Day Change Summary |
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Previous |
Current |
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02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
2,340.73 |
2,294.94 |
-45.79 |
-2.0% |
2,408.65 |
High |
2,352.48 |
2,316.73 |
-35.75 |
-1.5% |
2,438.44 |
Low |
2,291.37 |
2,254.91 |
-36.46 |
-1.6% |
2,341.82 |
Close |
2,292.85 |
2,312.78 |
19.93 |
0.9% |
2,362.81 |
Range |
61.11 |
61.82 |
0.71 |
1.2% |
96.62 |
ATR |
39.20 |
40.81 |
1.62 |
4.1% |
0.00 |
Volume |
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Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,480.27 |
2,458.34 |
2,346.78 |
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R3 |
2,418.45 |
2,396.52 |
2,329.78 |
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R2 |
2,356.63 |
2,356.63 |
2,324.11 |
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R1 |
2,334.70 |
2,334.70 |
2,318.45 |
2,345.67 |
PP |
2,294.81 |
2,294.81 |
2,294.81 |
2,300.29 |
S1 |
2,272.88 |
2,272.88 |
2,307.11 |
2,283.85 |
S2 |
2,232.99 |
2,232.99 |
2,301.45 |
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S3 |
2,171.17 |
2,211.06 |
2,295.78 |
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S4 |
2,109.35 |
2,149.24 |
2,278.78 |
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Weekly Pivots for week ending 29-Jul-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,670.88 |
2,613.47 |
2,415.95 |
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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 |
2,401.25 |
2,254.91 |
146.34 |
6.3% |
48.59 |
2.1% |
40% |
False |
True |
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10 |
2,438.44 |
2,254.91 |
183.53 |
7.9% |
41.83 |
1.8% |
32% |
False |
True |
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20 |
2,438.44 |
2,254.91 |
183.53 |
7.9% |
36.47 |
1.6% |
32% |
False |
True |
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40 |
2,438.44 |
2,180.94 |
257.50 |
11.1% |
33.38 |
1.4% |
51% |
False |
False |
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60 |
2,438.44 |
2,180.94 |
257.50 |
11.1% |
31.13 |
1.3% |
51% |
False |
False |
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80 |
2,438.44 |
2,180.94 |
257.50 |
11.1% |
29.05 |
1.3% |
51% |
False |
False |
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100 |
2,438.44 |
2,180.94 |
257.50 |
11.1% |
29.10 |
1.3% |
51% |
False |
False |
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120 |
2,438.44 |
2,180.94 |
257.50 |
11.1% |
29.16 |
1.3% |
51% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,579.47 |
2.618 |
2,478.57 |
1.618 |
2,416.75 |
1.000 |
2,378.55 |
0.618 |
2,354.93 |
HIGH |
2,316.73 |
0.618 |
2,293.11 |
0.500 |
2,285.82 |
0.382 |
2,278.53 |
LOW |
2,254.91 |
0.618 |
2,216.71 |
1.000 |
2,193.09 |
1.618 |
2,154.89 |
2.618 |
2,093.07 |
4.250 |
1,992.18 |
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