Day Change Summary |
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Previous |
Current |
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01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
2,348.59 |
2,340.73 |
-7.86 |
-0.3% |
2,408.65 |
High |
2,357.39 |
2,352.48 |
-4.91 |
-0.2% |
2,438.44 |
Low |
2,325.17 |
2,291.37 |
-33.80 |
-1.5% |
2,341.82 |
Close |
2,354.05 |
2,292.85 |
-61.20 |
-2.6% |
2,362.81 |
Range |
32.22 |
61.11 |
28.89 |
89.7% |
96.62 |
ATR |
37.39 |
39.20 |
1.81 |
4.8% |
0.00 |
Volume |
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Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,495.56 |
2,455.32 |
2,326.46 |
|
R3 |
2,434.45 |
2,394.21 |
2,309.66 |
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R2 |
2,373.34 |
2,373.34 |
2,304.05 |
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R1 |
2,333.10 |
2,333.10 |
2,298.45 |
2,322.67 |
PP |
2,312.23 |
2,312.23 |
2,312.23 |
2,307.02 |
S1 |
2,271.99 |
2,271.99 |
2,287.25 |
2,261.56 |
S2 |
2,251.12 |
2,251.12 |
2,281.65 |
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S3 |
2,190.01 |
2,210.88 |
2,276.04 |
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S4 |
2,128.90 |
2,149.77 |
2,259.24 |
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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 |
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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 |
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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 |
2,416.22 |
2,291.37 |
124.85 |
5.4% |
47.05 |
2.1% |
1% |
False |
True |
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10 |
2,438.44 |
2,291.37 |
147.07 |
6.4% |
38.44 |
1.7% |
1% |
False |
True |
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20 |
2,438.44 |
2,291.37 |
147.07 |
6.4% |
34.49 |
1.5% |
1% |
False |
True |
|
40 |
2,438.44 |
2,180.94 |
257.50 |
11.2% |
32.35 |
1.4% |
43% |
False |
False |
|
60 |
2,438.44 |
2,180.94 |
257.50 |
11.2% |
30.47 |
1.3% |
43% |
False |
False |
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80 |
2,438.44 |
2,180.94 |
257.50 |
11.2% |
28.68 |
1.3% |
43% |
False |
False |
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100 |
2,438.44 |
2,180.94 |
257.50 |
11.2% |
28.79 |
1.3% |
43% |
False |
False |
|
120 |
2,438.44 |
2,180.94 |
257.50 |
11.2% |
28.85 |
1.3% |
43% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,612.20 |
2.618 |
2,512.47 |
1.618 |
2,451.36 |
1.000 |
2,413.59 |
0.618 |
2,390.25 |
HIGH |
2,352.48 |
0.618 |
2,329.14 |
0.500 |
2,321.93 |
0.382 |
2,314.71 |
LOW |
2,291.37 |
0.618 |
2,253.60 |
1.000 |
2,230.26 |
1.618 |
2,192.49 |
2.618 |
2,131.38 |
4.250 |
2,031.65 |
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