| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,331.25 |
2,341.50 |
10.25 |
0.4% |
2,391.25 |
| High |
2,352.50 |
2,346.00 |
-6.50 |
-0.3% |
2,391.25 |
| Low |
2,326.50 |
2,313.00 |
-13.50 |
-0.6% |
2,309.50 |
| Close |
2,350.00 |
2,334.50 |
-15.50 |
-0.7% |
2,350.00 |
| Range |
26.00 |
33.00 |
7.00 |
26.9% |
81.75 |
| ATR |
34.41 |
34.59 |
0.19 |
0.5% |
0.00 |
| Volume |
114 |
79 |
-35 |
-30.7% |
534 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.25 |
2,415.25 |
2,352.75 |
|
| R3 |
2,397.25 |
2,382.25 |
2,343.50 |
|
| R2 |
2,364.25 |
2,364.25 |
2,340.50 |
|
| R1 |
2,349.25 |
2,349.25 |
2,337.50 |
2,340.25 |
| PP |
2,331.25 |
2,331.25 |
2,331.25 |
2,326.50 |
| S1 |
2,316.25 |
2,316.25 |
2,331.50 |
2,307.25 |
| S2 |
2,298.25 |
2,298.25 |
2,328.50 |
|
| S3 |
2,265.25 |
2,283.25 |
2,325.50 |
|
| S4 |
2,232.25 |
2,250.25 |
2,316.25 |
|
|
| 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 |
2,368.50 |
2,309.50 |
59.00 |
2.5% |
36.25 |
1.6% |
42% |
False |
False |
97 |
| 10 |
2,415.50 |
2,309.50 |
106.00 |
4.5% |
35.00 |
1.5% |
24% |
False |
False |
81 |
| 20 |
2,415.50 |
2,171.50 |
244.00 |
10.5% |
38.00 |
1.6% |
67% |
False |
False |
81 |
| 40 |
2,415.50 |
2,171.50 |
244.00 |
10.5% |
22.75 |
1.0% |
67% |
False |
False |
42 |
| 60 |
2,415.50 |
2,171.50 |
244.00 |
10.5% |
15.50 |
0.7% |
67% |
False |
False |
29 |
| 80 |
2,415.50 |
2,171.50 |
244.00 |
10.5% |
12.75 |
0.5% |
67% |
False |
False |
23 |
| 100 |
2,415.50 |
2,171.50 |
244.00 |
10.5% |
11.75 |
0.5% |
67% |
False |
False |
20 |
| 120 |
2,415.50 |
2,171.50 |
244.00 |
10.5% |
10.00 |
0.4% |
67% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,486.25 |
|
2.618 |
2,432.50 |
|
1.618 |
2,399.50 |
|
1.000 |
2,379.00 |
|
0.618 |
2,366.50 |
|
HIGH |
2,346.00 |
|
0.618 |
2,333.50 |
|
0.500 |
2,329.50 |
|
0.382 |
2,325.50 |
|
LOW |
2,313.00 |
|
0.618 |
2,292.50 |
|
1.000 |
2,280.00 |
|
1.618 |
2,259.50 |
|
2.618 |
2,226.50 |
|
4.250 |
2,172.75 |
|
|