Day Change Summary |
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Previous |
Current |
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27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,356.0 |
7,235.0 |
-121.0 |
-1.6% |
7,222.5 |
High |
7,385.5 |
7,248.0 |
-137.5 |
-1.9% |
7,395.5 |
Low |
7,232.0 |
7,153.5 |
-78.5 |
-1.1% |
7,137.0 |
Close |
7,298.0 |
7,238.5 |
-59.5 |
-0.8% |
7,365.0 |
Range |
153.5 |
94.5 |
-59.0 |
-38.4% |
258.5 |
ATR |
113.8 |
115.9 |
2.2 |
1.9% |
0.0 |
Volume |
193 |
233 |
40 |
20.7% |
1,481 |
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Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,496.8 |
7,462.2 |
7,290.5 |
|
R3 |
7,402.3 |
7,367.7 |
7,264.5 |
|
R2 |
7,307.8 |
7,307.8 |
7,255.8 |
|
R1 |
7,273.2 |
7,273.2 |
7,247.2 |
7,290.5 |
PP |
7,213.3 |
7,213.3 |
7,213.3 |
7,222.0 |
S1 |
7,178.7 |
7,178.7 |
7,229.8 |
7,196.0 |
S2 |
7,118.8 |
7,118.8 |
7,221.2 |
|
S3 |
7,024.3 |
7,084.2 |
7,212.5 |
|
S4 |
6,929.8 |
6,989.7 |
7,186.5 |
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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 |
7,153.5 |
271.5 |
3.8% |
99.9 |
1.4% |
31% |
False |
True |
221 |
10 |
7,425.0 |
7,137.0 |
288.0 |
4.0% |
100.0 |
1.4% |
35% |
False |
False |
248 |
20 |
7,575.5 |
7,070.0 |
505.5 |
7.0% |
98.9 |
1.4% |
33% |
False |
False |
317 |
40 |
7,575.5 |
7,054.5 |
521.0 |
7.2% |
101.8 |
1.4% |
35% |
False |
False |
1,642 |
60 |
7,593.5 |
7,054.5 |
539.0 |
7.4% |
95.6 |
1.3% |
34% |
False |
False |
1,124 |
80 |
7,680.0 |
7,054.5 |
625.5 |
8.6% |
86.7 |
1.2% |
29% |
False |
False |
864 |
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|
Fibonacci Retracements and Extensions |
4.250 |
7,649.6 |
2.618 |
7,495.4 |
1.618 |
7,400.9 |
1.000 |
7,342.5 |
0.618 |
7,306.4 |
HIGH |
7,248.0 |
0.618 |
7,211.9 |
0.500 |
7,200.8 |
0.382 |
7,189.6 |
LOW |
7,153.5 |
0.618 |
7,095.1 |
1.000 |
7,059.0 |
1.618 |
7,000.6 |
2.618 |
6,906.1 |
4.250 |
6,751.9 |
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