| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,335.50 |
2,329.75 |
-5.75 |
-0.2% |
2,350.00 |
| High |
2,368.50 |
2,361.25 |
-7.25 |
-0.3% |
2,415.50 |
| Low |
2,333.00 |
2,309.50 |
-23.50 |
-1.0% |
2,347.25 |
| Close |
2,339.00 |
2,328.00 |
-11.00 |
-0.5% |
2,402.75 |
| Range |
35.50 |
51.75 |
16.25 |
45.8% |
68.25 |
| ATR |
33.77 |
35.06 |
1.28 |
3.8% |
0.00 |
| Volume |
171 |
37 |
-134 |
-78.4% |
200 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.25 |
2,459.75 |
2,356.50 |
|
| R3 |
2,436.50 |
2,408.00 |
2,342.25 |
|
| R2 |
2,384.75 |
2,384.75 |
2,337.50 |
|
| R1 |
2,356.25 |
2,356.25 |
2,332.75 |
2,344.50 |
| PP |
2,333.00 |
2,333.00 |
2,333.00 |
2,327.00 |
| S1 |
2,304.50 |
2,304.50 |
2,323.25 |
2,293.00 |
| S2 |
2,281.25 |
2,281.25 |
2,318.50 |
|
| S3 |
2,229.50 |
2,252.75 |
2,313.75 |
|
| S4 |
2,177.75 |
2,201.00 |
2,299.50 |
|
|
| 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 |
2,309.50 |
106.00 |
4.6% |
42.50 |
1.8% |
17% |
False |
True |
98 |
| 10 |
2,415.50 |
2,283.25 |
132.25 |
5.7% |
36.75 |
1.6% |
34% |
False |
False |
98 |
| 20 |
2,415.50 |
2,171.50 |
244.00 |
10.5% |
38.00 |
1.6% |
64% |
False |
False |
73 |
| 40 |
2,415.50 |
2,171.50 |
244.00 |
10.5% |
21.25 |
0.9% |
64% |
False |
False |
38 |
| 60 |
2,415.50 |
2,171.50 |
244.00 |
10.5% |
14.75 |
0.6% |
64% |
False |
False |
26 |
| 80 |
2,415.50 |
2,171.50 |
244.00 |
10.5% |
12.00 |
0.5% |
64% |
False |
False |
21 |
| 100 |
2,415.50 |
2,171.50 |
244.00 |
10.5% |
11.25 |
0.5% |
64% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,581.25 |
|
2.618 |
2,496.75 |
|
1.618 |
2,445.00 |
|
1.000 |
2,413.00 |
|
0.618 |
2,393.25 |
|
HIGH |
2,361.25 |
|
0.618 |
2,341.50 |
|
0.500 |
2,335.50 |
|
0.382 |
2,329.25 |
|
LOW |
2,309.50 |
|
0.618 |
2,277.50 |
|
1.000 |
2,257.75 |
|
1.618 |
2,225.75 |
|
2.618 |
2,174.00 |
|
4.250 |
2,089.50 |
|
|