| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,814.49 |
1,835.02 |
20.53 |
1.1% |
1,752.98 |
| High |
1,831.62 |
1,851.25 |
19.63 |
1.1% |
1,815.24 |
| Low |
1,808.70 |
1,822.25 |
13.55 |
0.7% |
1,719.20 |
| Close |
1,821.03 |
1,845.03 |
24.00 |
1.3% |
1,814.79 |
| Range |
22.92 |
29.00 |
6.08 |
26.5% |
96.04 |
| ATR |
39.66 |
38.98 |
-0.67 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,926.51 |
1,914.77 |
1,860.98 |
|
| R3 |
1,897.51 |
1,885.77 |
1,853.01 |
|
| R2 |
1,868.51 |
1,868.51 |
1,850.35 |
|
| R1 |
1,856.77 |
1,856.77 |
1,847.69 |
1,862.64 |
| PP |
1,839.51 |
1,839.51 |
1,839.51 |
1,842.45 |
| S1 |
1,827.77 |
1,827.77 |
1,842.37 |
1,833.64 |
| S2 |
1,810.51 |
1,810.51 |
1,839.71 |
|
| S3 |
1,781.51 |
1,798.77 |
1,837.06 |
|
| S4 |
1,752.51 |
1,769.77 |
1,829.08 |
|
|
| 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 |
1,851.25 |
1,736.99 |
114.26 |
6.2% |
31.15 |
1.7% |
95% |
True |
False |
|
| 10 |
1,851.25 |
1,700.04 |
151.21 |
8.2% |
37.33 |
2.0% |
96% |
True |
False |
|
| 20 |
1,939.77 |
1,700.04 |
239.73 |
13.0% |
34.76 |
1.9% |
60% |
False |
False |
|
| 40 |
1,939.77 |
1,700.04 |
239.73 |
13.0% |
39.32 |
2.1% |
60% |
False |
False |
|
| 60 |
2,059.42 |
1,700.04 |
359.38 |
19.5% |
41.07 |
2.2% |
40% |
False |
False |
|
| 80 |
2,059.42 |
1,700.04 |
359.38 |
19.5% |
36.05 |
2.0% |
40% |
False |
False |
|
| 100 |
2,059.42 |
1,700.04 |
359.38 |
19.5% |
32.51 |
1.8% |
40% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
19.5% |
32.29 |
1.8% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,974.50 |
|
2.618 |
1,927.17 |
|
1.618 |
1,898.17 |
|
1.000 |
1,880.25 |
|
0.618 |
1,869.17 |
|
HIGH |
1,851.25 |
|
0.618 |
1,840.17 |
|
0.500 |
1,836.75 |
|
0.382 |
1,833.33 |
|
LOW |
1,822.25 |
|
0.618 |
1,804.33 |
|
1.000 |
1,793.25 |
|
1.618 |
1,775.33 |
|
2.618 |
1,746.33 |
|
4.250 |
1,699.00 |
|
|