| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,391.25 |
2,349.00 |
-42.25 |
-1.8% |
2,350.00 |
| High |
2,391.25 |
2,360.25 |
-31.00 |
-1.3% |
2,415.50 |
| Low |
2,345.75 |
2,325.50 |
-20.25 |
-0.9% |
2,347.25 |
| Close |
2,361.50 |
2,339.00 |
-22.50 |
-1.0% |
2,402.75 |
| Range |
45.50 |
34.75 |
-10.75 |
-23.6% |
68.25 |
| ATR |
33.46 |
33.64 |
0.18 |
0.5% |
0.00 |
| Volume |
128 |
84 |
-44 |
-34.4% |
200 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.75 |
2,427.25 |
2,358.00 |
|
| R3 |
2,411.00 |
2,392.50 |
2,348.50 |
|
| R2 |
2,376.25 |
2,376.25 |
2,345.25 |
|
| R1 |
2,357.75 |
2,357.75 |
2,342.25 |
2,349.50 |
| PP |
2,341.50 |
2,341.50 |
2,341.50 |
2,337.50 |
| S1 |
2,323.00 |
2,323.00 |
2,335.75 |
2,315.00 |
| S2 |
2,306.75 |
2,306.75 |
2,332.75 |
|
| S3 |
2,272.00 |
2,288.25 |
2,329.50 |
|
| S4 |
2,237.25 |
2,253.50 |
2,320.00 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,593.25 |
2,566.25 |
2,440.25 |
|
| R3 |
2,525.00 |
2,498.00 |
2,421.50 |
|
| R2 |
2,456.75 |
2,456.75 |
2,415.25 |
|
| R1 |
2,429.75 |
2,429.75 |
2,409.00 |
2,443.25 |
| PP |
2,388.50 |
2,388.50 |
2,388.50 |
2,395.25 |
| S1 |
2,361.50 |
2,361.50 |
2,396.50 |
2,375.00 |
| S2 |
2,320.25 |
2,320.25 |
2,390.25 |
|
| S3 |
2,252.00 |
2,293.25 |
2,384.00 |
|
| S4 |
2,183.75 |
2,225.00 |
2,365.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,415.50 |
2,325.50 |
90.00 |
3.8% |
36.75 |
1.6% |
15% |
False |
True |
76 |
| 10 |
2,415.50 |
2,238.50 |
177.00 |
7.6% |
34.50 |
1.5% |
57% |
False |
False |
89 |
| 20 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
35.75 |
1.5% |
69% |
False |
False |
64 |
| 40 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
19.25 |
0.8% |
69% |
False |
False |
32 |
| 60 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
14.00 |
0.6% |
69% |
False |
False |
22 |
| 80 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
11.00 |
0.5% |
69% |
False |
False |
19 |
| 100 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
10.50 |
0.4% |
69% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,508.00 |
|
2.618 |
2,451.25 |
|
1.618 |
2,416.50 |
|
1.000 |
2,395.00 |
|
0.618 |
2,381.75 |
|
HIGH |
2,360.25 |
|
0.618 |
2,347.00 |
|
0.500 |
2,343.00 |
|
0.382 |
2,338.75 |
|
LOW |
2,325.50 |
|
0.618 |
2,304.00 |
|
1.000 |
2,290.75 |
|
1.618 |
2,269.25 |
|
2.618 |
2,234.50 |
|
4.250 |
2,177.75 |
|
|