| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,846.50 |
1,799.00 |
-47.50 |
-2.6% |
1,808.75 |
| High |
1,854.50 |
1,818.50 |
-36.00 |
-1.9% |
1,862.75 |
| Low |
1,798.75 |
1,791.00 |
-7.75 |
-0.4% |
1,798.25 |
| Close |
1,800.00 |
1,803.50 |
3.50 |
0.2% |
1,800.00 |
| Range |
55.75 |
27.50 |
-28.25 |
-50.7% |
64.50 |
| ATR |
39.16 |
38.33 |
-0.83 |
-2.1% |
0.00 |
| Volume |
89 |
102 |
13 |
14.6% |
396 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,886.75 |
1,872.75 |
1,818.50 |
|
| R3 |
1,859.25 |
1,845.25 |
1,811.00 |
|
| R2 |
1,831.75 |
1,831.75 |
1,808.50 |
|
| R1 |
1,817.75 |
1,817.75 |
1,806.00 |
1,824.75 |
| PP |
1,804.25 |
1,804.25 |
1,804.25 |
1,808.00 |
| S1 |
1,790.25 |
1,790.25 |
1,801.00 |
1,797.25 |
| S2 |
1,776.75 |
1,776.75 |
1,798.50 |
|
| S3 |
1,749.25 |
1,762.75 |
1,796.00 |
|
| S4 |
1,721.75 |
1,735.25 |
1,788.50 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,013.75 |
1,971.50 |
1,835.50 |
|
| R3 |
1,949.25 |
1,907.00 |
1,817.75 |
|
| R2 |
1,884.75 |
1,884.75 |
1,811.75 |
|
| R1 |
1,842.50 |
1,842.50 |
1,806.00 |
1,831.50 |
| PP |
1,820.25 |
1,820.25 |
1,820.25 |
1,814.75 |
| S1 |
1,778.00 |
1,778.00 |
1,794.00 |
1,767.00 |
| S2 |
1,755.75 |
1,755.75 |
1,788.25 |
|
| S3 |
1,691.25 |
1,713.50 |
1,782.25 |
|
| S4 |
1,626.75 |
1,649.00 |
1,764.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,862.75 |
1,791.00 |
71.75 |
4.0% |
34.50 |
1.9% |
17% |
False |
True |
86 |
| 10 |
1,862.75 |
1,704.75 |
158.00 |
8.8% |
37.50 |
2.1% |
63% |
False |
False |
126 |
| 20 |
1,938.00 |
1,696.25 |
241.75 |
13.4% |
40.25 |
2.2% |
44% |
False |
False |
125 |
| 40 |
1,938.00 |
1,696.25 |
241.75 |
13.4% |
36.75 |
2.0% |
44% |
False |
False |
66 |
| 60 |
2,045.50 |
1,696.25 |
349.25 |
19.4% |
35.25 |
2.0% |
31% |
False |
False |
46 |
| 80 |
2,045.50 |
1,696.25 |
349.25 |
19.4% |
26.75 |
1.5% |
31% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,935.50 |
|
2.618 |
1,890.50 |
|
1.618 |
1,863.00 |
|
1.000 |
1,846.00 |
|
0.618 |
1,835.50 |
|
HIGH |
1,818.50 |
|
0.618 |
1,808.00 |
|
0.500 |
1,804.75 |
|
0.382 |
1,801.50 |
|
LOW |
1,791.00 |
|
0.618 |
1,774.00 |
|
1.000 |
1,763.50 |
|
1.618 |
1,746.50 |
|
2.618 |
1,719.00 |
|
4.250 |
1,674.00 |
|
|