Day Change Summary |
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Previous |
Current |
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31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7,652.0 |
7,530.0 |
-122.0 |
-1.6% |
8,029.0 |
High |
7,750.0 |
7,746.5 |
-3.5 |
0.0% |
8,086.0 |
Low |
7,631.0 |
7,502.0 |
-129.0 |
-1.7% |
7,514.0 |
Close |
7,696.5 |
7,585.5 |
-111.0 |
-1.4% |
7,569.5 |
Range |
119.0 |
244.5 |
125.5 |
105.5% |
572.0 |
ATR |
154.4 |
160.8 |
6.4 |
4.2% |
0.0 |
Volume |
398 |
499 |
101 |
25.4% |
4,374 |
|
Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,344.8 |
8,209.7 |
7,720.0 |
|
R3 |
8,100.3 |
7,965.2 |
7,652.7 |
|
R2 |
7,855.8 |
7,855.8 |
7,630.3 |
|
R1 |
7,720.7 |
7,720.7 |
7,607.9 |
7,788.3 |
PP |
7,611.3 |
7,611.3 |
7,611.3 |
7,645.1 |
S1 |
7,476.2 |
7,476.2 |
7,563.1 |
7,543.8 |
S2 |
7,366.8 |
7,366.8 |
7,540.7 |
|
S3 |
7,122.3 |
7,231.7 |
7,518.3 |
|
S4 |
6,877.8 |
6,987.2 |
7,451.0 |
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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 |
7,868.0 |
7,502.0 |
366.0 |
4.8% |
200.6 |
2.6% |
23% |
False |
True |
919 |
10 |
8,150.0 |
7,502.0 |
648.0 |
8.5% |
170.4 |
2.2% |
13% |
False |
True |
719 |
20 |
8,300.0 |
7,502.0 |
798.0 |
10.5% |
148.9 |
2.0% |
10% |
False |
True |
560 |
40 |
8,300.0 |
7,502.0 |
798.0 |
10.5% |
130.4 |
1.7% |
10% |
False |
True |
799 |
60 |
8,300.0 |
7,502.0 |
798.0 |
10.5% |
109.4 |
1.4% |
10% |
False |
True |
662 |
80 |
8,300.0 |
7,288.5 |
1,011.5 |
13.3% |
93.0 |
1.2% |
29% |
False |
False |
524 |
|
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Fibonacci Retracements and Extensions |
4.250 |
8,785.6 |
2.618 |
8,386.6 |
1.618 |
8,142.1 |
1.000 |
7,991.0 |
0.618 |
7,897.6 |
HIGH |
7,746.5 |
0.618 |
7,653.1 |
0.500 |
7,624.3 |
0.382 |
7,595.4 |
LOW |
7,502.0 |
0.618 |
7,350.9 |
1.000 |
7,257.5 |
1.618 |
7,106.4 |
2.618 |
6,861.9 |
4.250 |
6,462.9 |
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