| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,847.47 |
1,825.68 |
-21.79 |
-1.2% |
1,841.32 |
| High |
1,849.21 |
1,825.68 |
-23.53 |
-1.3% |
1,874.54 |
| Low |
1,806.40 |
1,802.09 |
-4.31 |
-0.2% |
1,798.31 |
| Close |
1,826.56 |
1,804.84 |
-21.72 |
-1.2% |
1,826.56 |
| Range |
42.81 |
23.59 |
-19.22 |
-44.9% |
76.23 |
| ATR |
43.00 |
41.68 |
-1.32 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,881.64 |
1,866.83 |
1,817.81 |
|
| R3 |
1,858.05 |
1,843.24 |
1,811.33 |
|
| R2 |
1,834.46 |
1,834.46 |
1,809.16 |
|
| R1 |
1,819.65 |
1,819.65 |
1,807.00 |
1,815.26 |
| PP |
1,810.87 |
1,810.87 |
1,810.87 |
1,808.68 |
| S1 |
1,796.06 |
1,796.06 |
1,802.68 |
1,791.67 |
| S2 |
1,787.28 |
1,787.28 |
1,800.52 |
|
| S3 |
1,763.69 |
1,772.47 |
1,798.35 |
|
| S4 |
1,740.10 |
1,748.88 |
1,791.87 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,061.83 |
2,020.42 |
1,868.49 |
|
| R3 |
1,985.60 |
1,944.19 |
1,847.52 |
|
| R2 |
1,909.37 |
1,909.37 |
1,840.54 |
|
| R1 |
1,867.96 |
1,867.96 |
1,833.55 |
1,850.55 |
| PP |
1,833.14 |
1,833.14 |
1,833.14 |
1,824.43 |
| S1 |
1,791.73 |
1,791.73 |
1,819.57 |
1,774.32 |
| S2 |
1,756.91 |
1,756.91 |
1,812.58 |
|
| S3 |
1,680.68 |
1,715.50 |
1,805.60 |
|
| S4 |
1,604.45 |
1,639.27 |
1,784.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,874.54 |
1,802.09 |
72.45 |
4.0% |
36.78 |
2.0% |
4% |
False |
True |
|
| 10 |
1,874.54 |
1,784.26 |
90.28 |
5.0% |
38.62 |
2.1% |
23% |
False |
False |
|
| 20 |
1,874.54 |
1,761.08 |
113.46 |
6.3% |
41.57 |
2.3% |
39% |
False |
False |
|
| 40 |
1,997.94 |
1,761.08 |
236.86 |
13.1% |
40.67 |
2.3% |
18% |
False |
False |
|
| 60 |
2,055.82 |
1,761.08 |
294.74 |
16.3% |
38.46 |
2.1% |
15% |
False |
False |
|
| 80 |
2,055.82 |
1,761.08 |
294.74 |
16.3% |
37.02 |
2.1% |
15% |
False |
False |
|
| 100 |
2,055.82 |
1,668.57 |
387.25 |
21.5% |
37.50 |
2.1% |
35% |
False |
False |
|
| 120 |
2,055.82 |
1,668.57 |
387.25 |
21.5% |
37.39 |
2.1% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,925.94 |
|
2.618 |
1,887.44 |
|
1.618 |
1,863.85 |
|
1.000 |
1,849.27 |
|
0.618 |
1,840.26 |
|
HIGH |
1,825.68 |
|
0.618 |
1,816.67 |
|
0.500 |
1,813.89 |
|
0.382 |
1,811.10 |
|
LOW |
1,802.09 |
|
0.618 |
1,787.51 |
|
1.000 |
1,778.50 |
|
1.618 |
1,763.92 |
|
2.618 |
1,740.33 |
|
4.250 |
1,701.83 |
|
|