Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4,335.0 |
4,322.0 |
-13.0 |
-0.3% |
4,390.0 |
High |
4,351.0 |
4,397.0 |
46.0 |
1.1% |
4,449.0 |
Low |
4,323.0 |
4,322.0 |
-1.0 |
0.0% |
4,355.0 |
Close |
4,326.0 |
4,381.0 |
55.0 |
1.3% |
4,405.0 |
Range |
28.0 |
75.0 |
47.0 |
167.9% |
94.0 |
ATR |
67.9 |
68.4 |
0.5 |
0.8% |
0.0 |
Volume |
20,144 |
29,722 |
9,578 |
47.5% |
105,657 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,591.7 |
4,561.3 |
4,422.3 |
|
R3 |
4,516.7 |
4,486.3 |
4,401.6 |
|
R2 |
4,441.7 |
4,441.7 |
4,394.8 |
|
R1 |
4,411.3 |
4,411.3 |
4,387.9 |
4,426.5 |
PP |
4,366.7 |
4,366.7 |
4,366.7 |
4,374.3 |
S1 |
4,336.3 |
4,336.3 |
4,374.1 |
4,351.5 |
S2 |
4,291.7 |
4,291.7 |
4,367.3 |
|
S3 |
4,216.7 |
4,261.3 |
4,360.4 |
|
S4 |
4,141.7 |
4,186.3 |
4,339.8 |
|
|
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 |
4,322.0 |
127.0 |
2.9% |
44.6 |
1.0% |
46% |
False |
True |
22,888 |
10 |
4,449.0 |
4,213.0 |
236.0 |
5.4% |
47.8 |
1.1% |
71% |
False |
False |
25,060 |
20 |
4,518.0 |
4,163.0 |
355.0 |
8.1% |
54.8 |
1.3% |
61% |
False |
False |
25,720 |
40 |
4,630.0 |
4,163.0 |
467.0 |
10.7% |
46.9 |
1.1% |
47% |
False |
False |
20,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,715.8 |
2.618 |
4,593.4 |
1.618 |
4,518.4 |
1.000 |
4,472.0 |
0.618 |
4,443.4 |
HIGH |
4,397.0 |
0.618 |
4,368.4 |
0.500 |
4,359.5 |
0.382 |
4,350.7 |
LOW |
4,322.0 |
0.618 |
4,275.7 |
1.000 |
4,247.0 |
1.618 |
4,200.7 |
2.618 |
4,125.7 |
4.250 |
4,003.3 |
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