| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,346.53 |
2,367.81 |
21.28 |
0.9% |
2,380.56 |
| High |
2,354.56 |
2,400.58 |
46.02 |
2.0% |
2,392.09 |
| Low |
2,322.62 |
2,367.81 |
45.19 |
1.9% |
2,318.20 |
| Close |
2,344.01 |
2,398.17 |
54.16 |
2.3% |
2,356.67 |
| Range |
31.94 |
32.77 |
0.83 |
2.6% |
73.89 |
| ATR |
34.35 |
35.93 |
1.59 |
4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,487.16 |
2,475.44 |
2,416.19 |
|
| R3 |
2,454.39 |
2,442.67 |
2,407.18 |
|
| R2 |
2,421.62 |
2,421.62 |
2,404.18 |
|
| R1 |
2,409.90 |
2,409.90 |
2,401.17 |
2,415.76 |
| PP |
2,388.85 |
2,388.85 |
2,388.85 |
2,391.79 |
| S1 |
2,377.13 |
2,377.13 |
2,395.17 |
2,382.99 |
| S2 |
2,356.08 |
2,356.08 |
2,392.16 |
|
| S3 |
2,323.31 |
2,344.36 |
2,389.16 |
|
| S4 |
2,290.54 |
2,311.59 |
2,380.15 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.32 |
2,540.89 |
2,397.31 |
|
| R3 |
2,503.43 |
2,467.00 |
2,376.99 |
|
| R2 |
2,429.54 |
2,429.54 |
2,370.22 |
|
| R1 |
2,393.11 |
2,393.11 |
2,363.44 |
2,374.38 |
| PP |
2,355.65 |
2,355.65 |
2,355.65 |
2,346.29 |
| S1 |
2,319.22 |
2,319.22 |
2,349.90 |
2,300.49 |
| S2 |
2,281.76 |
2,281.76 |
2,343.12 |
|
| S3 |
2,207.87 |
2,245.33 |
2,336.35 |
|
| S4 |
2,133.98 |
2,171.44 |
2,316.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,400.58 |
2,318.20 |
82.38 |
3.4% |
34.00 |
1.4% |
97% |
True |
False |
|
| 10 |
2,418.99 |
2,318.20 |
100.79 |
4.2% |
30.54 |
1.3% |
79% |
False |
False |
|
| 20 |
2,418.99 |
2,203.71 |
215.28 |
9.0% |
32.30 |
1.3% |
90% |
False |
False |
|
| 40 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
29.09 |
1.2% |
91% |
False |
False |
|
| 60 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
27.90 |
1.2% |
91% |
False |
False |
|
| 80 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
26.79 |
1.1% |
91% |
False |
False |
|
| 100 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
28.22 |
1.2% |
91% |
False |
False |
|
| 120 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
27.87 |
1.2% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,539.85 |
|
2.618 |
2,486.37 |
|
1.618 |
2,453.60 |
|
1.000 |
2,433.35 |
|
0.618 |
2,420.83 |
|
HIGH |
2,400.58 |
|
0.618 |
2,388.06 |
|
0.500 |
2,384.20 |
|
0.382 |
2,380.33 |
|
LOW |
2,367.81 |
|
0.618 |
2,347.56 |
|
1.000 |
2,335.04 |
|
1.618 |
2,314.79 |
|
2.618 |
2,282.02 |
|
4.250 |
2,228.54 |
|
|