Day Change Summary |
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Previous |
Current |
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29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
2,349.30 |
2,348.59 |
-0.71 |
0.0% |
2,408.65 |
High |
2,388.24 |
2,357.39 |
-30.85 |
-1.3% |
2,438.44 |
Low |
2,341.82 |
2,325.17 |
-16.65 |
-0.7% |
2,341.82 |
Close |
2,362.81 |
2,354.05 |
-8.76 |
-0.4% |
2,362.81 |
Range |
46.42 |
32.22 |
-14.20 |
-30.6% |
96.62 |
ATR |
37.37 |
37.39 |
0.02 |
0.1% |
0.00 |
Volume |
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Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,442.20 |
2,430.34 |
2,371.77 |
|
R3 |
2,409.98 |
2,398.12 |
2,362.91 |
|
R2 |
2,377.76 |
2,377.76 |
2,359.96 |
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R1 |
2,365.90 |
2,365.90 |
2,357.00 |
2,371.83 |
PP |
2,345.54 |
2,345.54 |
2,345.54 |
2,348.50 |
S1 |
2,333.68 |
2,333.68 |
2,351.10 |
2,339.61 |
S2 |
2,313.32 |
2,313.32 |
2,348.14 |
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S3 |
2,281.10 |
2,301.46 |
2,345.19 |
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S4 |
2,248.88 |
2,269.24 |
2,336.33 |
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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 |
2,325.17 |
113.27 |
4.8% |
38.81 |
1.6% |
25% |
False |
True |
|
10 |
2,438.44 |
2,325.17 |
113.27 |
4.8% |
35.60 |
1.5% |
25% |
False |
True |
|
20 |
2,438.44 |
2,318.20 |
120.24 |
5.1% |
32.29 |
1.4% |
30% |
False |
False |
|
40 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
31.48 |
1.3% |
67% |
False |
False |
|
60 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
30.05 |
1.3% |
67% |
False |
False |
|
80 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
28.31 |
1.2% |
67% |
False |
False |
|
100 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
28.43 |
1.2% |
67% |
False |
False |
|
120 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
28.46 |
1.2% |
67% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,494.33 |
2.618 |
2,441.74 |
1.618 |
2,409.52 |
1.000 |
2,389.61 |
0.618 |
2,377.30 |
HIGH |
2,357.39 |
0.618 |
2,345.08 |
0.500 |
2,341.28 |
0.382 |
2,337.48 |
LOW |
2,325.17 |
0.618 |
2,305.26 |
1.000 |
2,292.95 |
1.618 |
2,273.04 |
2.618 |
2,240.82 |
4.250 |
2,188.24 |
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