| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,636.0 |
2,688.0 |
52.0 |
2.0% |
2,741.0 |
| High |
2,675.0 |
2,705.0 |
30.0 |
1.1% |
2,760.0 |
| Low |
2,625.0 |
2,573.0 |
-52.0 |
-2.0% |
2,625.0 |
| Close |
2,668.0 |
2,601.0 |
-67.0 |
-2.5% |
2,668.0 |
| Range |
50.0 |
132.0 |
82.0 |
164.0% |
135.0 |
| ATR |
53.2 |
58.9 |
5.6 |
10.6% |
0.0 |
| Volume |
280 |
357 |
77 |
27.5% |
2,032 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,022.3 |
2,943.7 |
2,673.6 |
|
| R3 |
2,890.3 |
2,811.7 |
2,637.3 |
|
| R2 |
2,758.3 |
2,758.3 |
2,625.2 |
|
| R1 |
2,679.7 |
2,679.7 |
2,613.1 |
2,653.0 |
| PP |
2,626.3 |
2,626.3 |
2,626.3 |
2,613.0 |
| S1 |
2,547.7 |
2,547.7 |
2,588.9 |
2,521.0 |
| S2 |
2,494.3 |
2,494.3 |
2,576.8 |
|
| S3 |
2,362.3 |
2,415.7 |
2,564.7 |
|
| S4 |
2,230.3 |
2,283.7 |
2,528.4 |
|
|
| 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 |
2,755.0 |
2,573.0 |
182.0 |
7.0% |
65.4 |
2.5% |
15% |
False |
True |
424 |
| 10 |
2,790.0 |
2,573.0 |
217.0 |
8.3% |
55.3 |
2.1% |
13% |
False |
True |
915 |
| 20 |
2,872.0 |
2,573.0 |
299.0 |
11.5% |
52.6 |
2.0% |
9% |
False |
True |
1,561 |
| 40 |
2,887.0 |
2,573.0 |
314.0 |
12.1% |
49.5 |
1.9% |
9% |
False |
True |
6,766 |
| 60 |
2,925.0 |
2,573.0 |
352.0 |
13.5% |
46.3 |
1.8% |
8% |
False |
True |
5,209 |
| 80 |
2,969.0 |
2,573.0 |
396.0 |
15.2% |
42.6 |
1.6% |
7% |
False |
True |
4,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,266.0 |
|
2.618 |
3,050.6 |
|
1.618 |
2,918.6 |
|
1.000 |
2,837.0 |
|
0.618 |
2,786.6 |
|
HIGH |
2,705.0 |
|
0.618 |
2,654.6 |
|
0.500 |
2,639.0 |
|
0.382 |
2,623.4 |
|
LOW |
2,573.0 |
|
0.618 |
2,491.4 |
|
1.000 |
2,441.0 |
|
1.618 |
2,359.4 |
|
2.618 |
2,227.4 |
|
4.250 |
2,012.0 |
|
|