Day Change Summary |
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Previous |
Current |
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29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,294.37 |
1,299.52 |
5.15 |
0.4% |
1,338.91 |
High |
1,304.16 |
1,307.38 |
3.22 |
0.2% |
1,343.84 |
Low |
1,282.86 |
1,274.73 |
-8.13 |
-0.6% |
1,282.86 |
Close |
1,292.28 |
1,286.94 |
-5.34 |
-0.4% |
1,292.28 |
Range |
21.30 |
32.65 |
11.35 |
53.3% |
60.98 |
ATR |
16.76 |
17.89 |
1.14 |
6.8% |
0.00 |
Volume |
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Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.63 |
1,369.94 |
1,304.90 |
|
R3 |
1,354.98 |
1,337.29 |
1,295.92 |
|
R2 |
1,322.33 |
1,322.33 |
1,292.93 |
|
R1 |
1,304.64 |
1,304.64 |
1,289.93 |
1,297.16 |
PP |
1,289.68 |
1,289.68 |
1,289.68 |
1,285.95 |
S1 |
1,271.99 |
1,271.99 |
1,283.95 |
1,264.51 |
S2 |
1,257.03 |
1,257.03 |
1,280.95 |
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S3 |
1,224.38 |
1,239.34 |
1,277.96 |
|
S4 |
1,191.73 |
1,206.69 |
1,268.98 |
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Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.27 |
1,451.75 |
1,325.82 |
|
R3 |
1,428.29 |
1,390.77 |
1,309.05 |
|
R2 |
1,367.31 |
1,367.31 |
1,303.46 |
|
R1 |
1,329.79 |
1,329.79 |
1,297.87 |
1,318.06 |
PP |
1,306.33 |
1,306.33 |
1,306.33 |
1,300.46 |
S1 |
1,268.81 |
1,268.81 |
1,286.69 |
1,257.08 |
S2 |
1,245.35 |
1,245.35 |
1,281.10 |
|
S3 |
1,184.37 |
1,207.83 |
1,275.51 |
|
S4 |
1,123.39 |
1,146.85 |
1,258.74 |
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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 |
1,338.51 |
1,274.73 |
63.78 |
5.0% |
20.82 |
1.6% |
19% |
False |
True |
|
10 |
1,347.00 |
1,274.73 |
72.27 |
5.6% |
17.52 |
1.4% |
17% |
False |
True |
|
20 |
1,356.48 |
1,274.73 |
81.75 |
6.4% |
16.79 |
1.3% |
15% |
False |
True |
|
40 |
1,356.48 |
1,258.07 |
98.41 |
7.6% |
16.54 |
1.3% |
29% |
False |
False |
|
60 |
1,359.44 |
1,258.07 |
101.37 |
7.9% |
16.02 |
1.2% |
28% |
False |
False |
|
80 |
1,370.58 |
1,258.07 |
112.51 |
8.7% |
14.99 |
1.2% |
26% |
False |
False |
|
100 |
1,370.58 |
1,250.11 |
120.47 |
9.4% |
14.66 |
1.1% |
31% |
False |
False |
|
120 |
1,370.58 |
1,250.11 |
120.47 |
9.4% |
14.57 |
1.1% |
31% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,446.14 |
2.618 |
1,392.86 |
1.618 |
1,360.21 |
1.000 |
1,340.03 |
0.618 |
1,327.56 |
HIGH |
1,307.38 |
0.618 |
1,294.91 |
0.500 |
1,291.06 |
0.382 |
1,287.20 |
LOW |
1,274.73 |
0.618 |
1,254.55 |
1.000 |
1,242.08 |
1.618 |
1,221.90 |
2.618 |
1,189.25 |
4.250 |
1,135.97 |
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