| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,671.0 |
2,684.0 |
13.0 |
0.5% |
2,511.0 |
| High |
2,686.0 |
2,727.0 |
41.0 |
1.5% |
2,689.0 |
| Low |
2,658.0 |
2,678.0 |
20.0 |
0.8% |
2,481.0 |
| Close |
2,668.0 |
2,718.0 |
50.0 |
1.9% |
2,666.0 |
| Range |
28.0 |
49.0 |
21.0 |
75.0% |
208.0 |
| ATR |
67.5 |
66.9 |
-0.6 |
-0.9% |
0.0 |
| Volume |
465 |
419 |
-46 |
-9.9% |
16,496 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.7 |
2,835.3 |
2,745.0 |
|
| R3 |
2,805.7 |
2,786.3 |
2,731.5 |
|
| R2 |
2,756.7 |
2,756.7 |
2,727.0 |
|
| R1 |
2,737.3 |
2,737.3 |
2,722.5 |
2,747.0 |
| PP |
2,707.7 |
2,707.7 |
2,707.7 |
2,712.5 |
| S1 |
2,688.3 |
2,688.3 |
2,713.5 |
2,698.0 |
| S2 |
2,658.7 |
2,658.7 |
2,709.0 |
|
| S3 |
2,609.7 |
2,639.3 |
2,704.5 |
|
| S4 |
2,560.7 |
2,590.3 |
2,691.1 |
|
|
| 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 |
2,727.0 |
2,517.0 |
210.0 |
7.7% |
59.0 |
2.2% |
96% |
True |
False |
2,949 |
| 10 |
2,727.0 |
2,481.0 |
246.0 |
9.1% |
58.7 |
2.2% |
96% |
True |
False |
1,873 |
| 20 |
2,779.0 |
2,481.0 |
298.0 |
11.0% |
57.5 |
2.1% |
80% |
False |
False |
5,870 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
13.1% |
63.0 |
2.3% |
83% |
False |
False |
5,113 |
| 60 |
2,909.0 |
2,387.0 |
522.0 |
19.2% |
71.6 |
2.6% |
63% |
False |
False |
3,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,935.3 |
|
2.618 |
2,855.3 |
|
1.618 |
2,806.3 |
|
1.000 |
2,776.0 |
|
0.618 |
2,757.3 |
|
HIGH |
2,727.0 |
|
0.618 |
2,708.3 |
|
0.500 |
2,702.5 |
|
0.382 |
2,696.7 |
|
LOW |
2,678.0 |
|
0.618 |
2,647.7 |
|
1.000 |
2,629.0 |
|
1.618 |
2,598.7 |
|
2.618 |
2,549.7 |
|
4.250 |
2,469.8 |
|
|