Day Change Summary |
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Previous |
Current |
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02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,688.5 |
5,600.0 |
-88.5 |
-1.6% |
5,851.0 |
High |
5,695.5 |
5,627.0 |
-68.5 |
-1.2% |
5,873.5 |
Low |
5,600.0 |
5,515.5 |
-84.5 |
-1.5% |
5,729.5 |
Close |
5,669.5 |
5,544.5 |
-125.0 |
-2.2% |
5,759.5 |
Range |
95.5 |
111.5 |
16.0 |
16.8% |
144.0 |
ATR |
65.4 |
71.8 |
6.3 |
9.7% |
0.0 |
Volume |
18 |
35 |
17 |
94.4% |
12 |
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Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,897.0 |
5,832.0 |
5,606.0 |
|
R3 |
5,785.5 |
5,720.5 |
5,575.0 |
|
R2 |
5,674.0 |
5,674.0 |
5,565.0 |
|
R1 |
5,609.0 |
5,609.0 |
5,554.5 |
5,586.0 |
PP |
5,562.5 |
5,562.5 |
5,562.5 |
5,550.5 |
S1 |
5,497.5 |
5,497.5 |
5,534.5 |
5,474.0 |
S2 |
5,451.0 |
5,451.0 |
5,524.0 |
|
S3 |
5,339.5 |
5,386.0 |
5,514.0 |
|
S4 |
5,228.0 |
5,274.5 |
5,483.0 |
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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 |
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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 |
5,847.0 |
5,515.5 |
331.5 |
6.0% |
83.5 |
1.5% |
9% |
False |
True |
13 |
10 |
5,885.0 |
5,515.5 |
369.5 |
6.7% |
59.5 |
1.1% |
8% |
False |
True |
9 |
20 |
6,000.5 |
5,515.5 |
485.0 |
8.7% |
48.0 |
0.9% |
6% |
False |
True |
9 |
40 |
6,000.5 |
5,515.5 |
485.0 |
8.7% |
37.0 |
0.7% |
6% |
False |
True |
14 |
60 |
6,000.5 |
5,515.5 |
485.0 |
8.7% |
26.5 |
0.5% |
6% |
False |
True |
11 |
80 |
6,000.5 |
5,515.5 |
485.0 |
8.7% |
21.0 |
0.4% |
6% |
False |
True |
9 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,101.0 |
2.618 |
5,919.0 |
1.618 |
5,807.5 |
1.000 |
5,738.5 |
0.618 |
5,696.0 |
HIGH |
5,627.0 |
0.618 |
5,584.5 |
0.500 |
5,571.0 |
0.382 |
5,558.0 |
LOW |
5,515.5 |
0.618 |
5,446.5 |
1.000 |
5,404.0 |
1.618 |
5,335.0 |
2.618 |
5,223.5 |
4.250 |
5,041.5 |
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