| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,660.0 |
2,636.0 |
-24.0 |
-0.9% |
2,741.0 |
| High |
2,691.0 |
2,675.0 |
-16.0 |
-0.6% |
2,760.0 |
| Low |
2,648.0 |
2,625.0 |
-23.0 |
-0.9% |
2,625.0 |
| Close |
2,690.0 |
2,668.0 |
-22.0 |
-0.8% |
2,668.0 |
| Range |
43.0 |
50.0 |
7.0 |
16.3% |
135.0 |
| ATR |
52.3 |
53.2 |
0.9 |
1.7% |
0.0 |
| Volume |
505 |
280 |
-225 |
-44.6% |
2,032 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.0 |
2,787.0 |
2,695.5 |
|
| R3 |
2,756.0 |
2,737.0 |
2,681.8 |
|
| R2 |
2,706.0 |
2,706.0 |
2,677.2 |
|
| R1 |
2,687.0 |
2,687.0 |
2,672.6 |
2,696.5 |
| PP |
2,656.0 |
2,656.0 |
2,656.0 |
2,660.8 |
| S1 |
2,637.0 |
2,637.0 |
2,663.4 |
2,646.5 |
| S2 |
2,606.0 |
2,606.0 |
2,658.8 |
|
| S3 |
2,556.0 |
2,587.0 |
2,654.3 |
|
| S4 |
2,506.0 |
2,537.0 |
2,640.5 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,089.3 |
3,013.7 |
2,742.3 |
|
| R3 |
2,954.3 |
2,878.7 |
2,705.1 |
|
| R2 |
2,819.3 |
2,819.3 |
2,692.8 |
|
| R1 |
2,743.7 |
2,743.7 |
2,680.4 |
2,714.0 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,669.5 |
| S1 |
2,608.7 |
2,608.7 |
2,655.6 |
2,579.0 |
| S2 |
2,549.3 |
2,549.3 |
2,643.3 |
|
| S3 |
2,414.3 |
2,473.7 |
2,630.9 |
|
| S4 |
2,279.3 |
2,338.7 |
2,593.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,760.0 |
2,625.0 |
135.0 |
5.1% |
43.8 |
1.6% |
32% |
False |
True |
406 |
| 10 |
2,790.0 |
2,613.0 |
177.0 |
6.6% |
46.8 |
1.8% |
31% |
False |
False |
979 |
| 20 |
2,874.0 |
2,605.0 |
269.0 |
10.1% |
46.8 |
1.8% |
23% |
False |
False |
1,549 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.6% |
47.2 |
1.8% |
22% |
False |
False |
6,874 |
| 60 |
2,925.0 |
2,605.0 |
320.0 |
12.0% |
44.9 |
1.7% |
20% |
False |
False |
5,209 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.6% |
41.2 |
1.5% |
17% |
False |
False |
4,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,887.5 |
|
2.618 |
2,805.9 |
|
1.618 |
2,755.9 |
|
1.000 |
2,725.0 |
|
0.618 |
2,705.9 |
|
HIGH |
2,675.0 |
|
0.618 |
2,655.9 |
|
0.500 |
2,650.0 |
|
0.382 |
2,644.1 |
|
LOW |
2,625.0 |
|
0.618 |
2,594.1 |
|
1.000 |
2,575.0 |
|
1.618 |
2,544.1 |
|
2.618 |
2,494.1 |
|
4.250 |
2,412.5 |
|
|