| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,741.0 |
2,740.0 |
-1.0 |
0.0% |
2,660.0 |
| High |
2,760.0 |
2,755.0 |
-5.0 |
-0.2% |
2,790.0 |
| Low |
2,736.0 |
2,719.0 |
-17.0 |
-0.6% |
2,613.0 |
| Close |
2,743.0 |
2,740.0 |
-3.0 |
-0.1% |
2,768.0 |
| Range |
24.0 |
36.0 |
12.0 |
50.0% |
177.0 |
| ATR |
51.9 |
50.8 |
-1.1 |
-2.2% |
0.0 |
| Volume |
265 |
367 |
102 |
38.5% |
7,765 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.0 |
2,829.0 |
2,759.8 |
|
| R3 |
2,810.0 |
2,793.0 |
2,749.9 |
|
| R2 |
2,774.0 |
2,774.0 |
2,746.6 |
|
| R1 |
2,757.0 |
2,757.0 |
2,743.3 |
2,758.0 |
| PP |
2,738.0 |
2,738.0 |
2,738.0 |
2,738.5 |
| S1 |
2,721.0 |
2,721.0 |
2,736.7 |
2,722.0 |
| S2 |
2,702.0 |
2,702.0 |
2,733.4 |
|
| S3 |
2,666.0 |
2,685.0 |
2,730.1 |
|
| S4 |
2,630.0 |
2,649.0 |
2,720.2 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,254.7 |
3,188.3 |
2,865.4 |
|
| R3 |
3,077.7 |
3,011.3 |
2,816.7 |
|
| R2 |
2,900.7 |
2,900.7 |
2,800.5 |
|
| R1 |
2,834.3 |
2,834.3 |
2,784.2 |
2,867.5 |
| PP |
2,723.7 |
2,723.7 |
2,723.7 |
2,740.3 |
| S1 |
2,657.3 |
2,657.3 |
2,751.8 |
2,690.5 |
| S2 |
2,546.7 |
2,546.7 |
2,735.6 |
|
| S3 |
2,369.7 |
2,480.3 |
2,719.3 |
|
| S4 |
2,192.7 |
2,303.3 |
2,670.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.0 |
2,666.0 |
124.0 |
4.5% |
45.4 |
1.7% |
60% |
False |
False |
1,453 |
| 10 |
2,790.0 |
2,613.0 |
177.0 |
6.5% |
41.1 |
1.5% |
72% |
False |
False |
927 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.3% |
47.0 |
1.7% |
48% |
False |
False |
6,828 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.3% |
47.0 |
1.7% |
48% |
False |
False |
7,590 |
| 60 |
2,954.0 |
2,605.0 |
349.0 |
12.7% |
44.9 |
1.6% |
39% |
False |
False |
5,223 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.3% |
40.4 |
1.5% |
37% |
False |
False |
4,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,908.0 |
|
2.618 |
2,849.2 |
|
1.618 |
2,813.2 |
|
1.000 |
2,791.0 |
|
0.618 |
2,777.2 |
|
HIGH |
2,755.0 |
|
0.618 |
2,741.2 |
|
0.500 |
2,737.0 |
|
0.382 |
2,732.8 |
|
LOW |
2,719.0 |
|
0.618 |
2,696.8 |
|
1.000 |
2,683.0 |
|
1.618 |
2,660.8 |
|
2.618 |
2,624.8 |
|
4.250 |
2,566.0 |
|
|