| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,395.00 |
2,372.75 |
-22.25 |
-0.9% |
2,391.25 |
| High |
2,407.50 |
2,408.50 |
1.00 |
0.0% |
2,391.25 |
| Low |
2,376.25 |
2,361.00 |
-15.25 |
-0.6% |
2,309.50 |
| Close |
2,376.25 |
2,404.75 |
28.50 |
1.2% |
2,350.00 |
| Range |
31.25 |
47.50 |
16.25 |
52.0% |
81.75 |
| ATR |
35.97 |
36.80 |
0.82 |
2.3% |
0.00 |
| Volume |
83 |
154 |
71 |
85.5% |
534 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,534.00 |
2,516.75 |
2,431.00 |
|
| R3 |
2,486.50 |
2,469.25 |
2,417.75 |
|
| R2 |
2,439.00 |
2,439.00 |
2,413.50 |
|
| R1 |
2,421.75 |
2,421.75 |
2,409.00 |
2,430.50 |
| PP |
2,391.50 |
2,391.50 |
2,391.50 |
2,395.75 |
| S1 |
2,374.25 |
2,374.25 |
2,400.50 |
2,383.00 |
| S2 |
2,344.00 |
2,344.00 |
2,396.00 |
|
| S3 |
2,296.50 |
2,326.75 |
2,391.75 |
|
| S4 |
2,249.00 |
2,279.25 |
2,378.50 |
|
|
| 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 |
2,408.50 |
2,313.00 |
95.50 |
4.0% |
39.25 |
1.6% |
96% |
True |
False |
158 |
| 10 |
2,415.50 |
2,309.50 |
106.00 |
4.4% |
40.75 |
1.7% |
90% |
False |
False |
128 |
| 20 |
2,415.50 |
2,188.50 |
227.00 |
9.4% |
40.00 |
1.7% |
95% |
False |
False |
102 |
| 40 |
2,415.50 |
2,171.50 |
244.00 |
10.1% |
26.25 |
1.1% |
96% |
False |
False |
57 |
| 60 |
2,415.50 |
2,171.50 |
244.00 |
10.1% |
17.75 |
0.7% |
96% |
False |
False |
39 |
| 80 |
2,415.50 |
2,171.50 |
244.00 |
10.1% |
14.50 |
0.6% |
96% |
False |
False |
30 |
| 100 |
2,415.50 |
2,171.50 |
244.00 |
10.1% |
13.25 |
0.6% |
96% |
False |
False |
26 |
| 120 |
2,415.50 |
2,171.50 |
244.00 |
10.1% |
11.00 |
0.5% |
96% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,610.50 |
|
2.618 |
2,532.75 |
|
1.618 |
2,485.25 |
|
1.000 |
2,456.00 |
|
0.618 |
2,437.75 |
|
HIGH |
2,408.50 |
|
0.618 |
2,390.25 |
|
0.500 |
2,384.75 |
|
0.382 |
2,379.25 |
|
LOW |
2,361.00 |
|
0.618 |
2,331.75 |
|
1.000 |
2,313.50 |
|
1.618 |
2,284.25 |
|
2.618 |
2,236.75 |
|
4.250 |
2,159.00 |
|
|