Day Change Summary |
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Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5,144.0 |
5,151.5 |
7.5 |
0.1% |
5,110.0 |
High |
5,172.5 |
5,214.0 |
41.5 |
0.8% |
5,262.5 |
Low |
5,056.5 |
5,130.5 |
74.0 |
1.5% |
5,087.5 |
Close |
5,108.0 |
5,181.5 |
73.5 |
1.4% |
5,134.5 |
Range |
116.0 |
83.5 |
-32.5 |
-28.0% |
175.0 |
ATR |
113.7 |
113.1 |
-0.5 |
-0.5% |
0.0 |
Volume |
89,380 |
95,034 |
5,654 |
6.3% |
453,811 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,426.0 |
5,387.0 |
5,227.5 |
|
R3 |
5,342.5 |
5,303.5 |
5,204.5 |
|
R2 |
5,259.0 |
5,259.0 |
5,197.0 |
|
R1 |
5,220.0 |
5,220.0 |
5,189.0 |
5,239.5 |
PP |
5,175.5 |
5,175.5 |
5,175.5 |
5,185.0 |
S1 |
5,136.5 |
5,136.5 |
5,174.0 |
5,156.0 |
S2 |
5,092.0 |
5,092.0 |
5,166.0 |
|
S3 |
5,008.5 |
5,053.0 |
5,158.5 |
|
S4 |
4,925.0 |
4,969.5 |
5,135.5 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,686.5 |
5,585.5 |
5,231.0 |
|
R3 |
5,511.5 |
5,410.5 |
5,182.5 |
|
R2 |
5,336.5 |
5,336.5 |
5,166.5 |
|
R1 |
5,235.5 |
5,235.5 |
5,150.5 |
5,286.0 |
PP |
5,161.5 |
5,161.5 |
5,161.5 |
5,187.0 |
S1 |
5,060.5 |
5,060.5 |
5,118.5 |
5,111.0 |
S2 |
4,986.5 |
4,986.5 |
5,102.5 |
|
S3 |
4,811.5 |
4,885.5 |
5,086.5 |
|
S4 |
4,636.5 |
4,710.5 |
5,038.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,242.5 |
5,056.5 |
186.0 |
3.6% |
104.5 |
2.0% |
67% |
False |
False |
98,650 |
10 |
5,262.5 |
5,030.0 |
232.5 |
4.5% |
95.0 |
1.8% |
65% |
False |
False |
96,205 |
20 |
5,262.5 |
4,757.0 |
505.5 |
9.8% |
104.5 |
2.0% |
84% |
False |
False |
102,527 |
40 |
5,310.0 |
4,757.0 |
553.0 |
10.7% |
104.5 |
2.0% |
77% |
False |
False |
79,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,569.0 |
2.618 |
5,432.5 |
1.618 |
5,349.0 |
1.000 |
5,297.5 |
0.618 |
5,265.5 |
HIGH |
5,214.0 |
0.618 |
5,182.0 |
0.500 |
5,172.0 |
0.382 |
5,162.5 |
LOW |
5,130.5 |
0.618 |
5,079.0 |
1.000 |
5,047.0 |
1.618 |
4,995.5 |
2.618 |
4,912.0 |
4.250 |
4,775.5 |
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