Day Change Summary |
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Previous |
Current |
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|
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27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7,577.5 |
7,590.0 |
12.5 |
0.2% |
8,029.0 |
High |
7,656.0 |
7,670.0 |
14.0 |
0.2% |
8,086.0 |
Low |
7,514.0 |
7,521.0 |
7.0 |
0.1% |
7,514.0 |
Close |
7,569.5 |
7,589.5 |
20.0 |
0.3% |
7,569.5 |
Range |
142.0 |
149.0 |
7.0 |
4.9% |
572.0 |
ATR |
154.3 |
153.9 |
-0.4 |
-0.2% |
0.0 |
Volume |
790 |
1,022 |
232 |
29.4% |
4,374 |
|
Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,040.5 |
7,964.0 |
7,671.5 |
|
R3 |
7,891.5 |
7,815.0 |
7,630.5 |
|
R2 |
7,742.5 |
7,742.5 |
7,616.8 |
|
R1 |
7,666.0 |
7,666.0 |
7,603.2 |
7,629.8 |
PP |
7,593.5 |
7,593.5 |
7,593.5 |
7,575.4 |
S1 |
7,517.0 |
7,517.0 |
7,575.8 |
7,480.8 |
S2 |
7,444.5 |
7,444.5 |
7,562.2 |
|
S3 |
7,295.5 |
7,368.0 |
7,548.5 |
|
S4 |
7,146.5 |
7,219.0 |
7,507.6 |
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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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,071.0 |
7,514.0 |
557.0 |
7.3% |
200.3 |
2.6% |
14% |
False |
False |
988 |
10 |
8,226.0 |
7,514.0 |
712.0 |
9.4% |
153.2 |
2.0% |
11% |
False |
False |
701 |
20 |
8,300.0 |
7,514.0 |
786.0 |
10.4% |
135.4 |
1.8% |
10% |
False |
False |
554 |
40 |
8,300.0 |
7,514.0 |
786.0 |
10.4% |
129.0 |
1.7% |
10% |
False |
False |
821 |
60 |
8,300.0 |
7,514.0 |
786.0 |
10.4% |
105.5 |
1.4% |
10% |
False |
False |
656 |
80 |
8,300.0 |
7,276.0 |
1,024.0 |
13.5% |
89.5 |
1.2% |
31% |
False |
False |
518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,303.3 |
2.618 |
8,060.1 |
1.618 |
7,911.1 |
1.000 |
7,819.0 |
0.618 |
7,762.1 |
HIGH |
7,670.0 |
0.618 |
7,613.1 |
0.500 |
7,595.5 |
0.382 |
7,577.9 |
LOW |
7,521.0 |
0.618 |
7,428.9 |
1.000 |
7,372.0 |
1.618 |
7,279.9 |
2.618 |
7,130.9 |
4.250 |
6,887.8 |
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