| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,788.0 |
2,818.0 |
30.0 |
1.1% |
2,725.0 |
| High |
2,826.0 |
2,834.0 |
8.0 |
0.3% |
2,787.0 |
| Low |
2,777.0 |
2,798.0 |
21.0 |
0.8% |
2,694.0 |
| Close |
2,814.0 |
2,805.0 |
-9.0 |
-0.3% |
2,732.0 |
| Range |
49.0 |
36.0 |
-13.0 |
-26.5% |
93.0 |
| ATR |
60.9 |
59.1 |
-1.8 |
-2.9% |
0.0 |
| Volume |
396 |
370 |
-26 |
-6.6% |
10,083 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.3 |
2,898.7 |
2,824.8 |
|
| R3 |
2,884.3 |
2,862.7 |
2,814.9 |
|
| R2 |
2,848.3 |
2,848.3 |
2,811.6 |
|
| R1 |
2,826.7 |
2,826.7 |
2,808.3 |
2,819.5 |
| PP |
2,812.3 |
2,812.3 |
2,812.3 |
2,808.8 |
| S1 |
2,790.7 |
2,790.7 |
2,801.7 |
2,783.5 |
| S2 |
2,776.3 |
2,776.3 |
2,798.4 |
|
| S3 |
2,740.3 |
2,754.7 |
2,795.1 |
|
| S4 |
2,704.3 |
2,718.7 |
2,785.2 |
|
|
| 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 |
2,834.0 |
2,694.0 |
140.0 |
5.0% |
49.2 |
1.8% |
79% |
True |
False |
363 |
| 10 |
2,834.0 |
2,682.0 |
152.0 |
5.4% |
48.4 |
1.7% |
81% |
True |
False |
1,305 |
| 20 |
2,834.0 |
2,575.0 |
259.0 |
9.2% |
53.9 |
1.9% |
89% |
True |
False |
2,135 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
12.6% |
57.1 |
2.0% |
92% |
True |
False |
4,735 |
| 60 |
2,834.0 |
2,424.0 |
410.0 |
14.6% |
62.6 |
2.2% |
93% |
True |
False |
3,946 |
| 80 |
2,935.0 |
2,387.0 |
548.0 |
19.5% |
67.2 |
2.4% |
76% |
False |
False |
3,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,987.0 |
|
2.618 |
2,928.2 |
|
1.618 |
2,892.2 |
|
1.000 |
2,870.0 |
|
0.618 |
2,856.2 |
|
HIGH |
2,834.0 |
|
0.618 |
2,820.2 |
|
0.500 |
2,816.0 |
|
0.382 |
2,811.8 |
|
LOW |
2,798.0 |
|
0.618 |
2,775.8 |
|
1.000 |
2,762.0 |
|
1.618 |
2,739.8 |
|
2.618 |
2,703.8 |
|
4.250 |
2,645.0 |
|
|