Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1,992.53 |
1,929.09 |
-63.44 |
-3.2% |
2,043.82 |
High |
1,992.53 |
1,946.76 |
-45.77 |
-2.3% |
2,045.81 |
Low |
1,931.99 |
1,912.10 |
-19.89 |
-1.0% |
1,955.62 |
Close |
1,932.06 |
1,945.08 |
13.02 |
0.7% |
1,956.19 |
Range |
60.54 |
34.66 |
-25.88 |
-42.7% |
90.19 |
ATR |
28.73 |
29.15 |
0.42 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.63 |
2,026.51 |
1,964.14 |
|
R3 |
2,003.97 |
1,991.85 |
1,954.61 |
|
R2 |
1,969.31 |
1,969.31 |
1,951.43 |
|
R1 |
1,957.19 |
1,957.19 |
1,948.26 |
1,963.25 |
PP |
1,934.65 |
1,934.65 |
1,934.65 |
1,937.68 |
S1 |
1,922.53 |
1,922.53 |
1,941.90 |
1,928.59 |
S2 |
1,899.99 |
1,899.99 |
1,938.73 |
|
S3 |
1,865.33 |
1,887.87 |
1,935.55 |
|
S4 |
1,830.67 |
1,853.21 |
1,926.02 |
|
|
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 |
2,012.49 |
1,912.10 |
100.39 |
5.2% |
44.84 |
2.3% |
33% |
False |
True |
|
10 |
2,060.29 |
1,912.10 |
148.19 |
7.6% |
34.27 |
1.8% |
22% |
False |
True |
|
20 |
2,060.29 |
1,912.10 |
148.19 |
7.6% |
25.94 |
1.3% |
22% |
False |
True |
|
40 |
2,060.29 |
1,876.52 |
183.77 |
9.4% |
23.52 |
1.2% |
37% |
False |
False |
|
60 |
2,060.29 |
1,866.98 |
193.31 |
9.9% |
22.61 |
1.2% |
40% |
False |
False |
|
80 |
2,060.29 |
1,788.40 |
271.89 |
14.0% |
21.05 |
1.1% |
58% |
False |
False |
|
100 |
2,060.29 |
1,711.28 |
349.01 |
17.9% |
20.85 |
1.1% |
67% |
False |
False |
|
120 |
2,060.29 |
1,710.97 |
349.32 |
18.0% |
21.42 |
1.1% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,094.07 |
2.618 |
2,037.50 |
1.618 |
2,002.84 |
1.000 |
1,981.42 |
0.618 |
1,968.18 |
HIGH |
1,946.76 |
0.618 |
1,933.52 |
0.500 |
1,929.43 |
0.382 |
1,925.34 |
LOW |
1,912.10 |
0.618 |
1,890.68 |
1.000 |
1,877.44 |
1.618 |
1,856.02 |
2.618 |
1,821.36 |
4.250 |
1,764.80 |
|
|