| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
5,408.5 |
5,468.0 |
59.5 |
1.1% |
5,381.0 |
| High |
5,483.0 |
5,468.0 |
-15.0 |
-0.3% |
5,500.0 |
| Low |
5,404.5 |
5,407.0 |
2.5 |
0.0% |
5,329.0 |
| Close |
5,464.5 |
5,441.0 |
-23.5 |
-0.4% |
5,390.5 |
| Range |
78.5 |
61.0 |
-17.5 |
-22.3% |
171.0 |
| ATR |
93.7 |
91.3 |
-2.3 |
-2.5% |
0.0 |
| Volume |
31 |
32 |
1 |
3.2% |
320 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,621.5 |
5,592.5 |
5,474.5 |
|
| R3 |
5,560.5 |
5,531.5 |
5,458.0 |
|
| R2 |
5,499.5 |
5,499.5 |
5,452.0 |
|
| R1 |
5,470.5 |
5,470.5 |
5,446.5 |
5,454.5 |
| PP |
5,438.5 |
5,438.5 |
5,438.5 |
5,431.0 |
| S1 |
5,409.5 |
5,409.5 |
5,435.5 |
5,393.5 |
| S2 |
5,377.5 |
5,377.5 |
5,430.0 |
|
| S3 |
5,316.5 |
5,348.5 |
5,424.0 |
|
| S4 |
5,255.5 |
5,287.5 |
5,407.5 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,919.5 |
5,826.0 |
5,484.5 |
|
| R3 |
5,748.5 |
5,655.0 |
5,437.5 |
|
| R2 |
5,577.5 |
5,577.5 |
5,422.0 |
|
| R1 |
5,484.0 |
5,484.0 |
5,406.0 |
5,531.0 |
| PP |
5,406.5 |
5,406.5 |
5,406.5 |
5,430.0 |
| S1 |
5,313.0 |
5,313.0 |
5,375.0 |
5,360.0 |
| S2 |
5,235.5 |
5,235.5 |
5,359.0 |
|
| S3 |
5,064.5 |
5,142.0 |
5,343.5 |
|
| S4 |
4,893.5 |
4,971.0 |
5,296.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,483.0 |
5,301.0 |
182.0 |
3.3% |
61.0 |
1.1% |
77% |
False |
False |
41 |
| 10 |
5,500.0 |
5,265.0 |
235.0 |
4.3% |
71.0 |
1.3% |
75% |
False |
False |
48 |
| 20 |
5,577.5 |
5,133.0 |
444.5 |
8.2% |
75.5 |
1.4% |
69% |
False |
False |
40 |
| 40 |
6,025.5 |
5,133.0 |
892.5 |
16.4% |
61.5 |
1.1% |
35% |
False |
False |
110 |
| 60 |
6,421.0 |
5,133.0 |
1,288.0 |
23.7% |
44.0 |
0.8% |
24% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,727.0 |
|
2.618 |
5,627.5 |
|
1.618 |
5,566.5 |
|
1.000 |
5,529.0 |
|
0.618 |
5,505.5 |
|
HIGH |
5,468.0 |
|
0.618 |
5,444.5 |
|
0.500 |
5,437.5 |
|
0.382 |
5,430.5 |
|
LOW |
5,407.0 |
|
0.618 |
5,369.5 |
|
1.000 |
5,346.0 |
|
1.618 |
5,308.5 |
|
2.618 |
5,247.5 |
|
4.250 |
5,148.0 |
|
|