Day Change Summary |
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Previous |
Current |
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|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
5,705.0 |
5,756.0 |
51.0 |
0.9% |
5,890.0 |
High |
5,738.0 |
5,783.5 |
45.5 |
0.8% |
5,890.0 |
Low |
5,705.0 |
5,756.0 |
51.0 |
0.9% |
5,761.0 |
Close |
5,726.0 |
5,782.0 |
56.0 |
1.0% |
5,792.0 |
Range |
33.0 |
27.5 |
-5.5 |
-16.7% |
129.0 |
ATR |
53.7 |
54.0 |
0.3 |
0.5% |
0.0 |
Volume |
31 |
25 |
-6 |
-19.4% |
21 |
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,856.5 |
5,846.5 |
5,797.0 |
|
R3 |
5,829.0 |
5,819.0 |
5,789.5 |
|
R2 |
5,801.5 |
5,801.5 |
5,787.0 |
|
R1 |
5,791.5 |
5,791.5 |
5,784.5 |
5,796.5 |
PP |
5,774.0 |
5,774.0 |
5,774.0 |
5,776.0 |
S1 |
5,764.0 |
5,764.0 |
5,779.5 |
5,769.0 |
S2 |
5,746.5 |
5,746.5 |
5,777.0 |
|
S3 |
5,719.0 |
5,736.5 |
5,774.5 |
|
S4 |
5,691.5 |
5,709.0 |
5,767.0 |
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|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,201.5 |
6,125.5 |
5,863.0 |
|
R3 |
6,072.5 |
5,996.5 |
5,827.5 |
|
R2 |
5,943.5 |
5,943.5 |
5,815.5 |
|
R1 |
5,867.5 |
5,867.5 |
5,804.0 |
5,841.0 |
PP |
5,814.5 |
5,814.5 |
5,814.5 |
5,801.0 |
S1 |
5,738.5 |
5,738.5 |
5,780.0 |
5,712.0 |
S2 |
5,685.5 |
5,685.5 |
5,768.5 |
|
S3 |
5,556.5 |
5,609.5 |
5,756.5 |
|
S4 |
5,427.5 |
5,480.5 |
5,721.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,823.0 |
5,680.0 |
143.0 |
2.5% |
30.5 |
0.5% |
71% |
False |
False |
13 |
10 |
6,000.5 |
5,680.0 |
320.5 |
5.5% |
37.0 |
0.6% |
32% |
False |
False |
8 |
20 |
6,000.5 |
5,616.5 |
384.0 |
6.6% |
37.5 |
0.6% |
43% |
False |
False |
13 |
40 |
6,000.5 |
5,586.5 |
414.0 |
7.2% |
23.0 |
0.4% |
47% |
False |
False |
14 |
60 |
6,000.5 |
5,586.5 |
414.0 |
7.2% |
16.5 |
0.3% |
47% |
False |
False |
10 |
80 |
6,000.5 |
5,586.5 |
414.0 |
7.2% |
14.0 |
0.2% |
47% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,900.5 |
2.618 |
5,855.5 |
1.618 |
5,828.0 |
1.000 |
5,811.0 |
0.618 |
5,800.5 |
HIGH |
5,783.5 |
0.618 |
5,773.0 |
0.500 |
5,770.0 |
0.382 |
5,766.5 |
LOW |
5,756.0 |
0.618 |
5,739.0 |
1.000 |
5,728.5 |
1.618 |
5,711.5 |
2.618 |
5,684.0 |
4.250 |
5,639.0 |
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