| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,740.0 |
2,722.0 |
-18.0 |
-0.7% |
2,660.0 |
| High |
2,755.0 |
2,723.0 |
-32.0 |
-1.2% |
2,790.0 |
| Low |
2,719.0 |
2,657.0 |
-62.0 |
-2.3% |
2,613.0 |
| Close |
2,740.0 |
2,688.0 |
-52.0 |
-1.9% |
2,768.0 |
| Range |
36.0 |
66.0 |
30.0 |
83.3% |
177.0 |
| ATR |
50.8 |
53.1 |
2.3 |
4.5% |
0.0 |
| Volume |
367 |
615 |
248 |
67.6% |
7,765 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.3 |
2,853.7 |
2,724.3 |
|
| R3 |
2,821.3 |
2,787.7 |
2,706.2 |
|
| R2 |
2,755.3 |
2,755.3 |
2,700.1 |
|
| R1 |
2,721.7 |
2,721.7 |
2,694.1 |
2,705.5 |
| PP |
2,689.3 |
2,689.3 |
2,689.3 |
2,681.3 |
| S1 |
2,655.7 |
2,655.7 |
2,682.0 |
2,639.5 |
| S2 |
2,623.3 |
2,623.3 |
2,675.9 |
|
| S3 |
2,557.3 |
2,589.7 |
2,669.9 |
|
| S4 |
2,491.3 |
2,523.7 |
2,651.7 |
|
|
| 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 |
2,657.0 |
133.0 |
4.9% |
51.0 |
1.9% |
23% |
False |
True |
577 |
| 10 |
2,790.0 |
2,613.0 |
177.0 |
6.6% |
43.1 |
1.6% |
42% |
False |
False |
970 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
47.5 |
1.8% |
29% |
False |
False |
3,382 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
46.9 |
1.7% |
29% |
False |
False |
7,570 |
| 60 |
2,925.0 |
2,605.0 |
320.0 |
11.9% |
44.9 |
1.7% |
26% |
False |
False |
5,200 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.5% |
41.0 |
1.5% |
23% |
False |
False |
4,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,003.5 |
|
2.618 |
2,895.8 |
|
1.618 |
2,829.8 |
|
1.000 |
2,789.0 |
|
0.618 |
2,763.8 |
|
HIGH |
2,723.0 |
|
0.618 |
2,697.8 |
|
0.500 |
2,690.0 |
|
0.382 |
2,682.2 |
|
LOW |
2,657.0 |
|
0.618 |
2,616.2 |
|
1.000 |
2,591.0 |
|
1.618 |
2,550.2 |
|
2.618 |
2,484.2 |
|
4.250 |
2,376.5 |
|
|