| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,670.0 |
2,671.0 |
1.0 |
0.0% |
2,511.0 |
| High |
2,689.0 |
2,686.0 |
-3.0 |
-0.1% |
2,689.0 |
| Low |
2,652.0 |
2,658.0 |
6.0 |
0.2% |
2,481.0 |
| Close |
2,666.0 |
2,668.0 |
2.0 |
0.1% |
2,666.0 |
| Range |
37.0 |
28.0 |
-9.0 |
-24.3% |
208.0 |
| ATR |
70.5 |
67.5 |
-3.0 |
-4.3% |
0.0 |
| Volume |
11,381 |
465 |
-10,916 |
-95.9% |
16,496 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.7 |
2,739.3 |
2,683.4 |
|
| R3 |
2,726.7 |
2,711.3 |
2,675.7 |
|
| R2 |
2,698.7 |
2,698.7 |
2,673.1 |
|
| R1 |
2,683.3 |
2,683.3 |
2,670.6 |
2,677.0 |
| PP |
2,670.7 |
2,670.7 |
2,670.7 |
2,667.5 |
| S1 |
2,655.3 |
2,655.3 |
2,665.4 |
2,649.0 |
| S2 |
2,642.7 |
2,642.7 |
2,662.9 |
|
| S3 |
2,614.7 |
2,627.3 |
2,660.3 |
|
| S4 |
2,586.7 |
2,599.3 |
2,652.6 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.0 |
3,159.0 |
2,780.4 |
|
| R3 |
3,028.0 |
2,951.0 |
2,723.2 |
|
| R2 |
2,820.0 |
2,820.0 |
2,704.1 |
|
| R1 |
2,743.0 |
2,743.0 |
2,685.1 |
2,781.5 |
| PP |
2,612.0 |
2,612.0 |
2,612.0 |
2,631.3 |
| S1 |
2,535.0 |
2,535.0 |
2,646.9 |
2,573.5 |
| S2 |
2,404.0 |
2,404.0 |
2,627.9 |
|
| S3 |
2,196.0 |
2,327.0 |
2,608.8 |
|
| S4 |
1,988.0 |
2,119.0 |
2,551.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,689.0 |
2,504.0 |
185.0 |
6.9% |
65.2 |
2.4% |
89% |
False |
False |
3,115 |
| 10 |
2,689.0 |
2,481.0 |
208.0 |
7.8% |
62.1 |
2.3% |
90% |
False |
False |
2,244 |
| 20 |
2,779.0 |
2,481.0 |
298.0 |
11.2% |
59.3 |
2.2% |
63% |
False |
False |
6,695 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
13.3% |
63.8 |
2.4% |
69% |
False |
False |
5,126 |
| 60 |
2,909.0 |
2,387.0 |
522.0 |
19.6% |
71.1 |
2.7% |
54% |
False |
False |
3,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,805.0 |
|
2.618 |
2,759.3 |
|
1.618 |
2,731.3 |
|
1.000 |
2,714.0 |
|
0.618 |
2,703.3 |
|
HIGH |
2,686.0 |
|
0.618 |
2,675.3 |
|
0.500 |
2,672.0 |
|
0.382 |
2,668.7 |
|
LOW |
2,658.0 |
|
0.618 |
2,640.7 |
|
1.000 |
2,630.0 |
|
1.618 |
2,612.7 |
|
2.618 |
2,584.7 |
|
4.250 |
2,539.0 |
|
|