Day Change Summary |
|
Previous |
Current |
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|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
5,790.0 |
5,750.0 |
-40.0 |
-0.7% |
5,851.0 |
High |
5,790.0 |
5,784.0 |
-6.0 |
-0.1% |
5,873.5 |
Low |
5,790.0 |
5,729.5 |
-60.5 |
-1.0% |
5,729.5 |
Close |
5,809.5 |
5,759.5 |
-50.0 |
-0.9% |
5,759.5 |
Range |
0.0 |
54.5 |
54.5 |
|
144.0 |
ATR |
50.3 |
52.4 |
2.1 |
4.2% |
0.0 |
Volume |
6 |
1 |
-5 |
-83.3% |
12 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,921.0 |
5,895.0 |
5,789.5 |
|
R3 |
5,866.5 |
5,840.5 |
5,774.5 |
|
R2 |
5,812.0 |
5,812.0 |
5,769.5 |
|
R1 |
5,786.0 |
5,786.0 |
5,764.5 |
5,799.0 |
PP |
5,757.5 |
5,757.5 |
5,757.5 |
5,764.0 |
S1 |
5,731.5 |
5,731.5 |
5,754.5 |
5,744.5 |
S2 |
5,703.0 |
5,703.0 |
5,749.5 |
|
S3 |
5,648.5 |
5,677.0 |
5,744.5 |
|
S4 |
5,594.0 |
5,622.5 |
5,729.5 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,219.5 |
6,133.5 |
5,838.5 |
|
R3 |
6,075.5 |
5,989.5 |
5,799.0 |
|
R2 |
5,931.5 |
5,931.5 |
5,786.0 |
|
R1 |
5,845.5 |
5,845.5 |
5,772.5 |
5,816.5 |
PP |
5,787.5 |
5,787.5 |
5,787.5 |
5,773.0 |
S1 |
5,701.5 |
5,701.5 |
5,746.5 |
5,672.5 |
S2 |
5,643.5 |
5,643.5 |
5,733.0 |
|
S3 |
5,499.5 |
5,557.5 |
5,720.0 |
|
S4 |
5,355.5 |
5,413.5 |
5,680.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,873.5 |
5,729.5 |
144.0 |
2.5% |
29.0 |
0.5% |
21% |
False |
True |
2 |
10 |
5,885.0 |
5,680.0 |
205.0 |
3.6% |
34.0 |
0.6% |
39% |
False |
False |
9 |
20 |
6,000.5 |
5,680.0 |
320.5 |
5.6% |
34.5 |
0.6% |
25% |
False |
False |
6 |
40 |
6,000.5 |
5,586.5 |
414.0 |
7.2% |
28.0 |
0.5% |
42% |
False |
False |
13 |
60 |
6,000.5 |
5,586.5 |
414.0 |
7.2% |
20.5 |
0.4% |
42% |
False |
False |
10 |
80 |
6,000.5 |
5,586.5 |
414.0 |
7.2% |
16.5 |
0.3% |
42% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,015.5 |
2.618 |
5,926.5 |
1.618 |
5,872.0 |
1.000 |
5,838.5 |
0.618 |
5,817.5 |
HIGH |
5,784.0 |
0.618 |
5,763.0 |
0.500 |
5,757.0 |
0.382 |
5,750.5 |
LOW |
5,729.5 |
0.618 |
5,696.0 |
1.000 |
5,675.0 |
1.618 |
5,641.5 |
2.618 |
5,587.0 |
4.250 |
5,498.0 |
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