| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,884.07 |
1,842.33 |
-41.74 |
-2.2% |
1,875.77 |
| High |
1,887.41 |
1,874.64 |
-12.77 |
-0.7% |
1,900.15 |
| Low |
1,841.36 |
1,833.90 |
-7.46 |
-0.4% |
1,833.90 |
| Close |
1,860.30 |
1,864.00 |
3.70 |
0.2% |
1,864.00 |
| Range |
46.05 |
40.74 |
-5.31 |
-11.5% |
66.25 |
| ATR |
37.20 |
37.45 |
0.25 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,979.73 |
1,962.61 |
1,886.41 |
|
| R3 |
1,938.99 |
1,921.87 |
1,875.20 |
|
| R2 |
1,898.25 |
1,898.25 |
1,871.47 |
|
| R1 |
1,881.13 |
1,881.13 |
1,867.73 |
1,889.69 |
| PP |
1,857.51 |
1,857.51 |
1,857.51 |
1,861.80 |
| S1 |
1,840.39 |
1,840.39 |
1,860.27 |
1,848.95 |
| S2 |
1,816.77 |
1,816.77 |
1,856.53 |
|
| S3 |
1,776.03 |
1,799.65 |
1,852.80 |
|
| S4 |
1,735.29 |
1,758.91 |
1,841.59 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.77 |
2,030.63 |
1,900.44 |
|
| R3 |
1,998.52 |
1,964.38 |
1,882.22 |
|
| R2 |
1,932.27 |
1,932.27 |
1,876.15 |
|
| R1 |
1,898.13 |
1,898.13 |
1,870.07 |
1,882.08 |
| PP |
1,866.02 |
1,866.02 |
1,866.02 |
1,857.99 |
| S1 |
1,831.88 |
1,831.88 |
1,857.93 |
1,815.83 |
| S2 |
1,799.77 |
1,799.77 |
1,851.85 |
|
| S3 |
1,733.52 |
1,765.63 |
1,845.78 |
|
| S4 |
1,667.27 |
1,699.38 |
1,827.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,900.15 |
1,833.90 |
66.25 |
3.6% |
31.46 |
1.7% |
45% |
False |
True |
|
| 10 |
1,900.15 |
1,784.55 |
115.60 |
6.2% |
34.57 |
1.9% |
69% |
False |
False |
|
| 20 |
1,900.15 |
1,712.92 |
187.23 |
10.0% |
33.82 |
1.8% |
81% |
False |
False |
|
| 40 |
1,939.77 |
1,700.04 |
239.73 |
12.9% |
35.89 |
1.9% |
68% |
False |
False |
|
| 60 |
1,983.13 |
1,700.04 |
283.09 |
15.2% |
41.83 |
2.2% |
58% |
False |
False |
|
| 80 |
2,059.42 |
1,700.04 |
359.38 |
19.3% |
38.07 |
2.0% |
46% |
False |
False |
|
| 100 |
2,059.42 |
1,700.04 |
359.38 |
19.3% |
34.39 |
1.8% |
46% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
19.3% |
32.23 |
1.7% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,047.79 |
|
2.618 |
1,981.30 |
|
1.618 |
1,940.56 |
|
1.000 |
1,915.38 |
|
0.618 |
1,899.82 |
|
HIGH |
1,874.64 |
|
0.618 |
1,859.08 |
|
0.500 |
1,854.27 |
|
0.382 |
1,849.46 |
|
LOW |
1,833.90 |
|
0.618 |
1,808.72 |
|
1.000 |
1,793.16 |
|
1.618 |
1,767.98 |
|
2.618 |
1,727.24 |
|
4.250 |
1,660.76 |
|
|