Day Change Summary |
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Previous |
Current |
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26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,996.93 |
1,988.85 |
-8.08 |
-0.4% |
2,043.82 |
High |
2,012.49 |
1,997.79 |
-14.70 |
-0.7% |
2,045.81 |
Low |
1,955.62 |
1,956.16 |
0.54 |
0.0% |
1,955.62 |
Close |
1,986.60 |
1,956.19 |
-30.41 |
-1.5% |
1,956.19 |
Range |
56.87 |
41.63 |
-15.24 |
-26.8% |
90.19 |
ATR |
24.75 |
25.95 |
1.21 |
4.9% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,094.94 |
2,067.19 |
1,979.09 |
|
R3 |
2,053.31 |
2,025.56 |
1,967.64 |
|
R2 |
2,011.68 |
2,011.68 |
1,963.82 |
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R1 |
1,983.93 |
1,983.93 |
1,960.01 |
1,976.99 |
PP |
1,970.05 |
1,970.05 |
1,970.05 |
1,966.58 |
S1 |
1,942.30 |
1,942.30 |
1,952.37 |
1,935.36 |
S2 |
1,928.42 |
1,928.42 |
1,948.56 |
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S3 |
1,886.79 |
1,900.67 |
1,944.74 |
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S4 |
1,845.16 |
1,859.04 |
1,933.29 |
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Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,256.44 |
2,196.51 |
2,005.79 |
|
R3 |
2,166.25 |
2,106.32 |
1,980.99 |
|
R2 |
2,076.06 |
2,076.06 |
1,972.72 |
|
R1 |
2,016.13 |
2,016.13 |
1,964.46 |
2,001.00 |
PP |
1,985.87 |
1,985.87 |
1,985.87 |
1,978.31 |
S1 |
1,925.94 |
1,925.94 |
1,947.92 |
1,910.81 |
S2 |
1,895.68 |
1,895.68 |
1,939.66 |
|
S3 |
1,805.49 |
1,835.75 |
1,931.39 |
|
S4 |
1,715.30 |
1,745.56 |
1,906.59 |
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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 |
2,045.81 |
1,955.62 |
90.19 |
4.6% |
35.93 |
1.8% |
1% |
False |
False |
|
10 |
2,060.29 |
1,955.62 |
104.67 |
5.4% |
26.51 |
1.4% |
1% |
False |
False |
|
20 |
2,060.29 |
1,920.83 |
139.46 |
7.1% |
22.25 |
1.1% |
25% |
False |
False |
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40 |
2,060.29 |
1,876.52 |
183.77 |
9.4% |
21.56 |
1.1% |
43% |
False |
False |
|
60 |
2,060.29 |
1,866.98 |
193.31 |
9.9% |
21.11 |
1.1% |
46% |
False |
False |
|
80 |
2,060.29 |
1,788.40 |
271.89 |
13.9% |
19.96 |
1.0% |
62% |
False |
False |
|
100 |
2,060.29 |
1,711.28 |
349.01 |
17.8% |
20.15 |
1.0% |
70% |
False |
False |
|
120 |
2,060.29 |
1,710.97 |
349.32 |
17.9% |
20.86 |
1.1% |
70% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,174.72 |
2.618 |
2,106.78 |
1.618 |
2,065.15 |
1.000 |
2,039.42 |
0.618 |
2,023.52 |
HIGH |
1,997.79 |
0.618 |
1,981.89 |
0.500 |
1,976.98 |
0.382 |
1,972.06 |
LOW |
1,956.16 |
0.618 |
1,930.43 |
1.000 |
1,914.53 |
1.618 |
1,888.80 |
2.618 |
1,847.17 |
4.250 |
1,779.23 |
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