| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,722.0 |
2,660.0 |
-62.0 |
-2.3% |
2,660.0 |
| High |
2,723.0 |
2,691.0 |
-32.0 |
-1.2% |
2,790.0 |
| Low |
2,657.0 |
2,648.0 |
-9.0 |
-0.3% |
2,613.0 |
| Close |
2,688.0 |
2,690.0 |
2.0 |
0.1% |
2,768.0 |
| Range |
66.0 |
43.0 |
-23.0 |
-34.8% |
177.0 |
| ATR |
53.1 |
52.3 |
-0.7 |
-1.4% |
0.0 |
| Volume |
615 |
505 |
-110 |
-17.9% |
7,765 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.3 |
2,790.7 |
2,713.7 |
|
| R3 |
2,762.3 |
2,747.7 |
2,701.8 |
|
| R2 |
2,719.3 |
2,719.3 |
2,697.9 |
|
| R1 |
2,704.7 |
2,704.7 |
2,693.9 |
2,712.0 |
| PP |
2,676.3 |
2,676.3 |
2,676.3 |
2,680.0 |
| S1 |
2,661.7 |
2,661.7 |
2,686.1 |
2,669.0 |
| S2 |
2,633.3 |
2,633.3 |
2,682.1 |
|
| S3 |
2,590.3 |
2,618.7 |
2,678.2 |
|
| S4 |
2,547.3 |
2,575.7 |
2,666.4 |
|
|
| 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 |
2,648.0 |
142.0 |
5.3% |
39.8 |
1.5% |
30% |
False |
True |
410 |
| 10 |
2,790.0 |
2,613.0 |
177.0 |
6.6% |
44.4 |
1.7% |
44% |
False |
False |
976 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
46.9 |
1.7% |
30% |
False |
False |
1,573 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
47.2 |
1.8% |
30% |
False |
False |
6,915 |
| 60 |
2,925.0 |
2,605.0 |
320.0 |
11.9% |
44.9 |
1.7% |
27% |
False |
False |
5,208 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.5% |
41.2 |
1.5% |
23% |
False |
False |
4,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,873.8 |
|
2.618 |
2,803.6 |
|
1.618 |
2,760.6 |
|
1.000 |
2,734.0 |
|
0.618 |
2,717.6 |
|
HIGH |
2,691.0 |
|
0.618 |
2,674.6 |
|
0.500 |
2,669.5 |
|
0.382 |
2,664.4 |
|
LOW |
2,648.0 |
|
0.618 |
2,621.4 |
|
1.000 |
2,605.0 |
|
1.618 |
2,578.4 |
|
2.618 |
2,535.4 |
|
4.250 |
2,465.3 |
|
|