| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,807.0 |
2,788.0 |
-19.0 |
-0.7% |
2,725.0 |
| High |
2,812.0 |
2,826.0 |
14.0 |
0.5% |
2,787.0 |
| Low |
2,781.0 |
2,777.0 |
-4.0 |
-0.1% |
2,694.0 |
| Close |
2,802.0 |
2,814.0 |
12.0 |
0.4% |
2,732.0 |
| Range |
31.0 |
49.0 |
18.0 |
58.1% |
93.0 |
| ATR |
61.8 |
60.9 |
-0.9 |
-1.5% |
0.0 |
| Volume |
421 |
396 |
-25 |
-5.9% |
10,083 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.7 |
2,932.3 |
2,841.0 |
|
| R3 |
2,903.7 |
2,883.3 |
2,827.5 |
|
| R2 |
2,854.7 |
2,854.7 |
2,823.0 |
|
| R1 |
2,834.3 |
2,834.3 |
2,818.5 |
2,844.5 |
| PP |
2,805.7 |
2,805.7 |
2,805.7 |
2,810.8 |
| S1 |
2,785.3 |
2,785.3 |
2,809.5 |
2,795.5 |
| S2 |
2,756.7 |
2,756.7 |
2,805.0 |
|
| S3 |
2,707.7 |
2,736.3 |
2,800.5 |
|
| S4 |
2,658.7 |
2,687.3 |
2,787.1 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
2,967.3 |
2,783.2 |
|
| R3 |
2,923.7 |
2,874.3 |
2,757.6 |
|
| R2 |
2,830.7 |
2,830.7 |
2,749.1 |
|
| R1 |
2,781.3 |
2,781.3 |
2,740.5 |
2,806.0 |
| PP |
2,737.7 |
2,737.7 |
2,737.7 |
2,750.0 |
| S1 |
2,688.3 |
2,688.3 |
2,723.5 |
2,713.0 |
| S2 |
2,644.7 |
2,644.7 |
2,715.0 |
|
| S3 |
2,551.7 |
2,595.3 |
2,706.4 |
|
| S4 |
2,458.7 |
2,502.3 |
2,680.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,826.0 |
2,694.0 |
132.0 |
4.7% |
58.4 |
2.1% |
91% |
True |
False |
817 |
| 10 |
2,826.0 |
2,598.0 |
228.0 |
8.1% |
55.2 |
2.0% |
95% |
True |
False |
1,633 |
| 20 |
2,826.0 |
2,575.0 |
251.0 |
8.9% |
54.4 |
1.9% |
95% |
True |
False |
2,150 |
| 40 |
2,826.0 |
2,481.0 |
345.0 |
12.3% |
58.6 |
2.1% |
97% |
True |
False |
5,053 |
| 60 |
2,826.0 |
2,424.0 |
402.0 |
14.3% |
62.7 |
2.2% |
97% |
True |
False |
3,957 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
19.5% |
67.2 |
2.4% |
78% |
False |
False |
3,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,034.3 |
|
2.618 |
2,954.3 |
|
1.618 |
2,905.3 |
|
1.000 |
2,875.0 |
|
0.618 |
2,856.3 |
|
HIGH |
2,826.0 |
|
0.618 |
2,807.3 |
|
0.500 |
2,801.5 |
|
0.382 |
2,795.7 |
|
LOW |
2,777.0 |
|
0.618 |
2,746.7 |
|
1.000 |
2,728.0 |
|
1.618 |
2,697.7 |
|
2.618 |
2,648.7 |
|
4.250 |
2,568.8 |
|
|