Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5,105.0 |
5,144.0 |
39.0 |
0.8% |
5,110.0 |
High |
5,166.0 |
5,172.5 |
6.5 |
0.1% |
5,262.5 |
Low |
5,080.0 |
5,056.5 |
-23.5 |
-0.5% |
5,087.5 |
Close |
5,116.5 |
5,108.0 |
-8.5 |
-0.2% |
5,134.5 |
Range |
86.0 |
116.0 |
30.0 |
34.9% |
175.0 |
ATR |
113.5 |
113.7 |
0.2 |
0.2% |
0.0 |
Volume |
112,664 |
89,380 |
-23,284 |
-20.7% |
453,811 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,460.5 |
5,400.0 |
5,172.0 |
|
R3 |
5,344.5 |
5,284.0 |
5,140.0 |
|
R2 |
5,228.5 |
5,228.5 |
5,129.5 |
|
R1 |
5,168.0 |
5,168.0 |
5,118.5 |
5,140.0 |
PP |
5,112.5 |
5,112.5 |
5,112.5 |
5,098.5 |
S1 |
5,052.0 |
5,052.0 |
5,097.5 |
5,024.0 |
S2 |
4,996.5 |
4,996.5 |
5,086.5 |
|
S3 |
4,880.5 |
4,936.0 |
5,076.0 |
|
S4 |
4,764.5 |
4,820.0 |
5,044.0 |
|
|
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 |
5,056.5 |
206.0 |
4.0% |
106.0 |
2.1% |
25% |
False |
True |
101,556 |
10 |
5,262.5 |
4,857.5 |
405.0 |
7.9% |
105.5 |
2.1% |
62% |
False |
False |
97,249 |
20 |
5,262.5 |
4,757.0 |
505.5 |
9.9% |
106.0 |
2.1% |
69% |
False |
False |
101,805 |
40 |
5,310.0 |
4,757.0 |
553.0 |
10.8% |
104.5 |
2.0% |
63% |
False |
False |
77,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,665.5 |
2.618 |
5,476.0 |
1.618 |
5,360.0 |
1.000 |
5,288.5 |
0.618 |
5,244.0 |
HIGH |
5,172.5 |
0.618 |
5,128.0 |
0.500 |
5,114.5 |
0.382 |
5,101.0 |
LOW |
5,056.5 |
0.618 |
4,985.0 |
1.000 |
4,940.5 |
1.618 |
4,869.0 |
2.618 |
4,753.0 |
4.250 |
4,563.5 |
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