Day Change Summary |
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Previous |
Current |
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27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,899.13 |
1,887.46 |
-11.67 |
-0.6% |
1,807.99 |
High |
1,900.15 |
1,894.69 |
-5.46 |
-0.3% |
1,875.38 |
Low |
1,880.22 |
1,866.68 |
-13.54 |
-0.7% |
1,784.55 |
Close |
1,888.81 |
1,872.62 |
-16.19 |
-0.9% |
1,875.38 |
Range |
19.93 |
28.01 |
8.08 |
40.5% |
90.83 |
ATR |
37.17 |
36.52 |
-0.65 |
-1.8% |
0.00 |
Volume |
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Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,962.03 |
1,945.33 |
1,888.03 |
|
R3 |
1,934.02 |
1,917.32 |
1,880.32 |
|
R2 |
1,906.01 |
1,906.01 |
1,877.76 |
|
R1 |
1,889.31 |
1,889.31 |
1,875.19 |
1,883.66 |
PP |
1,878.00 |
1,878.00 |
1,878.00 |
1,875.17 |
S1 |
1,861.30 |
1,861.30 |
1,870.05 |
1,855.65 |
S2 |
1,849.99 |
1,849.99 |
1,867.48 |
|
S3 |
1,821.98 |
1,833.29 |
1,864.92 |
|
S4 |
1,793.97 |
1,805.28 |
1,857.21 |
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Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,117.59 |
2,087.32 |
1,925.34 |
|
R3 |
2,026.76 |
1,996.49 |
1,900.36 |
|
R2 |
1,935.93 |
1,935.93 |
1,892.03 |
|
R1 |
1,905.66 |
1,905.66 |
1,883.71 |
1,920.80 |
PP |
1,845.10 |
1,845.10 |
1,845.10 |
1,852.67 |
S1 |
1,814.83 |
1,814.83 |
1,867.05 |
1,829.97 |
S2 |
1,754.27 |
1,754.27 |
1,858.73 |
|
S3 |
1,663.44 |
1,724.00 |
1,850.40 |
|
S4 |
1,572.61 |
1,633.17 |
1,825.42 |
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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 |
1,900.15 |
1,842.38 |
57.77 |
3.1% |
25.52 |
1.4% |
52% |
False |
False |
|
10 |
1,900.15 |
1,784.55 |
115.60 |
6.2% |
33.68 |
1.8% |
76% |
False |
False |
|
20 |
1,900.15 |
1,700.04 |
200.11 |
10.7% |
33.92 |
1.8% |
86% |
False |
False |
|
40 |
1,939.77 |
1,700.04 |
239.73 |
12.8% |
35.58 |
1.9% |
72% |
False |
False |
|
60 |
2,003.59 |
1,700.04 |
303.55 |
16.2% |
41.76 |
2.2% |
57% |
False |
False |
|
80 |
2,059.42 |
1,700.04 |
359.38 |
19.2% |
37.48 |
2.0% |
48% |
False |
False |
|
100 |
2,059.42 |
1,700.04 |
359.38 |
19.2% |
33.85 |
1.8% |
48% |
False |
False |
|
120 |
2,059.42 |
1,700.04 |
359.38 |
19.2% |
31.99 |
1.7% |
48% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,013.73 |
2.618 |
1,968.02 |
1.618 |
1,940.01 |
1.000 |
1,922.70 |
0.618 |
1,912.00 |
HIGH |
1,894.69 |
0.618 |
1,883.99 |
0.500 |
1,880.69 |
0.382 |
1,877.38 |
LOW |
1,866.68 |
0.618 |
1,849.37 |
1.000 |
1,838.67 |
1.618 |
1,821.36 |
2.618 |
1,793.35 |
4.250 |
1,747.64 |
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