Day Change Summary |
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Previous |
Current |
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26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7,868.0 |
7,577.5 |
-290.5 |
-3.7% |
8,029.0 |
High |
7,868.0 |
7,656.0 |
-212.0 |
-2.7% |
8,086.0 |
Low |
7,519.5 |
7,514.0 |
-5.5 |
-0.1% |
7,514.0 |
Close |
7,643.0 |
7,569.5 |
-73.5 |
-1.0% |
7,569.5 |
Range |
348.5 |
142.0 |
-206.5 |
-59.3% |
572.0 |
ATR |
155.2 |
154.3 |
-0.9 |
-0.6% |
0.0 |
Volume |
1,886 |
790 |
-1,096 |
-58.1% |
4,374 |
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Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,005.8 |
7,929.7 |
7,647.6 |
|
R3 |
7,863.8 |
7,787.7 |
7,608.6 |
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R2 |
7,721.8 |
7,721.8 |
7,595.5 |
|
R1 |
7,645.7 |
7,645.7 |
7,582.5 |
7,612.8 |
PP |
7,579.8 |
7,579.8 |
7,579.8 |
7,563.4 |
S1 |
7,503.7 |
7,503.7 |
7,556.5 |
7,470.8 |
S2 |
7,437.8 |
7,437.8 |
7,543.5 |
|
S3 |
7,295.8 |
7,361.7 |
7,530.5 |
|
S4 |
7,153.8 |
7,219.7 |
7,491.4 |
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Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,439.2 |
9,076.3 |
7,884.1 |
|
R3 |
8,867.2 |
8,504.3 |
7,726.8 |
|
R2 |
8,295.2 |
8,295.2 |
7,674.4 |
|
R1 |
7,932.3 |
7,932.3 |
7,621.9 |
7,827.8 |
PP |
7,723.2 |
7,723.2 |
7,723.2 |
7,670.9 |
S1 |
7,360.3 |
7,360.3 |
7,517.1 |
7,255.8 |
S2 |
7,151.2 |
7,151.2 |
7,464.6 |
|
S3 |
6,579.2 |
6,788.3 |
7,412.2 |
|
S4 |
6,007.2 |
6,216.3 |
7,254.9 |
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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 |
8,086.0 |
7,514.0 |
572.0 |
7.6% |
192.7 |
2.5% |
10% |
False |
True |
874 |
10 |
8,279.5 |
7,514.0 |
765.5 |
10.1% |
143.8 |
1.9% |
7% |
False |
True |
620 |
20 |
8,300.0 |
7,514.0 |
786.0 |
10.4% |
130.9 |
1.7% |
7% |
False |
True |
510 |
40 |
8,300.0 |
7,514.0 |
786.0 |
10.4% |
126.9 |
1.7% |
7% |
False |
True |
836 |
60 |
8,300.0 |
7,514.0 |
786.0 |
10.4% |
103.6 |
1.4% |
7% |
False |
True |
640 |
80 |
8,300.0 |
7,260.5 |
1,039.5 |
13.7% |
87.8 |
1.2% |
30% |
False |
False |
506 |
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Fibonacci Retracements and Extensions |
4.250 |
8,259.5 |
2.618 |
8,027.8 |
1.618 |
7,885.8 |
1.000 |
7,798.0 |
0.618 |
7,743.8 |
HIGH |
7,656.0 |
0.618 |
7,601.8 |
0.500 |
7,585.0 |
0.382 |
7,568.2 |
LOW |
7,514.0 |
0.618 |
7,426.2 |
1.000 |
7,372.0 |
1.618 |
7,284.2 |
2.618 |
7,142.2 |
4.250 |
6,910.5 |
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