| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,140.0 |
6,220.0 |
80.0 |
1.3% |
6,050.0 |
| High |
6,204.0 |
6,223.5 |
19.5 |
0.3% |
6,204.0 |
| Low |
6,140.0 |
6,169.0 |
29.0 |
0.5% |
5,926.0 |
| Close |
6,183.5 |
6,203.5 |
20.0 |
0.3% |
6,183.5 |
| Range |
64.0 |
54.5 |
-9.5 |
-14.8% |
278.0 |
| ATR |
117.1 |
112.6 |
-4.5 |
-3.8% |
0.0 |
| Volume |
584 |
51 |
-533 |
-91.3% |
1,551 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,362.2 |
6,337.3 |
6,233.5 |
|
| R3 |
6,307.7 |
6,282.8 |
6,218.5 |
|
| R2 |
6,253.2 |
6,253.2 |
6,213.5 |
|
| R1 |
6,228.3 |
6,228.3 |
6,208.5 |
6,213.5 |
| PP |
6,198.7 |
6,198.7 |
6,198.7 |
6,191.3 |
| S1 |
6,173.8 |
6,173.8 |
6,198.5 |
6,159.0 |
| S2 |
6,144.2 |
6,144.2 |
6,193.5 |
|
| S3 |
6,089.7 |
6,119.3 |
6,188.5 |
|
| S4 |
6,035.2 |
6,064.8 |
6,173.5 |
|
|
| 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 |
6,223.5 |
5,926.0 |
297.5 |
4.8% |
109.4 |
1.8% |
93% |
True |
False |
287 |
| 10 |
6,254.0 |
5,926.0 |
328.0 |
5.3% |
112.7 |
1.8% |
85% |
False |
False |
353 |
| 20 |
6,254.0 |
5,818.0 |
436.0 |
7.0% |
108.4 |
1.7% |
88% |
False |
False |
446 |
| 40 |
6,364.0 |
5,814.5 |
549.5 |
8.9% |
110.1 |
1.8% |
71% |
False |
False |
1,587 |
| 60 |
6,364.0 |
5,602.5 |
761.5 |
12.3% |
123.8 |
2.0% |
79% |
False |
False |
1,204 |
| 80 |
6,364.0 |
5,602.5 |
761.5 |
12.3% |
110.4 |
1.8% |
79% |
False |
False |
945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,455.1 |
|
2.618 |
6,366.2 |
|
1.618 |
6,311.7 |
|
1.000 |
6,278.0 |
|
0.618 |
6,257.2 |
|
HIGH |
6,223.5 |
|
0.618 |
6,202.7 |
|
0.500 |
6,196.3 |
|
0.382 |
6,189.8 |
|
LOW |
6,169.0 |
|
0.618 |
6,135.3 |
|
1.000 |
6,114.5 |
|
1.618 |
6,080.8 |
|
2.618 |
6,026.3 |
|
4.250 |
5,937.4 |
|
|