| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,246.0 |
6,198.5 |
-47.5 |
-0.8% |
5,861.0 |
| High |
6,246.0 |
6,254.0 |
8.0 |
0.1% |
6,113.5 |
| Low |
6,181.0 |
6,147.5 |
-33.5 |
-0.5% |
5,823.0 |
| Close |
6,219.5 |
6,160.0 |
-59.5 |
-1.0% |
6,079.0 |
| Range |
65.0 |
106.5 |
41.5 |
63.8% |
290.5 |
| ATR |
112.7 |
112.3 |
-0.4 |
-0.4% |
0.0 |
| Volume |
298 |
195 |
-103 |
-34.6% |
4,200 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,506.7 |
6,439.8 |
6,218.6 |
|
| R3 |
6,400.2 |
6,333.3 |
6,189.3 |
|
| R2 |
6,293.7 |
6,293.7 |
6,179.5 |
|
| R1 |
6,226.8 |
6,226.8 |
6,169.8 |
6,207.0 |
| PP |
6,187.2 |
6,187.2 |
6,187.2 |
6,177.3 |
| S1 |
6,120.3 |
6,120.3 |
6,150.2 |
6,100.5 |
| S2 |
6,080.7 |
6,080.7 |
6,140.5 |
|
| S3 |
5,974.2 |
6,013.8 |
6,130.7 |
|
| S4 |
5,867.7 |
5,907.3 |
6,101.4 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,876.7 |
6,768.3 |
6,238.8 |
|
| R3 |
6,586.2 |
6,477.8 |
6,158.9 |
|
| R2 |
6,295.7 |
6,295.7 |
6,132.3 |
|
| R1 |
6,187.3 |
6,187.3 |
6,105.6 |
6,241.5 |
| PP |
6,005.2 |
6,005.2 |
6,005.2 |
6,032.3 |
| S1 |
5,896.8 |
5,896.8 |
6,052.4 |
5,951.0 |
| S2 |
5,714.7 |
5,714.7 |
6,025.7 |
|
| S3 |
5,424.2 |
5,606.3 |
5,999.1 |
|
| S4 |
5,133.7 |
5,315.8 |
5,919.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,254.0 |
6,054.0 |
200.0 |
3.2% |
83.1 |
1.3% |
53% |
True |
False |
787 |
| 10 |
6,254.0 |
5,818.0 |
436.0 |
7.1% |
100.4 |
1.6% |
78% |
True |
False |
599 |
| 20 |
6,364.0 |
5,818.0 |
546.0 |
8.9% |
101.3 |
1.6% |
63% |
False |
False |
677 |
| 40 |
6,364.0 |
5,625.0 |
739.0 |
12.0% |
110.5 |
1.8% |
72% |
False |
False |
1,628 |
| 60 |
6,364.0 |
5,602.5 |
761.5 |
12.4% |
121.2 |
2.0% |
73% |
False |
False |
1,202 |
| 80 |
6,364.0 |
5,602.5 |
761.5 |
12.4% |
103.1 |
1.7% |
73% |
False |
False |
931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,706.6 |
|
2.618 |
6,532.8 |
|
1.618 |
6,426.3 |
|
1.000 |
6,360.5 |
|
0.618 |
6,319.8 |
|
HIGH |
6,254.0 |
|
0.618 |
6,213.3 |
|
0.500 |
6,200.8 |
|
0.382 |
6,188.2 |
|
LOW |
6,147.5 |
|
0.618 |
6,081.7 |
|
1.000 |
6,041.0 |
|
1.618 |
5,975.2 |
|
2.618 |
5,868.7 |
|
4.250 |
5,694.9 |
|
|