| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5,110.0 |
5,145.0 |
35.0 |
0.7% |
4,817.5 |
| High |
5,164.0 |
5,255.0 |
91.0 |
1.8% |
5,143.0 |
| Low |
5,095.5 |
5,143.0 |
47.5 |
0.9% |
4,810.0 |
| Close |
5,124.0 |
5,228.0 |
104.0 |
2.0% |
5,110.0 |
| Range |
68.5 |
112.0 |
43.5 |
63.5% |
333.0 |
| ATR |
115.7 |
116.8 |
1.1 |
0.9% |
0.0 |
| Volume |
77,187 |
70,887 |
-6,300 |
-8.2% |
355,993 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,544.5 |
5,498.5 |
5,289.5 |
|
| R3 |
5,432.5 |
5,386.5 |
5,259.0 |
|
| R2 |
5,320.5 |
5,320.5 |
5,248.5 |
|
| R1 |
5,274.5 |
5,274.5 |
5,238.5 |
5,297.5 |
| PP |
5,208.5 |
5,208.5 |
5,208.5 |
5,220.0 |
| S1 |
5,162.5 |
5,162.5 |
5,217.5 |
5,185.5 |
| S2 |
5,096.5 |
5,096.5 |
5,207.5 |
|
| S3 |
4,984.5 |
5,050.5 |
5,197.0 |
|
| S4 |
4,872.5 |
4,938.5 |
5,166.5 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,020.0 |
5,898.0 |
5,293.0 |
|
| R3 |
5,687.0 |
5,565.0 |
5,201.5 |
|
| R2 |
5,354.0 |
5,354.0 |
5,171.0 |
|
| R1 |
5,232.0 |
5,232.0 |
5,140.5 |
5,293.0 |
| PP |
5,021.0 |
5,021.0 |
5,021.0 |
5,051.5 |
| S1 |
4,899.0 |
4,899.0 |
5,079.5 |
4,960.0 |
| S2 |
4,688.0 |
4,688.0 |
5,049.0 |
|
| S3 |
4,355.0 |
4,566.0 |
5,018.5 |
|
| S4 |
4,022.0 |
4,233.0 |
4,927.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,255.0 |
4,857.5 |
397.5 |
7.6% |
105.5 |
2.0% |
93% |
True |
False |
92,942 |
| 10 |
5,255.0 |
4,757.0 |
498.0 |
9.5% |
110.5 |
2.1% |
95% |
True |
False |
101,951 |
| 20 |
5,310.0 |
4,757.0 |
553.0 |
10.6% |
101.5 |
1.9% |
85% |
False |
False |
120,324 |
| 40 |
5,310.0 |
4,757.0 |
553.0 |
10.6% |
107.0 |
2.0% |
85% |
False |
False |
64,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,731.0 |
|
2.618 |
5,548.0 |
|
1.618 |
5,436.0 |
|
1.000 |
5,367.0 |
|
0.618 |
5,324.0 |
|
HIGH |
5,255.0 |
|
0.618 |
5,212.0 |
|
0.500 |
5,199.0 |
|
0.382 |
5,186.0 |
|
LOW |
5,143.0 |
|
0.618 |
5,074.0 |
|
1.000 |
5,031.0 |
|
1.618 |
4,962.0 |
|
2.618 |
4,850.0 |
|
4.250 |
4,667.0 |
|
|