Day Change Summary |
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Previous |
Current |
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26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,403.0 |
7,356.0 |
-47.0 |
-0.6% |
7,222.5 |
High |
7,425.0 |
7,385.5 |
-39.5 |
-0.5% |
7,395.5 |
Low |
7,349.0 |
7,232.0 |
-117.0 |
-1.6% |
7,137.0 |
Close |
7,399.0 |
7,298.0 |
-101.0 |
-1.4% |
7,365.0 |
Range |
76.0 |
153.5 |
77.5 |
102.0% |
258.5 |
ATR |
109.7 |
113.8 |
4.1 |
3.7% |
0.0 |
Volume |
165 |
193 |
28 |
17.0% |
1,481 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,765.7 |
7,685.3 |
7,382.4 |
|
R3 |
7,612.2 |
7,531.8 |
7,340.2 |
|
R2 |
7,458.7 |
7,458.7 |
7,326.1 |
|
R1 |
7,378.3 |
7,378.3 |
7,312.1 |
7,341.8 |
PP |
7,305.2 |
7,305.2 |
7,305.2 |
7,286.9 |
S1 |
7,224.8 |
7,224.8 |
7,283.9 |
7,188.3 |
S2 |
7,151.7 |
7,151.7 |
7,269.9 |
|
S3 |
6,998.2 |
7,071.3 |
7,255.8 |
|
S4 |
6,844.7 |
6,917.8 |
7,213.6 |
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|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,074.7 |
7,978.3 |
7,507.2 |
|
R3 |
7,816.2 |
7,719.8 |
7,436.1 |
|
R2 |
7,557.7 |
7,557.7 |
7,412.4 |
|
R1 |
7,461.3 |
7,461.3 |
7,388.7 |
7,509.5 |
PP |
7,299.2 |
7,299.2 |
7,299.2 |
7,323.3 |
S1 |
7,202.8 |
7,202.8 |
7,341.3 |
7,251.0 |
S2 |
7,040.7 |
7,040.7 |
7,317.6 |
|
S3 |
6,782.2 |
6,944.3 |
7,293.9 |
|
S4 |
6,523.7 |
6,685.8 |
7,222.8 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,425.0 |
7,189.5 |
235.5 |
3.2% |
113.6 |
1.6% |
46% |
False |
False |
225 |
10 |
7,425.0 |
7,137.0 |
288.0 |
3.9% |
99.7 |
1.4% |
56% |
False |
False |
256 |
20 |
7,575.5 |
7,070.0 |
505.5 |
6.9% |
99.3 |
1.4% |
45% |
False |
False |
326 |
40 |
7,575.5 |
7,054.5 |
521.0 |
7.1% |
101.0 |
1.4% |
47% |
False |
False |
1,637 |
60 |
7,593.5 |
7,054.5 |
539.0 |
7.4% |
95.6 |
1.3% |
45% |
False |
False |
1,123 |
80 |
7,680.0 |
7,054.5 |
625.5 |
8.6% |
85.8 |
1.2% |
39% |
False |
False |
862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,037.9 |
2.618 |
7,787.4 |
1.618 |
7,633.9 |
1.000 |
7,539.0 |
0.618 |
7,480.4 |
HIGH |
7,385.5 |
0.618 |
7,326.9 |
0.500 |
7,308.8 |
0.382 |
7,290.6 |
LOW |
7,232.0 |
0.618 |
7,137.1 |
1.000 |
7,078.5 |
1.618 |
6,983.6 |
2.618 |
6,830.1 |
4.250 |
6,579.6 |
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