Day Change Summary |
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Previous |
Current |
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|
|
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15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5,201.0 |
5,202.5 |
1.5 |
0.0% |
5,110.0 |
High |
5,237.0 |
5,242.5 |
5.5 |
0.1% |
5,262.5 |
Low |
5,154.5 |
5,087.5 |
-67.0 |
-1.3% |
5,087.5 |
Close |
5,187.0 |
5,134.5 |
-52.5 |
-1.0% |
5,134.5 |
Range |
82.5 |
155.0 |
72.5 |
87.9% |
175.0 |
ATR |
112.6 |
115.6 |
3.0 |
2.7% |
0.0 |
Volume |
94,608 |
101,564 |
6,956 |
7.4% |
453,811 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,620.0 |
5,532.0 |
5,220.0 |
|
R3 |
5,465.0 |
5,377.0 |
5,177.0 |
|
R2 |
5,310.0 |
5,310.0 |
5,163.0 |
|
R1 |
5,222.0 |
5,222.0 |
5,148.5 |
5,188.5 |
PP |
5,155.0 |
5,155.0 |
5,155.0 |
5,138.0 |
S1 |
5,067.0 |
5,067.0 |
5,120.5 |
5,033.5 |
S2 |
5,000.0 |
5,000.0 |
5,106.0 |
|
S3 |
4,845.0 |
4,912.0 |
5,092.0 |
|
S4 |
4,690.0 |
4,757.0 |
5,049.0 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,686.5 |
5,585.5 |
5,231.0 |
|
R3 |
5,511.5 |
5,410.5 |
5,182.5 |
|
R2 |
5,336.5 |
5,336.5 |
5,166.5 |
|
R1 |
5,235.5 |
5,235.5 |
5,150.5 |
5,286.0 |
PP |
5,161.5 |
5,161.5 |
5,161.5 |
5,187.0 |
S1 |
5,060.5 |
5,060.5 |
5,118.5 |
5,111.0 |
S2 |
4,986.5 |
4,986.5 |
5,102.5 |
|
S3 |
4,811.5 |
4,885.5 |
5,086.5 |
|
S4 |
4,636.5 |
4,710.5 |
5,038.0 |
|
|
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 |
5,087.5 |
175.0 |
3.4% |
101.5 |
2.0% |
27% |
False |
True |
90,762 |
10 |
5,262.5 |
4,767.0 |
495.5 |
9.7% |
107.0 |
2.1% |
74% |
False |
False |
95,995 |
20 |
5,310.0 |
4,757.0 |
553.0 |
10.8% |
105.0 |
2.0% |
68% |
False |
False |
106,081 |
40 |
5,310.0 |
4,757.0 |
553.0 |
10.8% |
108.0 |
2.1% |
68% |
False |
False |
72,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,901.0 |
2.618 |
5,648.5 |
1.618 |
5,493.5 |
1.000 |
5,397.5 |
0.618 |
5,338.5 |
HIGH |
5,242.5 |
0.618 |
5,183.5 |
0.500 |
5,165.0 |
0.382 |
5,146.5 |
LOW |
5,087.5 |
0.618 |
4,991.5 |
1.000 |
4,932.5 |
1.618 |
4,836.5 |
2.618 |
4,681.5 |
4.250 |
4,429.0 |
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