Day Change Summary |
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Previous |
Current |
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04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,665.8 |
1,654.3 |
-11.5 |
-0.7% |
1,613.0 |
High |
1,685.5 |
1,672.7 |
-12.8 |
-0.8% |
1,685.5 |
Low |
1,645.0 |
1,647.1 |
2.1 |
0.1% |
1,612.5 |
Close |
1,660.5 |
1,653.5 |
-7.0 |
-0.4% |
1,653.5 |
Range |
40.5 |
25.6 |
-14.9 |
-36.8% |
73.0 |
ATR |
21.9 |
22.2 |
0.3 |
1.2% |
0.0 |
Volume |
8,337 |
7,900 |
-437 |
-5.2% |
23,923 |
|
Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.6 |
1,719.6 |
1,667.6 |
|
R3 |
1,709.0 |
1,694.0 |
1,660.5 |
|
R2 |
1,683.4 |
1,683.4 |
1,658.2 |
|
R1 |
1,668.4 |
1,668.4 |
1,655.8 |
1,663.1 |
PP |
1,657.8 |
1,657.8 |
1,657.8 |
1,655.1 |
S1 |
1,642.8 |
1,642.8 |
1,651.2 |
1,637.5 |
S2 |
1,632.2 |
1,632.2 |
1,648.8 |
|
S3 |
1,606.6 |
1,617.2 |
1,646.5 |
|
S4 |
1,581.0 |
1,591.6 |
1,639.4 |
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|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.5 |
1,834.5 |
1,693.7 |
|
R3 |
1,796.5 |
1,761.5 |
1,673.6 |
|
R2 |
1,723.5 |
1,723.5 |
1,666.9 |
|
R1 |
1,688.5 |
1,688.5 |
1,660.2 |
1,706.0 |
PP |
1,650.5 |
1,650.5 |
1,650.5 |
1,659.3 |
S1 |
1,615.5 |
1,615.5 |
1,646.8 |
1,633.0 |
S2 |
1,577.5 |
1,577.5 |
1,640.1 |
|
S3 |
1,504.5 |
1,542.5 |
1,633.4 |
|
S4 |
1,431.5 |
1,469.5 |
1,613.4 |
|
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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% |
30.2 |
1.8% |
56% |
False |
False |
4,784 |
10 |
1,685.5 |
1,608.0 |
77.5 |
4.7% |
22.6 |
1.4% |
59% |
False |
False |
2,794 |
20 |
1,685.5 |
1,545.4 |
140.1 |
8.5% |
20.6 |
1.2% |
77% |
False |
False |
1,740 |
40 |
1,685.5 |
1,482.6 |
202.9 |
12.3% |
17.8 |
1.1% |
84% |
False |
False |
1,028 |
60 |
1,685.5 |
1,477.1 |
208.4 |
12.6% |
16.2 |
1.0% |
85% |
False |
False |
832 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,781.5 |
2.618 |
1,739.7 |
1.618 |
1,714.1 |
1.000 |
1,698.3 |
0.618 |
1,688.5 |
HIGH |
1,672.7 |
0.618 |
1,662.9 |
0.500 |
1,659.9 |
0.382 |
1,656.9 |
LOW |
1,647.1 |
0.618 |
1,631.3 |
1.000 |
1,621.5 |
1.618 |
1,605.7 |
2.618 |
1,580.1 |
4.250 |
1,538.3 |
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