Day Change Summary |
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Previous |
Current |
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12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
5,761.5 |
5,841.0 |
79.5 |
1.4% |
5,945.5 |
High |
5,800.0 |
5,841.0 |
41.0 |
0.7% |
6,000.5 |
Low |
5,761.0 |
5,794.0 |
33.0 |
0.6% |
5,919.5 |
Close |
5,816.0 |
5,841.0 |
25.0 |
0.4% |
5,931.5 |
Range |
39.0 |
47.0 |
8.0 |
20.5% |
81.0 |
ATR |
54.2 |
53.7 |
-0.5 |
-0.9% |
0.0 |
Volume |
2 |
6 |
4 |
200.0% |
21 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,966.5 |
5,950.5 |
5,867.0 |
|
R3 |
5,919.5 |
5,903.5 |
5,854.0 |
|
R2 |
5,872.5 |
5,872.5 |
5,849.5 |
|
R1 |
5,856.5 |
5,856.5 |
5,845.5 |
5,864.5 |
PP |
5,825.5 |
5,825.5 |
5,825.5 |
5,829.0 |
S1 |
5,809.5 |
5,809.5 |
5,836.5 |
5,817.5 |
S2 |
5,778.5 |
5,778.5 |
5,832.5 |
|
S3 |
5,731.5 |
5,762.5 |
5,828.0 |
|
S4 |
5,684.5 |
5,715.5 |
5,815.0 |
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Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,193.5 |
6,143.5 |
5,976.0 |
|
R3 |
6,112.5 |
6,062.5 |
5,954.0 |
|
R2 |
6,031.5 |
6,031.5 |
5,946.5 |
|
R1 |
5,981.5 |
5,981.5 |
5,939.0 |
5,966.0 |
PP |
5,950.5 |
5,950.5 |
5,950.5 |
5,943.0 |
S1 |
5,900.5 |
5,900.5 |
5,924.0 |
5,885.0 |
S2 |
5,869.5 |
5,869.5 |
5,916.5 |
|
S3 |
5,788.5 |
5,819.5 |
5,909.0 |
|
S4 |
5,707.5 |
5,738.5 |
5,887.0 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,000.5 |
5,761.0 |
239.5 |
4.1% |
43.0 |
0.7% |
33% |
False |
False |
3 |
10 |
6,000.5 |
5,761.0 |
239.5 |
4.1% |
43.0 |
0.7% |
33% |
False |
False |
16 |
20 |
6,000.5 |
5,586.5 |
414.0 |
7.1% |
35.5 |
0.6% |
61% |
False |
False |
21 |
40 |
6,000.5 |
5,586.5 |
414.0 |
7.1% |
21.0 |
0.4% |
61% |
False |
False |
13 |
60 |
6,000.5 |
5,586.5 |
414.0 |
7.1% |
14.5 |
0.2% |
61% |
False |
False |
8 |
80 |
6,000.5 |
5,586.5 |
414.0 |
7.1% |
12.5 |
0.2% |
61% |
False |
False |
8 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,041.0 |
2.618 |
5,964.0 |
1.618 |
5,917.0 |
1.000 |
5,888.0 |
0.618 |
5,870.0 |
HIGH |
5,841.0 |
0.618 |
5,823.0 |
0.500 |
5,817.5 |
0.382 |
5,812.0 |
LOW |
5,794.0 |
0.618 |
5,765.0 |
1.000 |
5,747.0 |
1.618 |
5,718.0 |
2.618 |
5,671.0 |
4.250 |
5,594.0 |
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