Day Change Summary |
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Previous |
Current |
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03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
2,294.94 |
2,275.30 |
-19.64 |
-0.9% |
2,408.65 |
High |
2,316.73 |
2,284.30 |
-32.43 |
-1.4% |
2,438.44 |
Low |
2,254.91 |
2,207.05 |
-47.86 |
-2.1% |
2,341.82 |
Close |
2,312.78 |
2,207.20 |
-105.58 |
-4.6% |
2,362.81 |
Range |
61.82 |
77.25 |
15.43 |
25.0% |
96.62 |
ATR |
40.81 |
45.45 |
4.64 |
11.4% |
0.00 |
Volume |
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Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,464.60 |
2,413.15 |
2,249.69 |
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R3 |
2,387.35 |
2,335.90 |
2,228.44 |
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R2 |
2,310.10 |
2,310.10 |
2,221.36 |
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R1 |
2,258.65 |
2,258.65 |
2,214.28 |
2,245.75 |
PP |
2,232.85 |
2,232.85 |
2,232.85 |
2,226.40 |
S1 |
2,181.40 |
2,181.40 |
2,200.12 |
2,168.50 |
S2 |
2,155.60 |
2,155.60 |
2,193.04 |
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S3 |
2,078.35 |
2,104.15 |
2,185.96 |
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S4 |
2,001.10 |
2,026.90 |
2,164.71 |
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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 |
|
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 |
2,388.24 |
2,207.05 |
181.19 |
8.2% |
55.76 |
2.5% |
0% |
False |
True |
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10 |
2,438.44 |
2,207.05 |
231.39 |
10.5% |
45.63 |
2.1% |
0% |
False |
True |
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20 |
2,438.44 |
2,207.05 |
231.39 |
10.5% |
39.11 |
1.8% |
0% |
False |
True |
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40 |
2,438.44 |
2,180.94 |
257.50 |
11.7% |
34.78 |
1.6% |
10% |
False |
False |
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60 |
2,438.44 |
2,180.94 |
257.50 |
11.7% |
32.08 |
1.5% |
10% |
False |
False |
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80 |
2,438.44 |
2,180.94 |
257.50 |
11.7% |
29.66 |
1.3% |
10% |
False |
False |
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100 |
2,438.44 |
2,180.94 |
257.50 |
11.7% |
29.59 |
1.3% |
10% |
False |
False |
|
120 |
2,438.44 |
2,180.94 |
257.50 |
11.7% |
29.57 |
1.3% |
10% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,612.61 |
2.618 |
2,486.54 |
1.618 |
2,409.29 |
1.000 |
2,361.55 |
0.618 |
2,332.04 |
HIGH |
2,284.30 |
0.618 |
2,254.79 |
0.500 |
2,245.68 |
0.382 |
2,236.56 |
LOW |
2,207.05 |
0.618 |
2,159.31 |
1.000 |
2,129.80 |
1.618 |
2,082.06 |
2.618 |
2,004.81 |
4.250 |
1,878.74 |
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