| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,338.50 |
2,395.00 |
56.50 |
2.4% |
2,391.25 |
| High |
2,393.50 |
2,407.50 |
14.00 |
0.6% |
2,391.25 |
| Low |
2,334.75 |
2,376.25 |
41.50 |
1.8% |
2,309.50 |
| Close |
2,383.50 |
2,376.25 |
-7.25 |
-0.3% |
2,350.00 |
| Range |
58.75 |
31.25 |
-27.50 |
-46.8% |
81.75 |
| ATR |
36.34 |
35.97 |
-0.36 |
-1.0% |
0.00 |
| Volume |
360 |
83 |
-277 |
-76.9% |
534 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.50 |
2,459.50 |
2,393.50 |
|
| R3 |
2,449.25 |
2,428.25 |
2,384.75 |
|
| R2 |
2,418.00 |
2,418.00 |
2,382.00 |
|
| R1 |
2,397.00 |
2,397.00 |
2,379.00 |
2,392.00 |
| PP |
2,386.75 |
2,386.75 |
2,386.75 |
2,384.00 |
| S1 |
2,365.75 |
2,365.75 |
2,373.50 |
2,360.50 |
| S2 |
2,355.50 |
2,355.50 |
2,370.50 |
|
| S3 |
2,324.25 |
2,334.50 |
2,367.75 |
|
| S4 |
2,293.00 |
2,303.25 |
2,359.00 |
|
|
| 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 |
2,407.50 |
2,309.50 |
98.00 |
4.1% |
40.25 |
1.7% |
68% |
True |
False |
134 |
| 10 |
2,415.50 |
2,309.50 |
106.00 |
4.5% |
39.75 |
1.7% |
63% |
False |
False |
117 |
| 20 |
2,415.50 |
2,188.50 |
227.00 |
9.6% |
38.50 |
1.6% |
83% |
False |
False |
98 |
| 40 |
2,415.50 |
2,171.50 |
244.00 |
10.3% |
25.00 |
1.1% |
84% |
False |
False |
53 |
| 60 |
2,415.50 |
2,171.50 |
244.00 |
10.3% |
17.00 |
0.7% |
84% |
False |
False |
36 |
| 80 |
2,415.50 |
2,171.50 |
244.00 |
10.3% |
13.75 |
0.6% |
84% |
False |
False |
29 |
| 100 |
2,415.50 |
2,171.50 |
244.00 |
10.3% |
12.75 |
0.5% |
84% |
False |
False |
24 |
| 120 |
2,415.50 |
2,171.50 |
244.00 |
10.3% |
10.75 |
0.4% |
84% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.25 |
|
2.618 |
2,489.25 |
|
1.618 |
2,458.00 |
|
1.000 |
2,438.75 |
|
0.618 |
2,426.75 |
|
HIGH |
2,407.50 |
|
0.618 |
2,395.50 |
|
0.500 |
2,392.00 |
|
0.382 |
2,388.25 |
|
LOW |
2,376.25 |
|
0.618 |
2,357.00 |
|
1.000 |
2,345.00 |
|
1.618 |
2,325.75 |
|
2.618 |
2,294.50 |
|
4.250 |
2,243.50 |
|
|