Day Change Summary |
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Previous |
Current |
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03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,663.7 |
1,665.8 |
2.1 |
0.1% |
1,613.1 |
High |
1,675.8 |
1,685.5 |
9.7 |
0.6% |
1,635.1 |
Low |
1,656.9 |
1,645.0 |
-11.9 |
-0.7% |
1,608.0 |
Close |
1,667.9 |
1,660.5 |
-7.4 |
-0.4% |
1,632.5 |
Range |
18.9 |
40.5 |
21.6 |
114.3% |
27.1 |
ATR |
20.5 |
21.9 |
1.4 |
7.0% |
0.0 |
Volume |
6,853 |
8,337 |
1,484 |
21.7% |
4,018 |
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Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.2 |
1,763.3 |
1,682.8 |
|
R3 |
1,744.7 |
1,722.8 |
1,671.6 |
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R2 |
1,704.2 |
1,704.2 |
1,667.9 |
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R1 |
1,682.3 |
1,682.3 |
1,664.2 |
1,673.0 |
PP |
1,663.7 |
1,663.7 |
1,663.7 |
1,659.0 |
S1 |
1,641.8 |
1,641.8 |
1,656.8 |
1,632.5 |
S2 |
1,623.2 |
1,623.2 |
1,653.1 |
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S3 |
1,582.7 |
1,601.3 |
1,649.4 |
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S4 |
1,542.2 |
1,560.8 |
1,638.2 |
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Weekly Pivots for week ending 29-Jul-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,706.5 |
1,696.6 |
1,647.4 |
|
R3 |
1,679.4 |
1,669.5 |
1,640.0 |
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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 |
1,685.5 |
1,612.5 |
73.0 |
4.4% |
29.1 |
1.8% |
66% |
True |
False |
3,397 |
10 |
1,685.5 |
1,589.6 |
95.9 |
5.8% |
22.1 |
1.3% |
74% |
True |
False |
2,065 |
20 |
1,685.5 |
1,529.3 |
156.2 |
9.4% |
20.2 |
1.2% |
84% |
True |
False |
1,351 |
40 |
1,685.5 |
1,482.6 |
202.9 |
12.2% |
17.4 |
1.0% |
88% |
True |
False |
833 |
60 |
1,685.5 |
1,477.1 |
208.4 |
12.6% |
16.2 |
1.0% |
88% |
True |
False |
708 |
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Fibonacci Retracements and Extensions |
4.250 |
1,857.6 |
2.618 |
1,791.5 |
1.618 |
1,751.0 |
1.000 |
1,726.0 |
0.618 |
1,710.5 |
HIGH |
1,685.5 |
0.618 |
1,670.0 |
0.500 |
1,665.3 |
0.382 |
1,660.5 |
LOW |
1,645.0 |
0.618 |
1,620.0 |
1.000 |
1,604.5 |
1.618 |
1,579.5 |
2.618 |
1,539.0 |
4.250 |
1,472.9 |
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