Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
6,050.0 |
6,059.0 |
9.0 |
0.1% |
6,095.0 |
High |
6,098.5 |
6,062.0 |
-36.5 |
-0.6% |
6,254.0 |
Low |
6,010.0 |
5,926.0 |
-84.0 |
-1.4% |
6,030.0 |
Close |
6,032.0 |
5,982.0 |
-50.0 |
-0.8% |
6,064.5 |
Range |
88.5 |
136.0 |
47.5 |
53.7% |
224.0 |
ATR |
115.5 |
117.0 |
1.5 |
1.3% |
0.0 |
Volume |
165 |
339 |
174 |
105.5% |
2,006 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,398.0 |
6,326.0 |
6,056.8 |
|
R3 |
6,262.0 |
6,190.0 |
6,019.4 |
|
R2 |
6,126.0 |
6,126.0 |
6,006.9 |
|
R1 |
6,054.0 |
6,054.0 |
5,994.5 |
6,022.0 |
PP |
5,990.0 |
5,990.0 |
5,990.0 |
5,974.0 |
S1 |
5,918.0 |
5,918.0 |
5,969.5 |
5,886.0 |
S2 |
5,854.0 |
5,854.0 |
5,957.1 |
|
S3 |
5,718.0 |
5,782.0 |
5,944.6 |
|
S4 |
5,582.0 |
5,646.0 |
5,907.2 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,788.2 |
6,650.3 |
6,187.7 |
|
R3 |
6,564.2 |
6,426.3 |
6,126.1 |
|
R2 |
6,340.2 |
6,340.2 |
6,105.6 |
|
R1 |
6,202.3 |
6,202.3 |
6,085.0 |
6,159.3 |
PP |
6,116.2 |
6,116.2 |
6,116.2 |
6,094.6 |
S1 |
5,978.3 |
5,978.3 |
6,044.0 |
5,935.3 |
S2 |
5,892.2 |
5,892.2 |
6,023.4 |
|
S3 |
5,668.2 |
5,754.3 |
6,002.9 |
|
S4 |
5,444.2 |
5,530.3 |
5,941.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,254.0 |
5,926.0 |
328.0 |
5.5% |
116.6 |
1.9% |
17% |
False |
True |
297 |
10 |
6,254.0 |
5,864.5 |
389.5 |
6.5% |
108.3 |
1.8% |
30% |
False |
False |
611 |
20 |
6,280.0 |
5,818.0 |
462.0 |
7.7% |
108.3 |
1.8% |
35% |
False |
False |
444 |
40 |
6,364.0 |
5,717.0 |
647.0 |
10.8% |
110.1 |
1.8% |
41% |
False |
False |
1,609 |
60 |
6,364.0 |
5,602.5 |
761.5 |
12.7% |
123.3 |
2.1% |
50% |
False |
False |
1,207 |
80 |
6,364.0 |
5,602.5 |
761.5 |
12.7% |
106.9 |
1.8% |
50% |
False |
False |
935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,640.0 |
2.618 |
6,418.0 |
1.618 |
6,282.0 |
1.000 |
6,198.0 |
0.618 |
6,146.0 |
HIGH |
6,062.0 |
0.618 |
6,010.0 |
0.500 |
5,994.0 |
0.382 |
5,978.0 |
LOW |
5,926.0 |
0.618 |
5,842.0 |
1.000 |
5,790.0 |
1.618 |
5,706.0 |
2.618 |
5,570.0 |
4.250 |
5,348.0 |
|
|