,418.52 |
12.35 |
0.5% |
2,322.62 |
| Close |
2,424.15 |
2,429.45 |
5.30 |
0.2% |
2,429.50 |
| Range |
31.25 |
19.92 |
-11.33 |
-36.3% |
110.22 |
| ATR |
35.01 |
33.93 |
-1.08 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.56 |
2,478.93 |
2,440.41 |
|
| R3 |
2,468.64 |
2,459.01 |
2,434.93 |
|
| R2 |
2,448.72 |
2,448.72 |
2,433.10 |
|
| R1 |
2,439.09 |
2,439.09 |
2,431.28 |
2,443.91 |
| PP |
2,428.80 |
2,428.80 |
2,428.80 |
2,431.21 |
| S1 |
2,419.17 |
2,419.17 |
2,427.62 |
2,423.99 |
| S2 |
2,408.88 |
2,408.88 |
2,425.80 |
|
| S3 |
2,388.96 |
2,399.25 |
2,423.97 |
|
| S4 |
2,369.04 |
2,379.33 |
2,418.49 |
|
|
| 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 |
2,438.44 |
2,377.82 |
60.62 |
2.5% |
29.83 |
1.2% |
85% |
True |
False |
|
| 10 |
2,438.44 |
2,318.20 |
120.24 |
4.9% |
31.92 |
1.3% |
93% |
True |
False |
|
| 20 |
2,438.44 |
2,254.94 |
183.50 |
7.6% |
29.58 |
1.2% |
95% |
True |
False |
|
| 40 |
2,438.44 |
2,180.94 |
257.50 |
10.6% |
30.32 |
1.2% |
97% |
True |
False |
|
| 60 |
2,438.44 |
2,180.94 |
257.50 |
10.6% |
29.03 |
1.2% |
97% |
True |
False |
|
| 80 |
2,438.44 |
2,180.94 |
257.50 |
10.6% |
27.40 |
1.1% |
97% |
True |
False |
|
| 100 |
2,438.44 |
2,180.94 |
257.50 |
10.6% |
28.16 |
1.2% |
97% |
True |
False |
|
| 120 |
2,438.44 |
2,180.94 |
257.50 |
10.6% |
27.77 |
1.1% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,523.10 |
|
2.618 |
2,490.59 |
|
1.618 |
2,470.67 |
|
1.000 |
2,458.36 |
|
0.618 |
2,450.75 |
|
HIGH |
2,438.44 |
|
0.618 |
2,430.83 |
|
0.500 |
2,428.48 |
|
0.382 |
2,426.13 |
|
LOW |
2,418.52 |
|
0.618 |
2,406.21 |
|
1.000 |
2,398.60 |
|
1.618 |
2,386.29 |
|
2.618 |
2,366.37 |
|
4.250 |
2,333.86 |
|
|