| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,797.04 |
1,814.49 |
17.45 |
1.0% |
1,752.98 |
| High |
1,815.24 |
1,831.62 |
16.38 |
0.9% |
1,815.24 |
| Low |
1,793.00 |
1,808.70 |
15.70 |
0.9% |
1,719.20 |
| Close |
1,814.79 |
1,821.03 |
6.24 |
0.3% |
1,814.79 |
| Range |
22.24 |
22.92 |
0.68 |
3.1% |
96.04 |
| ATR |
40.94 |
39.66 |
-1.29 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,889.21 |
1,878.04 |
1,833.64 |
|
| R3 |
1,866.29 |
1,855.12 |
1,827.33 |
|
| R2 |
1,843.37 |
1,843.37 |
1,825.23 |
|
| R1 |
1,832.20 |
1,832.20 |
1,823.13 |
1,837.79 |
| PP |
1,820.45 |
1,820.45 |
1,820.45 |
1,823.24 |
| S1 |
1,809.28 |
1,809.28 |
1,818.93 |
1,814.87 |
| S2 |
1,797.53 |
1,797.53 |
1,816.83 |
|
| S3 |
1,774.61 |
1,786.36 |
1,814.73 |
|
| S4 |
1,751.69 |
1,763.44 |
1,808.42 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,071.20 |
2,039.03 |
1,867.61 |
|
| R3 |
1,975.16 |
1,942.99 |
1,841.20 |
|
| R2 |
1,879.12 |
1,879.12 |
1,832.40 |
|
| R1 |
1,846.95 |
1,846.95 |
1,823.59 |
1,863.04 |
| PP |
1,783.08 |
1,783.08 |
1,783.08 |
1,791.12 |
| S1 |
1,750.91 |
1,750.91 |
1,805.99 |
1,767.00 |
| S2 |
1,687.04 |
1,687.04 |
1,797.18 |
|
| S3 |
1,591.00 |
1,654.87 |
1,788.38 |
|
| S4 |
1,494.96 |
1,558.83 |
1,761.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,831.62 |
1,719.20 |
112.42 |
6.2% |
34.28 |
1.9% |
91% |
True |
False |
|
| 10 |
1,852.66 |
1,700.04 |
152.62 |
8.4% |
37.35 |
2.1% |
79% |
False |
False |
|
| 20 |
1,939.77 |
1,700.04 |
239.73 |
13.2% |
34.95 |
1.9% |
50% |
False |
False |
|
| 40 |
1,939.77 |
1,700.04 |
239.73 |
13.2% |
39.71 |
2.2% |
50% |
False |
False |
|
| 60 |
2,059.42 |
1,700.04 |
359.38 |
19.7% |
41.20 |
2.3% |
34% |
False |
False |
|
| 80 |
2,059.42 |
1,700.04 |
359.38 |
19.7% |
35.83 |
2.0% |
34% |
False |
False |
|
| 100 |
2,059.42 |
1,700.04 |
359.38 |
19.7% |
32.41 |
1.8% |
34% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
19.7% |
32.34 |
1.8% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,929.03 |
|
2.618 |
1,891.62 |
|
1.618 |
1,868.70 |
|
1.000 |
1,854.54 |
|
0.618 |
1,845.78 |
|
HIGH |
1,831.62 |
|
0.618 |
1,822.86 |
|
0.500 |
1,820.16 |
|
0.382 |
1,817.46 |
|
LOW |
1,808.70 |
|
0.618 |
1,794.54 |
|
1.000 |
1,785.78 |
|
1.618 |
1,771.62 |
|
2.618 |
1,748.70 |
|
4.250 |
1,711.29 |
|
|