Day Change Summary |
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Previous |
Current |
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28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
2,367.44 |
2,349.30 |
-18.14 |
-0.8% |
2,408.65 |
High |
2,401.25 |
2,388.24 |
-13.01 |
-0.5% |
2,438.44 |
Low |
2,359.87 |
2,341.82 |
-18.05 |
-0.8% |
2,341.82 |
Close |
2,371.77 |
2,362.81 |
-8.96 |
-0.4% |
2,362.81 |
Range |
41.38 |
46.42 |
5.04 |
12.2% |
96.62 |
ATR |
36.68 |
37.37 |
0.70 |
1.9% |
0.00 |
Volume |
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Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,503.55 |
2,479.60 |
2,388.34 |
|
R3 |
2,457.13 |
2,433.18 |
2,375.58 |
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R2 |
2,410.71 |
2,410.71 |
2,371.32 |
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R1 |
2,386.76 |
2,386.76 |
2,367.07 |
2,398.74 |
PP |
2,364.29 |
2,364.29 |
2,364.29 |
2,370.28 |
S1 |
2,340.34 |
2,340.34 |
2,358.55 |
2,352.32 |
S2 |
2,317.87 |
2,317.87 |
2,354.30 |
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S3 |
2,271.45 |
2,293.92 |
2,350.04 |
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S4 |
2,225.03 |
2,247.50 |
2,337.28 |
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Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,670.88 |
2,613.47 |
2,415.95 |
|
R3 |
2,574.26 |
2,516.85 |
2,389.38 |
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R2 |
2,477.64 |
2,477.64 |
2,380.52 |
|
R1 |
2,420.23 |
2,420.23 |
2,371.67 |
2,400.63 |
PP |
2,381.02 |
2,381.02 |
2,381.02 |
2,371.22 |
S1 |
2,323.61 |
2,323.61 |
2,353.95 |
2,304.01 |
S2 |
2,284.40 |
2,284.40 |
2,345.10 |
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S3 |
2,187.78 |
2,226.99 |
2,336.24 |
|
S4 |
2,091.16 |
2,130.37 |
2,309.67 |
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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 |
2,341.82 |
96.62 |
4.1% |
38.61 |
1.6% |
22% |
False |
True |
|
10 |
2,438.44 |
2,322.62 |
115.82 |
4.9% |
35.58 |
1.5% |
35% |
False |
False |
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20 |
2,438.44 |
2,318.20 |
120.24 |
5.1% |
32.82 |
1.4% |
37% |
False |
False |
|
40 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
31.39 |
1.3% |
71% |
False |
False |
|
60 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
30.10 |
1.3% |
71% |
False |
False |
|
80 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
28.30 |
1.2% |
71% |
False |
False |
|
100 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
28.32 |
1.2% |
71% |
False |
False |
|
120 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
28.35 |
1.2% |
71% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,585.53 |
2.618 |
2,509.77 |
1.618 |
2,463.35 |
1.000 |
2,434.66 |
0.618 |
2,416.93 |
HIGH |
2,388.24 |
0.618 |
2,370.51 |
0.500 |
2,365.03 |
0.382 |
2,359.55 |
LOW |
2,341.82 |
0.618 |
2,313.13 |
1.000 |
2,295.40 |
1.618 |
2,266.71 |
2.618 |
2,220.29 |
4.250 |
2,144.54 |
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