| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,021.52 |
2,017.56 |
-3.96 |
-0.2% |
2,030.34 |
| High |
2,037.72 |
2,020.68 |
-17.04 |
-0.8% |
2,060.29 |
| Low |
1,995.62 |
1,996.05 |
0.43 |
0.0% |
2,019.17 |
| Close |
2,000.55 |
2,011.14 |
10.59 |
0.5% |
2,035.88 |
| Range |
42.10 |
24.63 |
-17.47 |
-41.5% |
41.12 |
| ATR |
22.10 |
22.28 |
0.18 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,083.18 |
2,071.79 |
2,024.69 |
|
| R3 |
2,058.55 |
2,047.16 |
2,017.91 |
|
| R2 |
2,033.92 |
2,033.92 |
2,015.66 |
|
| R1 |
2,022.53 |
2,022.53 |
2,013.40 |
2,015.91 |
| PP |
2,009.29 |
2,009.29 |
2,009.29 |
2,005.98 |
| S1 |
1,997.90 |
1,997.90 |
2,008.88 |
1,991.28 |
| S2 |
1,984.66 |
1,984.66 |
2,006.62 |
|
| S3 |
1,960.03 |
1,973.27 |
2,004.37 |
|
| S4 |
1,935.40 |
1,948.64 |
1,997.59 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.81 |
2,139.96 |
2,058.50 |
|
| R3 |
2,120.69 |
2,098.84 |
2,047.19 |
|
| R2 |
2,079.57 |
2,079.57 |
2,043.42 |
|
| R1 |
2,057.72 |
2,057.72 |
2,039.65 |
2,068.65 |
| PP |
2,038.45 |
2,038.45 |
2,038.45 |
2,043.91 |
| S1 |
2,016.60 |
2,016.60 |
2,032.11 |
2,027.53 |
| S2 |
1,997.33 |
1,997.33 |
2,028.34 |
|
| S3 |
1,956.21 |
1,975.48 |
2,024.57 |
|
| S4 |
1,915.09 |
1,934.36 |
2,013.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,060.29 |
1,995.62 |
64.67 |
3.2% |
23.70 |
1.2% |
24% |
False |
False |
|
| 10 |
2,060.29 |
1,990.89 |
69.40 |
3.5% |
21.17 |
1.1% |
29% |
False |
False |
|
| 20 |
2,060.29 |
1,899.92 |
160.37 |
8.0% |
19.76 |
1.0% |
69% |
False |
False |
|
| 40 |
2,060.29 |
1,876.52 |
183.77 |
9.1% |
20.24 |
1.0% |
73% |
False |
False |
|
| 60 |
2,060.29 |
1,857.33 |
202.96 |
10.1% |
20.11 |
1.0% |
76% |
False |
False |
|
| 80 |
2,060.29 |
1,761.65 |
298.64 |
14.8% |
19.20 |
1.0% |
84% |
False |
False |
|
| 100 |
2,060.29 |
1,710.97 |
349.32 |
17.4% |
19.65 |
1.0% |
86% |
False |
False |
|
| 120 |
2,060.29 |
1,710.97 |
349.32 |
17.4% |
20.25 |
1.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,125.36 |
|
2.618 |
2,085.16 |
|
1.618 |
2,060.53 |
|
1.000 |
2,045.31 |
|
0.618 |
2,035.90 |
|
HIGH |
2,020.68 |
|
0.618 |
2,011.27 |
|
0.500 |
2,008.37 |
|
0.382 |
2,005.46 |
|
LOW |
1,996.05 |
|
0.618 |
1,980.83 |
|
1.000 |
1,971.42 |
|
1.618 |
1,956.20 |
|
2.618 |
1,931.57 |
|
4.250 |
1,891.37 |
|
|