| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,329.75 |
2,331.25 |
1.50 |
0.1% |
2,391.25 |
| High |
2,361.25 |
2,352.50 |
-8.75 |
-0.4% |
2,391.25 |
| Low |
2,309.50 |
2,326.50 |
17.00 |
0.7% |
2,309.50 |
| Close |
2,328.00 |
2,350.00 |
22.00 |
0.9% |
2,350.00 |
| Range |
51.75 |
26.00 |
-25.75 |
-49.8% |
81.75 |
| ATR |
35.06 |
34.41 |
-0.65 |
-1.8% |
0.00 |
| Volume |
37 |
114 |
77 |
208.1% |
534 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.00 |
2,411.50 |
2,364.25 |
|
| R3 |
2,395.00 |
2,385.50 |
2,357.25 |
|
| R2 |
2,369.00 |
2,369.00 |
2,354.75 |
|
| R1 |
2,359.50 |
2,359.50 |
2,352.50 |
2,364.25 |
| PP |
2,343.00 |
2,343.00 |
2,343.00 |
2,345.50 |
| S1 |
2,333.50 |
2,333.50 |
2,347.50 |
2,338.25 |
| S2 |
2,317.00 |
2,317.00 |
2,345.25 |
|
| S3 |
2,291.00 |
2,307.50 |
2,342.75 |
|
| S4 |
2,265.00 |
2,281.50 |
2,335.75 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.50 |
2,554.50 |
2,395.00 |
|
| R3 |
2,513.75 |
2,472.75 |
2,372.50 |
|
| R2 |
2,432.00 |
2,432.00 |
2,365.00 |
|
| R1 |
2,391.00 |
2,391.00 |
2,357.50 |
2,370.50 |
| PP |
2,350.25 |
2,350.25 |
2,350.25 |
2,340.00 |
| S1 |
2,309.25 |
2,309.25 |
2,342.50 |
2,289.00 |
| S2 |
2,268.50 |
2,268.50 |
2,335.00 |
|
| S3 |
2,186.75 |
2,227.50 |
2,327.50 |
|
| S4 |
2,105.00 |
2,145.75 |
2,305.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,391.25 |
2,309.50 |
81.75 |
3.5% |
38.75 |
1.6% |
50% |
False |
False |
106 |
| 10 |
2,415.50 |
2,309.50 |
106.00 |
4.5% |
36.00 |
1.5% |
38% |
False |
False |
96 |
| 20 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
38.00 |
1.6% |
73% |
False |
False |
77 |
| 40 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
22.00 |
0.9% |
73% |
False |
False |
40 |
| 60 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
15.00 |
0.6% |
73% |
False |
False |
28 |
| 80 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
12.25 |
0.5% |
73% |
False |
False |
22 |
| 100 |
2,415.50 |
2,171.50 |
244.00 |
10.4% |
11.50 |
0.5% |
73% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.00 |
|
2.618 |
2,420.50 |
|
1.618 |
2,394.50 |
|
1.000 |
2,378.50 |
|
0.618 |
2,368.50 |
|
HIGH |
2,352.50 |
|
0.618 |
2,342.50 |
|
0.500 |
2,339.50 |
|
0.382 |
2,336.50 |
|
LOW |
2,326.50 |
|
0.618 |
2,310.50 |
|
1.000 |
2,300.50 |
|
1.618 |
2,284.50 |
|
2.618 |
2,258.50 |
|
4.250 |
2,216.00 |
|
|