| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,988.85 |
1,961.78 |
-27.07 |
-1.4% |
2,043.82 |
| High |
1,997.79 |
1,981.86 |
-15.93 |
-0.8% |
2,045.81 |
| Low |
1,956.16 |
1,951.36 |
-4.80 |
-0.2% |
1,955.62 |
| Close |
1,956.19 |
1,973.93 |
17.74 |
0.9% |
1,956.19 |
| Range |
41.63 |
30.50 |
-11.13 |
-26.7% |
90.19 |
| ATR |
25.95 |
26.28 |
0.32 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,060.55 |
2,047.74 |
1,990.71 |
|
| R3 |
2,030.05 |
2,017.24 |
1,982.32 |
|
| R2 |
1,999.55 |
1,999.55 |
1,979.52 |
|
| R1 |
1,986.74 |
1,986.74 |
1,976.73 |
1,993.15 |
| PP |
1,969.05 |
1,969.05 |
1,969.05 |
1,972.25 |
| S1 |
1,956.24 |
1,956.24 |
1,971.13 |
1,962.65 |
| S2 |
1,938.55 |
1,938.55 |
1,968.34 |
|
| S3 |
1,908.05 |
1,925.74 |
1,965.54 |
|
| S4 |
1,877.55 |
1,895.24 |
1,957.16 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,256.44 |
2,196.51 |
2,005.79 |
|
| R3 |
2,166.25 |
2,106.32 |
1,980.99 |
|
| R2 |
2,076.06 |
2,076.06 |
1,972.72 |
|
| R1 |
2,016.13 |
2,016.13 |
1,964.46 |
2,001.00 |
| PP |
1,985.87 |
1,985.87 |
1,985.87 |
1,978.31 |
| S1 |
1,925.94 |
1,925.94 |
1,947.92 |
1,910.81 |
| S2 |
1,895.68 |
1,895.68 |
1,939.66 |
|
| S3 |
1,805.49 |
1,835.75 |
1,931.39 |
|
| S4 |
1,715.30 |
1,745.56 |
1,906.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,037.72 |
1,951.36 |
86.36 |
4.4% |
39.15 |
2.0% |
26% |
False |
True |
|
| 10 |
2,060.29 |
1,951.36 |
108.93 |
5.5% |
28.24 |
1.4% |
21% |
False |
True |
|
| 20 |
2,060.29 |
1,939.74 |
120.55 |
6.1% |
22.47 |
1.1% |
28% |
False |
False |
|
| 40 |
2,060.29 |
1,876.52 |
183.77 |
9.3% |
21.95 |
1.1% |
53% |
False |
False |
|
| 60 |
2,060.29 |
1,866.98 |
193.31 |
9.8% |
21.44 |
1.1% |
55% |
False |
False |
|
| 80 |
2,060.29 |
1,788.40 |
271.89 |
13.8% |
20.22 |
1.0% |
68% |
False |
False |
|
| 100 |
2,060.29 |
1,711.28 |
349.01 |
17.7% |
20.33 |
1.0% |
75% |
False |
False |
|
| 120 |
2,060.29 |
1,710.97 |
349.32 |
17.7% |
20.91 |
1.1% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.49 |
|
2.618 |
2,061.71 |
|
1.618 |
2,031.21 |
|
1.000 |
2,012.36 |
|
0.618 |
2,000.71 |
|
HIGH |
1,981.86 |
|
0.618 |
1,970.21 |
|
0.500 |
1,966.61 |
|
0.382 |
1,963.01 |
|
LOW |
1,951.36 |
|
0.618 |
1,932.51 |
|
1.000 |
1,920.86 |
|
1.618 |
1,902.01 |
|
2.618 |
1,871.51 |
|
4.250 |
1,821.74 |
|
|