| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,349.00 |
2,335.50 |
-13.50 |
-0.6% |
2,350.00 |
| High |
2,360.25 |
2,368.50 |
8.25 |
0.3% |
2,415.50 |
| Low |
2,325.50 |
2,333.00 |
7.50 |
0.3% |
2,347.25 |
| Close |
2,339.00 |
2,339.00 |
0.00 |
0.0% |
2,402.75 |
| Range |
34.75 |
35.50 |
0.75 |
2.2% |
68.25 |
| ATR |
33.64 |
33.77 |
0.13 |
0.4% |
0.00 |
| Volume |
84 |
171 |
87 |
103.6% |
200 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.25 |
2,431.75 |
2,358.50 |
|
| R3 |
2,417.75 |
2,396.25 |
2,348.75 |
|
| R2 |
2,382.25 |
2,382.25 |
2,345.50 |
|
| R1 |
2,360.75 |
2,360.75 |
2,342.25 |
2,371.50 |
| PP |
2,346.75 |
2,346.75 |
2,346.75 |
2,352.25 |
| S1 |
2,325.25 |
2,325.25 |
2,335.75 |
2,336.00 |
| S2 |
2,311.25 |
2,311.25 |
2,332.50 |
|
| S3 |
2,275.75 |
2,289.75 |
2,329.25 |
|
| S4 |
2,240.25 |
2,254.25 |
2,319.50 |
|
|
| 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% |
39.25 |
1.7% |
15% |
False |
False |
99 |
| 10 |
2,415.50 |
2,270.75 |
144.75 |
6.2% |
34.00 |
1.5% |
47% |
False |
False |
103 |
| 20 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
36.75 |
1.6% |
69% |
False |
False |
72 |
| 40 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
20.25 |
0.9% |
69% |
False |
False |
37 |
| 60 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
14.25 |
0.6% |
69% |
False |
False |
25 |
| 80 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
11.25 |
0.5% |
69% |
False |
False |
21 |
| 100 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
10.75 |
0.5% |
69% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.50 |
|
2.618 |
2,461.50 |
|
1.618 |
2,426.00 |
|
1.000 |
2,404.00 |
|
0.618 |
2,390.50 |
|
HIGH |
2,368.50 |
|
0.618 |
2,355.00 |
|
0.500 |
2,350.75 |
|
0.382 |
2,346.50 |
|
LOW |
2,333.00 |
|
0.618 |
2,311.00 |
|
1.000 |
2,297.50 |
|
1.618 |
2,275.50 |
|
2.618 |
2,240.00 |
|
4.250 |
2,182.00 |
|
|