Day Change Summary |
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Previous |
Current |
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02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,622.3 |
1,663.7 |
41.4 |
2.6% |
1,613.1 |
High |
1,665.9 |
1,675.8 |
9.9 |
0.6% |
1,635.1 |
Low |
1,622.3 |
1,656.9 |
34.6 |
2.1% |
1,608.0 |
Close |
1,645.9 |
1,667.9 |
22.0 |
1.3% |
1,632.5 |
Range |
43.6 |
18.9 |
-24.7 |
-56.7% |
27.1 |
ATR |
19.7 |
20.5 |
0.7 |
3.7% |
0.0 |
Volume |
588 |
6,853 |
6,265 |
1,065.5% |
4,018 |
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Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,723.6 |
1,714.6 |
1,678.3 |
|
R3 |
1,704.7 |
1,695.7 |
1,673.1 |
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R2 |
1,685.8 |
1,685.8 |
1,671.4 |
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R1 |
1,676.8 |
1,676.8 |
1,669.6 |
1,681.3 |
PP |
1,666.9 |
1,666.9 |
1,666.9 |
1,669.1 |
S1 |
1,657.9 |
1,657.9 |
1,666.2 |
1,662.4 |
S2 |
1,648.0 |
1,648.0 |
1,664.4 |
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S3 |
1,629.1 |
1,639.0 |
1,662.7 |
|
S4 |
1,610.2 |
1,620.1 |
1,657.5 |
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Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,706.5 |
1,696.6 |
1,647.4 |
|
R3 |
1,679.4 |
1,669.5 |
1,640.0 |
|
R2 |
1,652.3 |
1,652.3 |
1,637.5 |
|
R1 |
1,642.4 |
1,642.4 |
1,635.0 |
1,647.4 |
PP |
1,625.2 |
1,625.2 |
1,625.2 |
1,627.7 |
S1 |
1,615.3 |
1,615.3 |
1,630.0 |
1,620.3 |
S2 |
1,598.1 |
1,598.1 |
1,627.5 |
|
S3 |
1,571.0 |
1,588.2 |
1,625.0 |
|
S4 |
1,543.9 |
1,561.1 |
1,617.6 |
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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 |
1,675.8 |
1,608.0 |
67.8 |
4.1% |
23.9 |
1.4% |
88% |
True |
False |
1,958 |
10 |
1,675.8 |
1,589.6 |
86.2 |
5.2% |
19.9 |
1.2% |
91% |
True |
False |
1,324 |
20 |
1,675.8 |
1,526.1 |
149.7 |
9.0% |
18.7 |
1.1% |
95% |
True |
False |
965 |
40 |
1,675.8 |
1,482.6 |
193.2 |
11.6% |
16.5 |
1.0% |
96% |
True |
False |
632 |
60 |
1,675.8 |
1,477.1 |
198.7 |
11.9% |
15.8 |
0.9% |
96% |
True |
False |
581 |
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Fibonacci Retracements and Extensions |
4.250 |
1,756.1 |
2.618 |
1,725.3 |
1.618 |
1,706.4 |
1.000 |
1,694.7 |
0.618 |
1,687.5 |
HIGH |
1,675.8 |
0.618 |
1,668.6 |
0.500 |
1,666.4 |
0.382 |
1,664.1 |
LOW |
1,656.9 |
0.618 |
1,645.2 |
1.000 |
1,638.0 |
1.618 |
1,626.3 |
2.618 |
1,607.4 |
4.250 |
1,576.6 |
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