Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,961.78 |
1,992.53 |
30.75 |
1.6% |
2,043.82 |
High |
1,981.86 |
1,992.53 |
10.67 |
0.5% |
2,045.81 |
Low |
1,951.36 |
1,931.99 |
-19.37 |
-1.0% |
1,955.62 |
Close |
1,973.93 |
1,932.06 |
-41.87 |
-2.1% |
1,956.19 |
Range |
30.50 |
60.54 |
30.04 |
98.5% |
90.19 |
ATR |
26.28 |
28.73 |
2.45 |
9.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,133.81 |
2,093.48 |
1,965.36 |
|
R3 |
2,073.27 |
2,032.94 |
1,948.71 |
|
R2 |
2,012.73 |
2,012.73 |
1,943.16 |
|
R1 |
1,972.40 |
1,972.40 |
1,937.61 |
1,962.30 |
PP |
1,952.19 |
1,952.19 |
1,952.19 |
1,947.14 |
S1 |
1,911.86 |
1,911.86 |
1,926.51 |
1,901.76 |
S2 |
1,891.65 |
1,891.65 |
1,920.96 |
|
S3 |
1,831.11 |
1,851.32 |
1,915.41 |
|
S4 |
1,770.57 |
1,790.78 |
1,898.76 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,020.68 |
1,931.99 |
88.69 |
4.6% |
42.83 |
2.2% |
0% |
False |
True |
|
10 |
2,060.29 |
1,931.99 |
128.30 |
6.6% |
32.75 |
1.7% |
0% |
False |
True |
|
20 |
2,060.29 |
1,931.99 |
128.30 |
6.6% |
24.77 |
1.3% |
0% |
False |
True |
|
40 |
2,060.29 |
1,876.52 |
183.77 |
9.5% |
23.07 |
1.2% |
30% |
False |
False |
|
60 |
2,060.29 |
1,866.98 |
193.31 |
10.0% |
22.16 |
1.1% |
34% |
False |
False |
|
80 |
2,060.29 |
1,788.40 |
271.89 |
14.1% |
20.79 |
1.1% |
53% |
False |
False |
|
100 |
2,060.29 |
1,711.28 |
349.01 |
18.1% |
20.77 |
1.1% |
63% |
False |
False |
|
120 |
2,060.29 |
1,710.97 |
349.32 |
18.1% |
21.25 |
1.1% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,249.83 |
2.618 |
2,151.02 |
1.618 |
2,090.48 |
1.000 |
2,053.07 |
0.618 |
2,029.94 |
HIGH |
1,992.53 |
0.618 |
1,969.40 |
0.500 |
1,962.26 |
0.382 |
1,955.12 |
LOW |
1,931.99 |
0.618 |
1,894.58 |
1.000 |
1,871.45 |
1.618 |
1,834.04 |
2.618 |
1,773.50 |
4.250 |
1,674.70 |
|
|