| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,743.0 |
2,723.0 |
-20.0 |
-0.7% |
2,661.0 |
| High |
2,754.0 |
2,723.0 |
-31.0 |
-1.1% |
2,788.0 |
| Low |
2,721.0 |
2,657.0 |
-64.0 |
-2.4% |
2,624.0 |
| Close |
2,740.0 |
2,689.0 |
-51.0 |
-1.9% |
2,768.0 |
| Range |
33.0 |
66.0 |
33.0 |
100.0% |
164.0 |
| ATR |
43.7 |
46.5 |
2.8 |
6.4% |
0.0 |
| Volume |
97 |
1,111 |
1,014 |
1,045.4% |
2,133 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.7 |
2,854.3 |
2,725.3 |
|
| R3 |
2,821.7 |
2,788.3 |
2,707.2 |
|
| R2 |
2,755.7 |
2,755.7 |
2,701.1 |
|
| R1 |
2,722.3 |
2,722.3 |
2,695.1 |
2,706.0 |
| PP |
2,689.7 |
2,689.7 |
2,689.7 |
2,681.5 |
| S1 |
2,656.3 |
2,656.3 |
2,683.0 |
2,640.0 |
| S2 |
2,623.7 |
2,623.7 |
2,676.9 |
|
| S3 |
2,557.7 |
2,590.3 |
2,670.9 |
|
| S4 |
2,491.7 |
2,524.3 |
2,652.7 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,218.7 |
3,157.3 |
2,858.2 |
|
| R3 |
3,054.7 |
2,993.3 |
2,813.1 |
|
| R2 |
2,890.7 |
2,890.7 |
2,798.1 |
|
| R1 |
2,829.3 |
2,829.3 |
2,783.0 |
2,860.0 |
| PP |
2,726.7 |
2,726.7 |
2,726.7 |
2,742.0 |
| S1 |
2,665.3 |
2,665.3 |
2,753.0 |
2,696.0 |
| S2 |
2,562.7 |
2,562.7 |
2,737.9 |
|
| S3 |
2,398.7 |
2,501.3 |
2,722.9 |
|
| S4 |
2,234.7 |
2,337.3 |
2,677.8 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,003.5 |
|
2.618 |
2,895.8 |
|
1.618 |
2,829.8 |
|
1.000 |
2,789.0 |
|
0.618 |
2,763.8 |
|
HIGH |
2,723.0 |
|
0.618 |
2,697.8 |
|
0.500 |
2,690.0 |
|
0.382 |
2,682.2 |
|
LOW |
2,657.0 |
|
0.618 |
2,616.2 |
|
1.000 |
2,591.0 |
|
1.618 |
2,550.2 |
|
2.618 |
2,484.2 |
|
4.250 |
2,376.5 |
|
|