| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,031.33 |
2,030.54 |
-0.79 |
0.0% |
1,989.76 |
| High |
2,045.97 |
2,038.64 |
-7.33 |
-0.4% |
2,032.28 |
| Low |
2,030.57 |
2,019.17 |
-11.40 |
-0.6% |
1,965.61 |
| Close |
2,041.78 |
2,037.98 |
-3.80 |
-0.2% |
2,032.16 |
| Range |
15.40 |
19.47 |
4.07 |
26.4% |
66.67 |
| ATR |
20.11 |
20.29 |
0.18 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.34 |
2,083.63 |
2,048.69 |
|
| R3 |
2,070.87 |
2,064.16 |
2,043.33 |
|
| R2 |
2,051.40 |
2,051.40 |
2,041.55 |
|
| R1 |
2,044.69 |
2,044.69 |
2,039.76 |
2,048.05 |
| PP |
2,031.93 |
2,031.93 |
2,031.93 |
2,033.61 |
| S1 |
2,025.22 |
2,025.22 |
2,036.20 |
2,028.58 |
| S2 |
2,012.46 |
2,012.46 |
2,034.41 |
|
| S3 |
1,992.99 |
2,005.75 |
2,032.63 |
|
| S4 |
1,973.52 |
1,986.28 |
2,027.27 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.03 |
2,187.76 |
2,068.83 |
|
| R3 |
2,143.36 |
2,121.09 |
2,050.49 |
|
| R2 |
2,076.69 |
2,076.69 |
2,044.38 |
|
| R1 |
2,054.42 |
2,054.42 |
2,038.27 |
2,065.56 |
| PP |
2,010.02 |
2,010.02 |
2,010.02 |
2,015.58 |
| S1 |
1,987.75 |
1,987.75 |
2,026.05 |
1,998.89 |
| S2 |
1,943.35 |
1,943.35 |
2,019.94 |
|
| S3 |
1,876.68 |
1,921.08 |
2,013.83 |
|
| S4 |
1,810.01 |
1,854.41 |
1,995.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,045.97 |
1,990.89 |
55.08 |
2.7% |
18.64 |
0.9% |
85% |
False |
False |
|
| 10 |
2,045.97 |
1,964.49 |
81.48 |
4.0% |
17.61 |
0.9% |
90% |
False |
False |
|
| 20 |
2,045.97 |
1,899.92 |
146.05 |
7.2% |
20.34 |
1.0% |
95% |
False |
False |
|
| 40 |
2,045.97 |
1,869.51 |
176.46 |
8.7% |
20.06 |
1.0% |
95% |
False |
False |
|
| 60 |
2,045.97 |
1,844.05 |
201.92 |
9.9% |
19.68 |
1.0% |
96% |
False |
False |
|
| 80 |
2,045.97 |
1,753.43 |
292.54 |
14.4% |
19.13 |
0.9% |
97% |
False |
False |
|
| 100 |
2,045.97 |
1,710.97 |
335.00 |
16.4% |
20.43 |
1.0% |
98% |
False |
False |
|
| 120 |
2,045.97 |
1,710.97 |
335.00 |
16.4% |
20.16 |
1.0% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,121.39 |
|
2.618 |
2,089.61 |
|
1.618 |
2,070.14 |
|
1.000 |
2,058.11 |
|
0.618 |
2,050.67 |
|
HIGH |
2,038.64 |
|
0.618 |
2,031.20 |
|
0.500 |
2,028.91 |
|
0.382 |
2,026.61 |
|
LOW |
2,019.17 |
|
0.618 |
2,007.14 |
|
1.000 |
1,999.70 |
|
1.618 |
1,987.67 |
|
2.618 |
1,968.20 |
|
4.250 |
1,936.42 |
|
|