| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,723.0 |
2,651.0 |
-72.0 |
-2.6% |
2,661.0 |
| High |
2,723.0 |
2,691.0 |
-32.0 |
-1.2% |
2,788.0 |
| Low |
2,657.0 |
2,650.0 |
-7.0 |
-0.3% |
2,624.0 |
| Close |
2,689.0 |
2,690.0 |
1.0 |
0.0% |
2,768.0 |
| Range |
66.0 |
41.0 |
-25.0 |
-37.9% |
164.0 |
| ATR |
46.5 |
46.1 |
-0.4 |
-0.8% |
0.0 |
| Volume |
1,111 |
273 |
-838 |
-75.4% |
2,133 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,800.0 |
2,786.0 |
2,712.6 |
|
| R3 |
2,759.0 |
2,745.0 |
2,701.3 |
|
| R2 |
2,718.0 |
2,718.0 |
2,697.5 |
|
| R1 |
2,704.0 |
2,704.0 |
2,693.8 |
2,711.0 |
| PP |
2,677.0 |
2,677.0 |
2,677.0 |
2,680.5 |
| S1 |
2,663.0 |
2,663.0 |
2,686.2 |
2,670.0 |
| S2 |
2,636.0 |
2,636.0 |
2,682.5 |
|
| S3 |
2,595.0 |
2,622.0 |
2,678.7 |
|
| S4 |
2,554.0 |
2,581.0 |
2,667.5 |
|
|
| 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 |
2,865.3 |
|
2.618 |
2,798.3 |
|
1.618 |
2,757.3 |
|
1.000 |
2,732.0 |
|
0.618 |
2,716.3 |
|
HIGH |
2,691.0 |
|
0.618 |
2,675.3 |
|
0.500 |
2,670.5 |
|
0.382 |
2,665.7 |
|
LOW |
2,650.0 |
|
0.618 |
2,624.7 |
|
1.000 |
2,609.0 |
|
1.618 |
2,583.7 |
|
2.618 |
2,542.7 |
|
4.250 |
2,475.8 |
|
|