Day Change Summary |
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Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4,423.0 |
4,425.0 |
2.0 |
0.0% |
4,390.0 |
High |
4,449.0 |
4,443.0 |
-6.0 |
-0.1% |
4,449.0 |
Low |
4,410.0 |
4,393.0 |
-17.0 |
-0.4% |
4,355.0 |
Close |
4,432.0 |
4,405.0 |
-27.0 |
-0.6% |
4,405.0 |
Range |
39.0 |
50.0 |
11.0 |
28.2% |
94.0 |
ATR |
68.1 |
66.8 |
-1.3 |
-1.9% |
0.0 |
Volume |
24,700 |
15,764 |
-8,936 |
-36.2% |
105,657 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,563.7 |
4,534.3 |
4,432.5 |
|
R3 |
4,513.7 |
4,484.3 |
4,418.8 |
|
R2 |
4,463.7 |
4,463.7 |
4,414.2 |
|
R1 |
4,434.3 |
4,434.3 |
4,409.6 |
4,424.0 |
PP |
4,413.7 |
4,413.7 |
4,413.7 |
4,408.5 |
S1 |
4,384.3 |
4,384.3 |
4,400.4 |
4,374.0 |
S2 |
4,363.7 |
4,363.7 |
4,395.8 |
|
S3 |
4,313.7 |
4,334.3 |
4,391.3 |
|
S4 |
4,263.7 |
4,284.3 |
4,377.5 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,685.0 |
4,639.0 |
4,456.7 |
|
R3 |
4,591.0 |
4,545.0 |
4,430.9 |
|
R2 |
4,497.0 |
4,497.0 |
4,422.2 |
|
R1 |
4,451.0 |
4,451.0 |
4,413.6 |
4,474.0 |
PP |
4,403.0 |
4,403.0 |
4,403.0 |
4,414.5 |
S1 |
4,357.0 |
4,357.0 |
4,396.4 |
4,380.0 |
S2 |
4,309.0 |
4,309.0 |
4,387.8 |
|
S3 |
4,215.0 |
4,263.0 |
4,379.2 |
|
S4 |
4,121.0 |
4,169.0 |
4,353.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,449.0 |
4,355.0 |
94.0 |
2.1% |
43.2 |
1.0% |
53% |
False |
False |
21,131 |
10 |
4,449.0 |
4,163.0 |
286.0 |
6.5% |
53.6 |
1.2% |
85% |
False |
False |
24,796 |
20 |
4,630.0 |
4,163.0 |
467.0 |
10.6% |
55.1 |
1.3% |
52% |
False |
False |
25,905 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.6% |
48.4 |
1.1% |
52% |
False |
False |
19,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,655.5 |
2.618 |
4,573.9 |
1.618 |
4,523.9 |
1.000 |
4,493.0 |
0.618 |
4,473.9 |
HIGH |
4,443.0 |
0.618 |
4,423.9 |
0.500 |
4,418.0 |
0.382 |
4,412.1 |
LOW |
4,393.0 |
0.618 |
4,362.1 |
1.000 |
4,343.0 |
1.618 |
4,312.1 |
2.618 |
4,262.1 |
4.250 |
4,180.5 |
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