| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,414.36 |
2,367.44 |
-46.92 |
-1.9% |
2,346.53 |
| High |
2,416.22 |
2,401.25 |
-14.97 |
-0.6% |
2,432.84 |
| Low |
2,362.12 |
2,359.87 |
-2.25 |
-0.1% |
2,322.62 |
| Close |
2,367.16 |
2,371.77 |
4.61 |
0.2% |
2,429.50 |
| Range |
54.10 |
41.38 |
-12.72 |
-23.5% |
110.22 |
| ATR |
36.31 |
36.68 |
0.36 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.77 |
2,478.15 |
2,394.53 |
|
| R3 |
2,460.39 |
2,436.77 |
2,383.15 |
|
| R2 |
2,419.01 |
2,419.01 |
2,379.36 |
|
| R1 |
2,395.39 |
2,395.39 |
2,375.56 |
2,407.20 |
| PP |
2,377.63 |
2,377.63 |
2,377.63 |
2,383.54 |
| S1 |
2,354.01 |
2,354.01 |
2,367.98 |
2,365.82 |
| S2 |
2,336.25 |
2,336.25 |
2,364.18 |
|
| S3 |
2,294.87 |
2,312.63 |
2,360.39 |
|
| S4 |
2,253.49 |
2,271.25 |
2,349.01 |
|
|
| 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 |
|
| S3 |
2,174.55 |
2,246.91 |
2,399.19 |
|
| S4 |
2,064.33 |
2,136.69 |
2,368.88 |
|
|
| 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 |
2,359.87 |
78.57 |
3.3% |
35.49 |
1.5% |
15% |
False |
True |
|
| 10 |
2,438.44 |
2,322.62 |
115.82 |
4.9% |
33.06 |
1.4% |
42% |
False |
False |
|
| 20 |
2,438.44 |
2,302.67 |
135.77 |
5.7% |
31.73 |
1.3% |
51% |
False |
False |
|
| 40 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
30.75 |
1.3% |
74% |
False |
False |
|
| 60 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
29.84 |
1.3% |
74% |
False |
False |
|
| 80 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
27.96 |
1.2% |
74% |
False |
False |
|
| 100 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
28.22 |
1.2% |
74% |
False |
False |
|
| 120 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
28.15 |
1.2% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,577.12 |
|
2.618 |
2,509.58 |
|
1.618 |
2,468.20 |
|
1.000 |
2,442.63 |
|
0.618 |
2,426.82 |
|
HIGH |
2,401.25 |
|
0.618 |
2,385.44 |
|
0.500 |
2,380.56 |
|
0.382 |
2,375.68 |
|
LOW |
2,359.87 |
|
0.618 |
2,334.30 |
|
1.000 |
2,318.49 |
|
1.618 |
2,292.92 |
|
2.618 |
2,251.54 |
|
4.250 |
2,184.01 |
|
|