Day Change Summary |
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Previous |
Current |
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03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,898.46 |
1,898.81 |
0.35 |
0.0% |
1,875.77 |
High |
1,898.63 |
1,911.01 |
12.38 |
0.7% |
1,900.15 |
Low |
1,881.58 |
1,891.23 |
9.65 |
0.5% |
1,833.90 |
Close |
1,891.81 |
1,909.20 |
17.39 |
0.9% |
1,864.00 |
Range |
17.05 |
19.78 |
2.73 |
16.0% |
66.25 |
ATR |
36.10 |
34.94 |
-1.17 |
-3.2% |
0.00 |
Volume |
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Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,963.15 |
1,955.96 |
1,920.08 |
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R3 |
1,943.37 |
1,936.18 |
1,914.64 |
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R2 |
1,923.59 |
1,923.59 |
1,912.83 |
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R1 |
1,916.40 |
1,916.40 |
1,911.01 |
1,920.00 |
PP |
1,903.81 |
1,903.81 |
1,903.81 |
1,905.61 |
S1 |
1,896.62 |
1,896.62 |
1,907.39 |
1,900.22 |
S2 |
1,884.03 |
1,884.03 |
1,905.57 |
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S3 |
1,864.25 |
1,876.84 |
1,903.76 |
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S4 |
1,844.47 |
1,857.06 |
1,898.32 |
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Weekly Pivots for week ending 30-Jul-2010 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.77 |
2,030.63 |
1,900.44 |
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R3 |
1,998.52 |
1,964.38 |
1,882.22 |
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R2 |
1,932.27 |
1,932.27 |
1,876.15 |
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R1 |
1,898.13 |
1,898.13 |
1,870.07 |
1,882.08 |
PP |
1,866.02 |
1,866.02 |
1,866.02 |
1,857.99 |
S1 |
1,831.88 |
1,831.88 |
1,857.93 |
1,815.83 |
S2 |
1,799.77 |
1,799.77 |
1,851.85 |
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S3 |
1,733.52 |
1,765.63 |
1,845.78 |
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S4 |
1,667.27 |
1,699.38 |
1,827.56 |
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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 |
1,911.01 |
1,833.90 |
77.11 |
4.0% |
29.30 |
1.5% |
98% |
True |
False |
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10 |
1,911.01 |
1,833.90 |
77.11 |
4.0% |
27.41 |
1.4% |
98% |
True |
False |
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20 |
1,911.01 |
1,777.44 |
133.57 |
7.0% |
30.44 |
1.6% |
99% |
True |
False |
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40 |
1,939.77 |
1,700.04 |
239.73 |
12.6% |
33.89 |
1.8% |
87% |
False |
False |
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60 |
1,983.13 |
1,700.04 |
283.09 |
14.8% |
37.41 |
2.0% |
74% |
False |
False |
|
80 |
2,059.42 |
1,700.04 |
359.38 |
18.8% |
38.20 |
2.0% |
58% |
False |
False |
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100 |
2,059.42 |
1,700.04 |
359.38 |
18.8% |
34.50 |
1.8% |
58% |
False |
False |
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120 |
2,059.42 |
1,700.04 |
359.38 |
18.8% |
31.96 |
1.7% |
58% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,995.08 |
2.618 |
1,962.79 |
1.618 |
1,943.01 |
1.000 |
1,930.79 |
0.618 |
1,923.23 |
HIGH |
1,911.01 |
0.618 |
1,903.45 |
0.500 |
1,901.12 |
0.382 |
1,898.79 |
LOW |
1,891.23 |
0.618 |
1,879.01 |
1.000 |
1,871.45 |
1.618 |
1,859.23 |
2.618 |
1,839.45 |
4.250 |
1,807.17 |
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