Day Change Summary |
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Previous |
Current |
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26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
2,423.16 |
2,414.36 |
-8.80 |
-0.4% |
2,346.53 |
High |
2,438.44 |
2,416.22 |
-22.22 |
-0.9% |
2,432.84 |
Low |
2,418.52 |
2,362.12 |
-56.40 |
-2.3% |
2,322.62 |
Close |
2,429.45 |
2,367.16 |
-62.29 |
-2.6% |
2,429.50 |
Range |
19.92 |
54.10 |
34.18 |
171.6% |
110.22 |
ATR |
33.93 |
36.31 |
2.39 |
7.0% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,544.13 |
2,509.75 |
2,396.92 |
|
R3 |
2,490.03 |
2,455.65 |
2,382.04 |
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R2 |
2,435.93 |
2,435.93 |
2,377.08 |
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R1 |
2,401.55 |
2,401.55 |
2,372.12 |
2,391.69 |
PP |
2,381.83 |
2,381.83 |
2,381.83 |
2,376.91 |
S1 |
2,347.45 |
2,347.45 |
2,362.20 |
2,337.59 |
S2 |
2,327.73 |
2,327.73 |
2,357.24 |
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S3 |
2,273.63 |
2,293.35 |
2,352.28 |
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S4 |
2,219.53 |
2,239.25 |
2,337.41 |
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Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,725.65 |
2,687.79 |
2,490.12 |
|
R3 |
2,615.43 |
2,577.57 |
2,459.81 |
|
R2 |
2,505.21 |
2,505.21 |
2,449.71 |
|
R1 |
2,467.35 |
2,467.35 |
2,439.60 |
2,486.28 |
PP |
2,394.99 |
2,394.99 |
2,394.99 |
2,404.45 |
S1 |
2,357.13 |
2,357.13 |
2,419.40 |
2,376.06 |
S2 |
2,284.77 |
2,284.77 |
2,409.29 |
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S3 |
2,174.55 |
2,246.91 |
2,399.19 |
|
S4 |
2,064.33 |
2,136.69 |
2,368.88 |
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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 |
2,438.44 |
2,362.12 |
76.32 |
3.2% |
35.07 |
1.5% |
7% |
False |
True |
|
10 |
2,438.44 |
2,318.20 |
120.24 |
5.1% |
34.17 |
1.4% |
41% |
False |
False |
|
20 |
2,438.44 |
2,278.85 |
159.59 |
6.7% |
30.69 |
1.3% |
55% |
False |
False |
|
40 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
31.04 |
1.3% |
72% |
False |
False |
|
60 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
29.59 |
1.3% |
72% |
False |
False |
|
80 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
27.77 |
1.2% |
72% |
False |
False |
|
100 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
28.44 |
1.2% |
72% |
False |
False |
|
120 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
27.97 |
1.2% |
72% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,646.15 |
2.618 |
2,557.85 |
1.618 |
2,503.75 |
1.000 |
2,470.32 |
0.618 |
2,449.65 |
HIGH |
2,416.22 |
0.618 |
2,395.55 |
0.500 |
2,389.17 |
0.382 |
2,382.79 |
LOW |
2,362.12 |
0.618 |
2,328.69 |
1.000 |
2,308.02 |
1.618 |
2,274.59 |
2.618 |
2,220.49 |
4.250 |
2,132.20 |
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