Day Change Summary |
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Previous |
Current |
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04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
2,275.30 |
2,227.49 |
-47.81 |
-2.1% |
2,348.59 |
High |
2,284.30 |
2,240.68 |
-43.62 |
-1.9% |
2,357.39 |
Low |
2,207.05 |
2,131.52 |
-75.53 |
-3.4% |
2,131.52 |
Close |
2,207.20 |
2,194.38 |
-12.82 |
-0.6% |
2,194.38 |
Range |
77.25 |
109.16 |
31.91 |
41.3% |
225.87 |
ATR |
45.45 |
50.00 |
4.55 |
10.0% |
0.00 |
Volume |
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Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,516.34 |
2,464.52 |
2,254.42 |
|
R3 |
2,407.18 |
2,355.36 |
2,224.40 |
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R2 |
2,298.02 |
2,298.02 |
2,214.39 |
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R1 |
2,246.20 |
2,246.20 |
2,204.39 |
2,217.53 |
PP |
2,188.86 |
2,188.86 |
2,188.86 |
2,174.53 |
S1 |
2,137.04 |
2,137.04 |
2,184.37 |
2,108.37 |
S2 |
2,079.70 |
2,079.70 |
2,174.37 |
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S3 |
1,970.54 |
2,027.88 |
2,164.36 |
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S4 |
1,861.38 |
1,918.72 |
2,134.34 |
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Weekly Pivots for week ending 05-Aug-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,905.37 |
2,775.75 |
2,318.61 |
|
R3 |
2,679.50 |
2,549.88 |
2,256.49 |
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R2 |
2,453.63 |
2,453.63 |
2,235.79 |
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R1 |
2,324.01 |
2,324.01 |
2,215.08 |
2,275.89 |
PP |
2,227.76 |
2,227.76 |
2,227.76 |
2,203.70 |
S1 |
2,098.14 |
2,098.14 |
2,173.68 |
2,050.02 |
S2 |
2,001.89 |
2,001.89 |
2,152.97 |
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S3 |
1,776.02 |
1,872.27 |
2,132.27 |
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S4 |
1,550.15 |
1,646.40 |
2,070.15 |
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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 |
2,357.39 |
2,131.52 |
225.87 |
10.3% |
68.31 |
3.1% |
28% |
False |
True |
|
10 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
53.46 |
2.4% |
20% |
False |
True |
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20 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
43.22 |
2.0% |
20% |
False |
True |
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40 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
36.98 |
1.7% |
20% |
False |
True |
|
60 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
33.26 |
1.5% |
20% |
False |
True |
|
80 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
30.78 |
1.4% |
20% |
False |
True |
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100 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
30.14 |
1.4% |
20% |
False |
True |
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120 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
30.39 |
1.4% |
20% |
False |
True |
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Fibonacci Retracements and Extensions |
4.250 |
2,704.61 |
2.618 |
2,526.46 |
1.618 |
2,417.30 |
1.000 |
2,349.84 |
0.618 |
2,308.14 |
HIGH |
2,240.68 |
0.618 |
2,198.98 |
0.500 |
2,186.10 |
0.382 |
2,173.22 |
LOW |
2,131.52 |
0.618 |
2,064.06 |
1.000 |
2,022.36 |
1.618 |
1,954.90 |
2.618 |
1,845.74 |
4.250 |
1,667.59 |
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