| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5,971.0 |
6,140.0 |
169.0 |
2.8% |
6,050.0 |
| High |
6,148.0 |
6,204.0 |
56.0 |
0.9% |
6,204.0 |
| Low |
5,971.0 |
6,140.0 |
169.0 |
2.8% |
5,926.0 |
| Close |
6,153.5 |
6,183.5 |
30.0 |
0.5% |
6,183.5 |
| Range |
177.0 |
64.0 |
-113.0 |
-63.8% |
278.0 |
| ATR |
121.2 |
117.1 |
-4.1 |
-3.4% |
0.0 |
| Volume |
332 |
584 |
252 |
75.9% |
1,551 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,367.8 |
6,339.7 |
6,218.7 |
|
| R3 |
6,303.8 |
6,275.7 |
6,201.1 |
|
| R2 |
6,239.8 |
6,239.8 |
6,195.2 |
|
| R1 |
6,211.7 |
6,211.7 |
6,189.4 |
6,225.8 |
| PP |
6,175.8 |
6,175.8 |
6,175.8 |
6,182.9 |
| S1 |
6,147.7 |
6,147.7 |
6,177.6 |
6,161.8 |
| S2 |
6,111.8 |
6,111.8 |
6,171.8 |
|
| S3 |
6,047.8 |
6,083.7 |
6,165.9 |
|
| S4 |
5,983.8 |
6,019.7 |
6,148.3 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,938.5 |
6,839.0 |
6,336.4 |
|
| R3 |
6,660.5 |
6,561.0 |
6,260.0 |
|
| R2 |
6,382.5 |
6,382.5 |
6,234.5 |
|
| R1 |
6,283.0 |
6,283.0 |
6,209.0 |
6,332.8 |
| PP |
6,104.5 |
6,104.5 |
6,104.5 |
6,129.4 |
| S1 |
6,005.0 |
6,005.0 |
6,158.0 |
6,054.8 |
| S2 |
5,826.5 |
5,826.5 |
6,132.5 |
|
| S3 |
5,548.5 |
5,727.0 |
6,107.1 |
|
| S4 |
5,270.5 |
5,449.0 |
6,030.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,204.0 |
5,926.0 |
278.0 |
4.5% |
116.2 |
1.9% |
93% |
True |
False |
310 |
| 10 |
6,254.0 |
5,926.0 |
328.0 |
5.3% |
112.4 |
1.8% |
79% |
False |
False |
355 |
| 20 |
6,254.0 |
5,818.0 |
436.0 |
7.1% |
110.7 |
1.8% |
84% |
False |
False |
452 |
| 40 |
6,364.0 |
5,814.5 |
549.5 |
8.9% |
110.3 |
1.8% |
67% |
False |
False |
1,587 |
| 60 |
6,364.0 |
5,602.5 |
761.5 |
12.3% |
124.6 |
2.0% |
76% |
False |
False |
1,204 |
| 80 |
6,364.0 |
5,602.5 |
761.5 |
12.3% |
109.9 |
1.8% |
76% |
False |
False |
945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,476.0 |
|
2.618 |
6,371.6 |
|
1.618 |
6,307.6 |
|
1.000 |
6,268.0 |
|
0.618 |
6,243.6 |
|
HIGH |
6,204.0 |
|
0.618 |
6,179.6 |
|
0.500 |
6,172.0 |
|
0.382 |
6,164.4 |
|
LOW |
6,140.0 |
|
0.618 |
6,100.4 |
|
1.000 |
6,076.0 |
|
1.618 |
6,036.4 |
|
2.618 |
5,972.4 |
|
4.250 |
5,868.0 |
|
|