Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5,333.0 |
5,360.0 |
27.0 |
0.5% |
5,105.0 |
High |
5,381.0 |
5,372.5 |
-8.5 |
-0.2% |
5,323.5 |
Low |
5,320.0 |
5,267.0 |
-53.0 |
-1.0% |
5,056.5 |
Close |
5,327.0 |
5,296.0 |
-31.0 |
-0.6% |
5,282.0 |
Range |
61.0 |
105.5 |
44.5 |
73.0% |
267.0 |
ATR |
106.7 |
106.6 |
-0.1 |
-0.1% |
0.0 |
Volume |
72,698 |
92,840 |
20,142 |
27.7% |
492,621 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,628.5 |
5,567.5 |
5,354.0 |
|
R3 |
5,523.0 |
5,462.0 |
5,325.0 |
|
R2 |
5,417.5 |
5,417.5 |
5,315.5 |
|
R1 |
5,356.5 |
5,356.5 |
5,305.5 |
5,334.0 |
PP |
5,312.0 |
5,312.0 |
5,312.0 |
5,300.5 |
S1 |
5,251.0 |
5,251.0 |
5,286.5 |
5,229.0 |
S2 |
5,206.5 |
5,206.5 |
5,276.5 |
|
S3 |
5,101.0 |
5,145.5 |
5,267.0 |
|
S4 |
4,995.5 |
5,040.0 |
5,238.0 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,021.5 |
5,919.0 |
5,429.0 |
|
R3 |
5,754.5 |
5,652.0 |
5,355.5 |
|
R2 |
5,487.5 |
5,487.5 |
5,331.0 |
|
R1 |
5,385.0 |
5,385.0 |
5,306.5 |
5,436.0 |
PP |
5,220.5 |
5,220.5 |
5,220.5 |
5,246.5 |
S1 |
5,118.0 |
5,118.0 |
5,257.5 |
5,169.0 |
S2 |
4,953.5 |
4,953.5 |
5,233.0 |
|
S3 |
4,686.5 |
4,851.0 |
5,208.5 |
|
S4 |
4,419.5 |
4,584.0 |
5,135.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,381.0 |
5,146.0 |
235.0 |
4.4% |
92.0 |
1.7% |
64% |
False |
False |
91,205 |
10 |
5,381.0 |
5,056.5 |
324.5 |
6.1% |
98.0 |
1.9% |
74% |
False |
False |
94,927 |
20 |
5,381.0 |
4,757.0 |
624.0 |
11.8% |
102.0 |
1.9% |
86% |
False |
False |
99,321 |
40 |
5,381.0 |
4,757.0 |
624.0 |
11.8% |
103.5 |
2.0% |
86% |
False |
False |
91,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,821.0 |
2.618 |
5,648.5 |
1.618 |
5,543.0 |
1.000 |
5,478.0 |
0.618 |
5,437.5 |
HIGH |
5,372.5 |
0.618 |
5,332.0 |
0.500 |
5,320.0 |
0.382 |
5,307.5 |
LOW |
5,267.0 |
0.618 |
5,202.0 |
1.000 |
5,161.5 |
1.618 |
5,096.5 |
2.618 |
4,991.0 |
4.250 |
4,818.5 |
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