Day Change Summary |
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Previous |
Current |
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|
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26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,874.50 |
1,885.00 |
10.50 |
0.6% |
1,799.00 |
High |
1,885.50 |
1,898.00 |
12.50 |
0.7% |
1,873.50 |
Low |
1,864.75 |
1,875.75 |
11.00 |
0.6% |
1,781.25 |
Close |
1,885.25 |
1,884.50 |
-0.75 |
0.0% |
1,871.50 |
Range |
20.75 |
22.25 |
1.50 |
7.2% |
92.25 |
ATR |
39.06 |
37.86 |
-1.20 |
-3.1% |
0.00 |
Volume |
107 |
38 |
-69 |
-64.5% |
341 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,952.75 |
1,941.00 |
1,896.75 |
|
R3 |
1,930.50 |
1,918.75 |
1,890.50 |
|
R2 |
1,908.25 |
1,908.25 |
1,888.50 |
|
R1 |
1,896.50 |
1,896.50 |
1,886.50 |
1,891.25 |
PP |
1,886.00 |
1,886.00 |
1,886.00 |
1,883.50 |
S1 |
1,874.25 |
1,874.25 |
1,882.50 |
1,869.00 |
S2 |
1,863.75 |
1,863.75 |
1,880.50 |
|
S3 |
1,841.50 |
1,852.00 |
1,878.50 |
|
S4 |
1,819.25 |
1,829.75 |
1,872.25 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,118.75 |
2,087.50 |
1,922.25 |
|
R3 |
2,026.50 |
1,995.25 |
1,896.75 |
|
R2 |
1,934.25 |
1,934.25 |
1,888.50 |
|
R1 |
1,903.00 |
1,903.00 |
1,880.00 |
1,918.50 |
PP |
1,842.00 |
1,842.00 |
1,842.00 |
1,850.00 |
S1 |
1,810.75 |
1,810.75 |
1,863.00 |
1,826.50 |
S2 |
1,749.75 |
1,749.75 |
1,854.50 |
|
S3 |
1,657.50 |
1,718.50 |
1,846.25 |
|
S4 |
1,565.25 |
1,626.25 |
1,820.75 |
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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 |
1,898.00 |
1,809.50 |
88.50 |
4.7% |
35.25 |
1.9% |
85% |
True |
False |
70 |
10 |
1,898.00 |
1,781.25 |
116.75 |
6.2% |
37.50 |
2.0% |
88% |
True |
False |
65 |
20 |
1,898.00 |
1,696.25 |
201.75 |
10.7% |
41.00 |
2.2% |
93% |
True |
False |
113 |
40 |
1,938.00 |
1,696.25 |
241.75 |
12.8% |
37.00 |
2.0% |
78% |
False |
False |
74 |
60 |
2,030.00 |
1,696.25 |
333.75 |
17.7% |
38.25 |
2.0% |
56% |
False |
False |
52 |
80 |
2,045.50 |
1,696.25 |
349.25 |
18.5% |
29.75 |
1.6% |
54% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,992.50 |
2.618 |
1,956.25 |
1.618 |
1,934.00 |
1.000 |
1,920.25 |
0.618 |
1,911.75 |
HIGH |
1,898.00 |
0.618 |
1,889.50 |
0.500 |
1,887.00 |
0.382 |
1,884.25 |
LOW |
1,875.75 |
0.618 |
1,862.00 |
1.000 |
1,853.50 |
1.618 |
1,839.75 |
2.618 |
1,817.50 |
4.250 |
1,781.25 |
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