| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,841.32 |
1,813.30 |
-28.02 |
-1.5% |
1,831.86 |
| High |
1,850.46 |
1,851.31 |
0.85 |
0.0% |
1,865.19 |
| Low |
1,798.31 |
1,812.97 |
14.66 |
0.8% |
1,784.26 |
| Close |
1,802.99 |
1,845.55 |
42.56 |
2.4% |
1,846.55 |
| Range |
52.15 |
38.34 |
-13.81 |
-26.5% |
80.93 |
| ATR |
43.18 |
43.55 |
0.37 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,951.63 |
1,936.93 |
1,866.64 |
|
| R3 |
1,913.29 |
1,898.59 |
1,856.09 |
|
| R2 |
1,874.95 |
1,874.95 |
1,852.58 |
|
| R1 |
1,860.25 |
1,860.25 |
1,849.06 |
1,867.60 |
| PP |
1,836.61 |
1,836.61 |
1,836.61 |
1,840.29 |
| S1 |
1,821.91 |
1,821.91 |
1,842.04 |
1,829.26 |
| S2 |
1,798.27 |
1,798.27 |
1,838.52 |
|
| S3 |
1,759.93 |
1,783.57 |
1,835.01 |
|
| S4 |
1,721.59 |
1,745.23 |
1,824.46 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.79 |
2,041.60 |
1,891.06 |
|
| R3 |
1,993.86 |
1,960.67 |
1,868.81 |
|
| R2 |
1,912.93 |
1,912.93 |
1,861.39 |
|
| R1 |
1,879.74 |
1,879.74 |
1,853.97 |
1,896.34 |
| PP |
1,832.00 |
1,832.00 |
1,832.00 |
1,840.30 |
| S1 |
1,798.81 |
1,798.81 |
1,839.13 |
1,815.41 |
| S2 |
1,751.07 |
1,751.07 |
1,831.71 |
|
| S3 |
1,670.14 |
1,717.88 |
1,824.29 |
|
| S4 |
1,589.21 |
1,636.95 |
1,802.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,865.19 |
1,798.31 |
66.88 |
3.6% |
40.60 |
2.2% |
71% |
False |
False |
|
| 10 |
1,865.19 |
1,784.26 |
80.93 |
4.4% |
37.81 |
2.0% |
76% |
False |
False |
|
| 20 |
1,874.83 |
1,761.08 |
113.75 |
6.2% |
43.56 |
2.4% |
74% |
False |
False |
|
| 40 |
2,055.82 |
1,761.08 |
294.74 |
16.0% |
41.52 |
2.2% |
29% |
False |
False |
|
| 60 |
2,055.82 |
1,761.08 |
294.74 |
16.0% |
38.42 |
2.1% |
29% |
False |
False |
|
| 80 |
2,055.82 |
1,761.08 |
294.74 |
16.0% |
36.72 |
2.0% |
29% |
False |
False |
|
| 100 |
2,055.82 |
1,668.57 |
387.25 |
21.0% |
37.80 |
2.0% |
46% |
False |
False |
|
| 120 |
2,055.82 |
1,668.57 |
387.25 |
21.0% |
37.57 |
2.0% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,014.26 |
|
2.618 |
1,951.68 |
|
1.618 |
1,913.34 |
|
1.000 |
1,889.65 |
|
0.618 |
1,875.00 |
|
HIGH |
1,851.31 |
|
0.618 |
1,836.66 |
|
0.500 |
1,832.14 |
|
0.382 |
1,827.62 |
|
LOW |
1,812.97 |
|
0.618 |
1,789.28 |
|
1.000 |
1,774.63 |
|
1.618 |
1,750.94 |
|
2.618 |
1,712.60 |
|
4.250 |
1,650.03 |
|
|