| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,787.50 |
1,823.37 |
35.87 |
2.0% |
1,834.86 |
| High |
1,821.83 |
1,865.19 |
43.36 |
2.4% |
1,862.99 |
| Low |
1,784.26 |
1,819.08 |
34.82 |
2.0% |
1,761.08 |
| Close |
1,821.62 |
1,845.56 |
23.94 |
1.3% |
1,823.23 |
| Range |
37.57 |
46.11 |
8.54 |
22.7% |
101.91 |
| ATR |
43.49 |
43.68 |
0.19 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,981.61 |
1,959.69 |
1,870.92 |
|
| R3 |
1,935.50 |
1,913.58 |
1,858.24 |
|
| R2 |
1,889.39 |
1,889.39 |
1,854.01 |
|
| R1 |
1,867.47 |
1,867.47 |
1,849.79 |
1,878.43 |
| PP |
1,843.28 |
1,843.28 |
1,843.28 |
1,848.76 |
| S1 |
1,821.36 |
1,821.36 |
1,841.33 |
1,832.32 |
| S2 |
1,797.17 |
1,797.17 |
1,837.11 |
|
| S3 |
1,751.06 |
1,775.25 |
1,832.88 |
|
| S4 |
1,704.95 |
1,729.14 |
1,820.20 |
|
|
| 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 |
1,865.19 |
1,784.26 |
80.93 |
4.4% |
32.53 |
1.8% |
76% |
True |
False |
|
| 10 |
1,865.19 |
1,761.08 |
104.11 |
5.6% |
42.73 |
2.3% |
81% |
True |
False |
|
| 20 |
1,951.49 |
1,761.08 |
190.41 |
10.3% |
43.08 |
2.3% |
44% |
False |
False |
|
| 40 |
2,055.82 |
1,761.08 |
294.74 |
16.0% |
40.33 |
2.2% |
29% |
False |
False |
|
| 60 |
2,055.82 |
1,761.08 |
294.74 |
16.0% |
38.45 |
2.1% |
29% |
False |
False |
|
| 80 |
2,055.82 |
1,761.08 |
294.74 |
16.0% |
36.65 |
2.0% |
29% |
False |
False |
|
| 100 |
2,055.82 |
1,668.57 |
387.25 |
21.0% |
37.71 |
2.0% |
46% |
False |
False |
|
| 120 |
2,055.82 |
1,668.57 |
387.25 |
21.0% |
37.61 |
2.0% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.16 |
|
2.618 |
1,985.91 |
|
1.618 |
1,939.80 |
|
1.000 |
1,911.30 |
|
0.618 |
1,893.69 |
|
HIGH |
1,865.19 |
|
0.618 |
1,847.58 |
|
0.500 |
1,842.14 |
|
0.382 |
1,836.69 |
|
LOW |
1,819.08 |
|
0.618 |
1,790.58 |
|
1.000 |
1,772.97 |
|
1.618 |
1,744.47 |
|
2.618 |
1,698.36 |
|
4.250 |
1,623.11 |
|
|