Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,325.65 |
1,343.80 |
18.15 |
1.4% |
1,315.94 |
High |
1,347.00 |
1,346.10 |
-0.90 |
-0.1% |
1,347.00 |
Low |
1,325.65 |
1,336.95 |
11.30 |
0.9% |
1,295.92 |
Close |
1,343.80 |
1,345.02 |
1.22 |
0.1% |
1,345.02 |
Range |
21.35 |
9.15 |
-12.20 |
-57.1% |
51.08 |
ATR |
16.60 |
16.07 |
-0.53 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.14 |
1,366.73 |
1,350.05 |
|
R3 |
1,360.99 |
1,357.58 |
1,347.54 |
|
R2 |
1,351.84 |
1,351.84 |
1,346.70 |
|
R1 |
1,348.43 |
1,348.43 |
1,345.86 |
1,350.14 |
PP |
1,342.69 |
1,342.69 |
1,342.69 |
1,343.54 |
S1 |
1,339.28 |
1,339.28 |
1,344.18 |
1,340.99 |
S2 |
1,333.54 |
1,333.54 |
1,343.34 |
|
S3 |
1,324.39 |
1,330.13 |
1,342.50 |
|
S4 |
1,315.24 |
1,320.98 |
1,339.99 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.55 |
1,464.87 |
1,373.11 |
|
R3 |
1,431.47 |
1,413.79 |
1,359.07 |
|
R2 |
1,380.39 |
1,380.39 |
1,354.38 |
|
R1 |
1,362.71 |
1,362.71 |
1,349.70 |
1,371.55 |
PP |
1,329.31 |
1,329.31 |
1,329.31 |
1,333.74 |
S1 |
1,311.63 |
1,311.63 |
1,340.34 |
1,320.47 |
S2 |
1,278.23 |
1,278.23 |
1,335.66 |
|
S3 |
1,227.15 |
1,260.55 |
1,330.97 |
|
S4 |
1,176.07 |
1,209.47 |
1,316.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.00 |
1,295.92 |
51.08 |
3.8% |
15.67 |
1.2% |
96% |
False |
False |
|
10 |
1,347.00 |
1,295.92 |
51.08 |
3.8% |
16.67 |
1.2% |
96% |
False |
False |
|
20 |
1,356.48 |
1,267.31 |
89.17 |
6.6% |
15.95 |
1.2% |
87% |
False |
False |
|
40 |
1,356.48 |
1,258.07 |
98.41 |
7.3% |
16.02 |
1.2% |
88% |
False |
False |
|
60 |
1,370.58 |
1,258.07 |
112.51 |
8.4% |
15.25 |
1.1% |
77% |
False |
False |
|
80 |
1,370.58 |
1,258.07 |
112.51 |
8.4% |
14.12 |
1.0% |
77% |
False |
False |
|
100 |
1,370.58 |
1,250.11 |
120.47 |
9.0% |
14.53 |
1.1% |
79% |
False |
False |
|
120 |
1,370.58 |
1,250.11 |
120.47 |
9.0% |
14.16 |
1.1% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.99 |
2.618 |
1,370.05 |
1.618 |
1,360.90 |
1.000 |
1,355.25 |
0.618 |
1,351.75 |
HIGH |
1,346.10 |
0.618 |
1,342.60 |
0.500 |
1,341.53 |
0.382 |
1,340.45 |
LOW |
1,336.95 |
0.618 |
1,331.30 |
1.000 |
1,327.80 |
1.618 |
1,322.15 |
2.618 |
1,313.00 |
4.250 |
1,298.06 |
|
|