Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5,259.0 |
5,201.0 |
-58.0 |
-1.1% |
4,817.5 |
High |
5,262.5 |
5,237.0 |
-25.5 |
-0.5% |
5,143.0 |
Low |
5,172.0 |
5,154.5 |
-17.5 |
-0.3% |
4,810.0 |
Close |
5,219.0 |
5,187.0 |
-32.0 |
-0.6% |
5,110.0 |
Range |
90.5 |
82.5 |
-8.0 |
-8.8% |
333.0 |
ATR |
114.9 |
112.6 |
-2.3 |
-2.0% |
0.0 |
Volume |
109,565 |
94,608 |
-14,957 |
-13.7% |
355,993 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,440.5 |
5,396.0 |
5,232.5 |
|
R3 |
5,358.0 |
5,313.5 |
5,209.5 |
|
R2 |
5,275.5 |
5,275.5 |
5,202.0 |
|
R1 |
5,231.0 |
5,231.0 |
5,194.5 |
5,212.0 |
PP |
5,193.0 |
5,193.0 |
5,193.0 |
5,183.0 |
S1 |
5,148.5 |
5,148.5 |
5,179.5 |
5,129.5 |
S2 |
5,110.5 |
5,110.5 |
5,172.0 |
|
S3 |
5,028.0 |
5,066.0 |
5,164.5 |
|
S4 |
4,945.5 |
4,983.5 |
5,141.5 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,020.0 |
5,898.0 |
5,293.0 |
|
R3 |
5,687.0 |
5,565.0 |
5,201.5 |
|
R2 |
5,354.0 |
5,354.0 |
5,171.0 |
|
R1 |
5,232.0 |
5,232.0 |
5,140.5 |
5,293.0 |
PP |
5,021.0 |
5,021.0 |
5,021.0 |
5,051.5 |
S1 |
4,899.0 |
4,899.0 |
5,079.5 |
4,960.0 |
S2 |
4,688.0 |
4,688.0 |
5,049.0 |
|
S3 |
4,355.0 |
4,566.0 |
5,018.5 |
|
S4 |
4,022.0 |
4,233.0 |
4,927.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,262.5 |
5,067.0 |
195.5 |
3.8% |
86.0 |
1.7% |
61% |
False |
False |
91,395 |
10 |
5,262.5 |
4,757.0 |
505.5 |
9.7% |
102.0 |
2.0% |
85% |
False |
False |
100,697 |
20 |
5,310.0 |
4,757.0 |
553.0 |
10.7% |
100.0 |
1.9% |
78% |
False |
False |
112,079 |
40 |
5,310.0 |
4,757.0 |
553.0 |
10.7% |
106.5 |
2.1% |
78% |
False |
False |
69,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,587.5 |
2.618 |
5,453.0 |
1.618 |
5,370.5 |
1.000 |
5,319.5 |
0.618 |
5,288.0 |
HIGH |
5,237.0 |
0.618 |
5,205.5 |
0.500 |
5,196.0 |
0.382 |
5,186.0 |
LOW |
5,154.5 |
0.618 |
5,103.5 |
1.000 |
5,072.0 |
1.618 |
5,021.0 |
2.618 |
4,938.5 |
4.250 |
4,804.0 |
|
|