| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,341.50 |
2,338.50 |
-3.00 |
-0.1% |
2,391.25 |
| High |
2,346.00 |
2,393.50 |
47.50 |
2.0% |
2,391.25 |
| Low |
2,313.00 |
2,334.75 |
21.75 |
0.9% |
2,309.50 |
| Close |
2,334.50 |
2,383.50 |
49.00 |
2.1% |
2,350.00 |
| Range |
33.00 |
58.75 |
25.75 |
78.0% |
81.75 |
| ATR |
34.59 |
36.34 |
1.74 |
5.0% |
0.00 |
| Volume |
79 |
360 |
281 |
355.7% |
534 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.75 |
2,524.00 |
2,415.75 |
|
| R3 |
2,488.00 |
2,465.25 |
2,399.75 |
|
| R2 |
2,429.25 |
2,429.25 |
2,394.25 |
|
| R1 |
2,406.50 |
2,406.50 |
2,389.00 |
2,418.00 |
| PP |
2,370.50 |
2,370.50 |
2,370.50 |
2,376.25 |
| S1 |
2,347.75 |
2,347.75 |
2,378.00 |
2,359.00 |
| S2 |
2,311.75 |
2,311.75 |
2,372.75 |
|
| S3 |
2,253.00 |
2,289.00 |
2,367.25 |
|
| S4 |
2,194.25 |
2,230.25 |
2,351.25 |
|
|
| 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 |
2,393.50 |
2,309.50 |
84.00 |
3.5% |
41.00 |
1.7% |
88% |
True |
False |
152 |
| 10 |
2,415.50 |
2,309.50 |
106.00 |
4.4% |
38.75 |
1.6% |
70% |
False |
False |
114 |
| 20 |
2,415.50 |
2,188.50 |
227.00 |
9.5% |
39.50 |
1.7% |
86% |
False |
False |
98 |
| 40 |
2,415.50 |
2,171.50 |
244.00 |
10.2% |
24.25 |
1.0% |
87% |
False |
False |
51 |
| 60 |
2,415.50 |
2,171.50 |
244.00 |
10.2% |
16.50 |
0.7% |
87% |
False |
False |
35 |
| 80 |
2,415.50 |
2,171.50 |
244.00 |
10.2% |
13.50 |
0.6% |
87% |
False |
False |
28 |
| 100 |
2,415.50 |
2,171.50 |
244.00 |
10.2% |
12.50 |
0.5% |
87% |
False |
False |
23 |
| 120 |
2,415.50 |
2,171.50 |
244.00 |
10.2% |
10.25 |
0.4% |
87% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.25 |
|
2.618 |
2,547.25 |
|
1.618 |
2,488.50 |
|
1.000 |
2,452.25 |
|
0.618 |
2,429.75 |
|
HIGH |
2,393.50 |
|
0.618 |
2,371.00 |
|
0.500 |
2,364.00 |
|
0.382 |
2,357.25 |
|
LOW |
2,334.75 |
|
0.618 |
2,298.50 |
|
1.000 |
2,276.00 |
|
1.618 |
2,239.75 |
|
2.618 |
2,181.00 |
|
4.250 |
2,085.00 |
|
|