Day Change Summary |
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Previous |
Current |
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02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
6,983.0 |
6,735.5 |
-247.5 |
-3.5% |
7,316.5 |
High |
7,000.0 |
6,820.0 |
-180.0 |
-2.6% |
7,425.0 |
Low |
6,749.5 |
6,584.0 |
-165.5 |
-2.5% |
7,106.5 |
Close |
6,848.5 |
6,670.5 |
-178.0 |
-2.6% |
7,208.5 |
Range |
250.5 |
236.0 |
-14.5 |
-5.8% |
318.5 |
ATR |
150.9 |
159.0 |
8.1 |
5.4% |
0.0 |
Volume |
837 |
548 |
-289 |
-34.5% |
1,212 |
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Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,399.5 |
7,271.0 |
6,800.3 |
|
R3 |
7,163.5 |
7,035.0 |
6,735.4 |
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R2 |
6,927.5 |
6,927.5 |
6,713.8 |
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R1 |
6,799.0 |
6,799.0 |
6,692.1 |
6,745.3 |
PP |
6,691.5 |
6,691.5 |
6,691.5 |
6,664.6 |
S1 |
6,563.0 |
6,563.0 |
6,648.9 |
6,509.3 |
S2 |
6,455.5 |
6,455.5 |
6,627.2 |
|
S3 |
6,219.5 |
6,327.0 |
6,605.6 |
|
S4 |
5,983.5 |
6,091.0 |
6,540.7 |
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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 |
7,323.0 |
6,584.0 |
739.0 |
11.1% |
230.8 |
3.5% |
12% |
False |
True |
530 |
10 |
7,425.0 |
6,584.0 |
841.0 |
12.6% |
172.2 |
2.6% |
10% |
False |
True |
378 |
20 |
7,575.5 |
6,584.0 |
991.5 |
14.9% |
140.5 |
2.1% |
9% |
False |
True |
384 |
40 |
7,575.5 |
6,584.0 |
991.5 |
14.9% |
120.3 |
1.8% |
9% |
False |
True |
1,616 |
60 |
7,575.5 |
6,584.0 |
991.5 |
14.9% |
107.6 |
1.6% |
9% |
False |
True |
1,161 |
80 |
7,680.0 |
6,584.0 |
1,096.0 |
16.4% |
99.1 |
1.5% |
8% |
False |
True |
889 |
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Fibonacci Retracements and Extensions |
4.250 |
7,823.0 |
2.618 |
7,437.8 |
1.618 |
7,201.8 |
1.000 |
7,056.0 |
0.618 |
6,965.8 |
HIGH |
6,820.0 |
0.618 |
6,729.8 |
0.500 |
6,702.0 |
0.382 |
6,674.2 |
LOW |
6,584.0 |
0.618 |
6,438.2 |
1.000 |
6,348.0 |
1.618 |
6,202.2 |
2.618 |
5,966.2 |
4.250 |
5,581.0 |
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