| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,827.34 |
1,831.86 |
4.52 |
0.2% |
1,834.86 |
| High |
1,834.72 |
1,837.53 |
2.81 |
0.2% |
1,862.99 |
| Low |
1,816.76 |
1,809.80 |
-6.96 |
-0.4% |
1,761.08 |
| Close |
1,823.23 |
1,819.76 |
-3.47 |
-0.2% |
1,823.23 |
| Range |
17.96 |
27.73 |
9.77 |
54.4% |
101.91 |
| ATR |
45.19 |
43.95 |
-1.25 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,905.55 |
1,890.39 |
1,835.01 |
|
| R3 |
1,877.82 |
1,862.66 |
1,827.39 |
|
| R2 |
1,850.09 |
1,850.09 |
1,824.84 |
|
| R1 |
1,834.93 |
1,834.93 |
1,822.30 |
1,828.65 |
| PP |
1,822.36 |
1,822.36 |
1,822.36 |
1,819.22 |
| S1 |
1,807.20 |
1,807.20 |
1,817.22 |
1,800.92 |
| S2 |
1,794.63 |
1,794.63 |
1,814.68 |
|
| S3 |
1,766.90 |
1,779.47 |
1,812.13 |
|
| S4 |
1,739.17 |
1,751.74 |
1,804.51 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.50 |
2,074.27 |
1,879.28 |
|
| R3 |
2,019.59 |
1,972.36 |
1,851.26 |
|
| R2 |
1,917.68 |
1,917.68 |
1,841.91 |
|
| R1 |
1,870.45 |
1,870.45 |
1,832.57 |
1,843.11 |
| PP |
1,815.77 |
1,815.77 |
1,815.77 |
1,802.10 |
| S1 |
1,768.54 |
1,768.54 |
1,813.89 |
1,741.20 |
| S2 |
1,713.86 |
1,713.86 |
1,804.55 |
|
| S3 |
1,611.95 |
1,666.63 |
1,795.20 |
|
| S4 |
1,510.04 |
1,564.72 |
1,767.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,862.99 |
1,761.08 |
101.91 |
5.6% |
40.50 |
2.2% |
58% |
False |
False |
|
| 10 |
1,871.28 |
1,761.08 |
110.20 |
6.1% |
44.53 |
2.4% |
53% |
False |
False |
|
| 20 |
1,951.49 |
1,761.08 |
190.41 |
10.5% |
42.29 |
2.3% |
31% |
False |
False |
|
| 40 |
2,055.82 |
1,761.08 |
294.74 |
16.2% |
39.57 |
2.2% |
20% |
False |
False |
|
| 60 |
2,055.82 |
1,761.08 |
294.74 |
16.2% |
37.88 |
2.1% |
20% |
False |
False |
|
| 80 |
2,055.82 |
1,761.08 |
294.74 |
16.2% |
36.38 |
2.0% |
20% |
False |
False |
|
| 100 |
2,055.82 |
1,668.57 |
387.25 |
21.3% |
37.47 |
2.1% |
39% |
False |
False |
|
| 120 |
2,055.82 |
1,668.57 |
387.25 |
21.3% |
37.88 |
2.1% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,955.38 |
|
2.618 |
1,910.13 |
|
1.618 |
1,882.40 |
|
1.000 |
1,865.26 |
|
0.618 |
1,854.67 |
|
HIGH |
1,837.53 |
|
0.618 |
1,826.94 |
|
0.500 |
1,823.67 |
|
0.382 |
1,820.39 |
|
LOW |
1,809.80 |
|
0.618 |
1,792.66 |
|
1.000 |
1,782.07 |
|
1.618 |
1,764.93 |
|
2.618 |
1,737.20 |
|
4.250 |
1,691.95 |
|
|