Day Change Summary |
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Previous |
Current |
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20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
6,059.0 |
6,023.0 |
-36.0 |
-0.6% |
6,095.0 |
High |
6,062.0 |
6,075.5 |
13.5 |
0.2% |
6,254.0 |
Low |
5,926.0 |
5,960.0 |
34.0 |
0.6% |
6,030.0 |
Close |
5,982.0 |
6,005.5 |
23.5 |
0.4% |
6,064.5 |
Range |
136.0 |
115.5 |
-20.5 |
-15.1% |
224.0 |
ATR |
117.0 |
116.9 |
-0.1 |
-0.1% |
0.0 |
Volume |
339 |
131 |
-208 |
-61.4% |
2,006 |
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Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,360.2 |
6,298.3 |
6,069.0 |
|
R3 |
6,244.7 |
6,182.8 |
6,037.3 |
|
R2 |
6,129.2 |
6,129.2 |
6,026.7 |
|
R1 |
6,067.3 |
6,067.3 |
6,016.1 |
6,040.5 |
PP |
6,013.7 |
6,013.7 |
6,013.7 |
6,000.3 |
S1 |
5,951.8 |
5,951.8 |
5,994.9 |
5,925.0 |
S2 |
5,898.2 |
5,898.2 |
5,984.3 |
|
S3 |
5,782.7 |
5,836.3 |
5,973.7 |
|
S4 |
5,667.2 |
5,720.8 |
5,942.0 |
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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 |
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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% |
126.7 |
2.1% |
24% |
False |
False |
263 |
10 |
6,254.0 |
5,926.0 |
328.0 |
5.5% |
100.3 |
1.7% |
24% |
False |
False |
577 |
20 |
6,257.0 |
5,818.0 |
439.0 |
7.3% |
110.1 |
1.8% |
43% |
False |
False |
439 |
40 |
6,364.0 |
5,814.5 |
549.5 |
9.1% |
109.9 |
1.8% |
35% |
False |
False |
1,599 |
60 |
6,364.0 |
5,602.5 |
761.5 |
12.7% |
123.3 |
2.1% |
53% |
False |
False |
1,195 |
80 |
6,364.0 |
5,602.5 |
761.5 |
12.7% |
108.1 |
1.8% |
53% |
False |
False |
936 |
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Fibonacci Retracements and Extensions |
4.250 |
6,566.4 |
2.618 |
6,377.9 |
1.618 |
6,262.4 |
1.000 |
6,191.0 |
0.618 |
6,146.9 |
HIGH |
6,075.5 |
0.618 |
6,031.4 |
0.500 |
6,017.8 |
0.382 |
6,004.1 |
LOW |
5,960.0 |
0.618 |
5,888.6 |
1.000 |
5,844.5 |
1.618 |
5,773.1 |
2.618 |
5,657.6 |
4.250 |
5,469.1 |
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