Day Change Summary |
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Previous |
Current |
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01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
7,284.5 |
6,983.0 |
-301.5 |
-4.1% |
7,316.5 |
High |
7,323.0 |
7,000.0 |
-323.0 |
-4.4% |
7,425.0 |
Low |
6,875.0 |
6,749.5 |
-125.5 |
-1.8% |
7,106.5 |
Close |
7,032.5 |
6,848.5 |
-184.0 |
-2.6% |
7,208.5 |
Range |
448.0 |
250.5 |
-197.5 |
-44.1% |
318.5 |
ATR |
140.7 |
150.9 |
10.2 |
7.2% |
0.0 |
Volume |
615 |
837 |
222 |
36.1% |
1,212 |
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Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,617.5 |
7,483.5 |
6,986.3 |
|
R3 |
7,367.0 |
7,233.0 |
6,917.4 |
|
R2 |
7,116.5 |
7,116.5 |
6,894.4 |
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R1 |
6,982.5 |
6,982.5 |
6,871.5 |
6,924.3 |
PP |
6,866.0 |
6,866.0 |
6,866.0 |
6,836.9 |
S1 |
6,732.0 |
6,732.0 |
6,825.5 |
6,673.8 |
S2 |
6,615.5 |
6,615.5 |
6,802.6 |
|
S3 |
6,365.0 |
6,481.5 |
6,779.6 |
|
S4 |
6,114.5 |
6,231.0 |
6,710.7 |
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Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,202.2 |
8,023.8 |
7,383.7 |
|
R3 |
7,883.7 |
7,705.3 |
7,296.1 |
|
R2 |
7,565.2 |
7,565.2 |
7,266.9 |
|
R1 |
7,386.8 |
7,386.8 |
7,237.7 |
7,316.8 |
PP |
7,246.7 |
7,246.7 |
7,246.7 |
7,211.6 |
S1 |
7,068.3 |
7,068.3 |
7,179.3 |
6,998.3 |
S2 |
6,928.2 |
6,928.2 |
7,150.1 |
|
S3 |
6,609.7 |
6,749.8 |
7,120.9 |
|
S4 |
6,291.2 |
6,431.3 |
7,033.3 |
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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 |
7,385.5 |
6,749.5 |
636.0 |
9.3% |
214.3 |
3.1% |
16% |
False |
True |
459 |
10 |
7,425.0 |
6,749.5 |
675.5 |
9.9% |
155.7 |
2.3% |
15% |
False |
True |
377 |
20 |
7,575.5 |
6,749.5 |
826.0 |
12.1% |
131.7 |
1.9% |
12% |
False |
True |
367 |
40 |
7,575.5 |
6,749.5 |
826.0 |
12.1% |
116.6 |
1.7% |
12% |
False |
True |
1,616 |
60 |
7,593.5 |
6,749.5 |
844.0 |
12.3% |
105.1 |
1.5% |
12% |
False |
True |
1,153 |
80 |
7,680.0 |
6,749.5 |
930.5 |
13.6% |
96.2 |
1.4% |
11% |
False |
True |
883 |
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Fibonacci Retracements and Extensions |
4.250 |
8,064.6 |
2.618 |
7,655.8 |
1.618 |
7,405.3 |
1.000 |
7,250.5 |
0.618 |
7,154.8 |
HIGH |
7,000.0 |
0.618 |
6,904.3 |
0.500 |
6,874.8 |
0.382 |
6,845.2 |
LOW |
6,749.5 |
0.618 |
6,594.7 |
1.000 |
6,499.0 |
1.618 |
6,344.2 |
2.618 |
6,093.7 |
4.250 |
5,684.9 |
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