| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,898.81 |
1,900.07 |
1.26 |
0.1% |
1,875.77 |
| High |
1,911.01 |
1,907.80 |
-3.21 |
-0.2% |
1,900.15 |
| Low |
1,891.23 |
1,892.50 |
1.27 |
0.1% |
1,833.90 |
| Close |
1,909.20 |
1,904.95 |
-4.25 |
-0.2% |
1,864.00 |
| Range |
19.78 |
15.30 |
-4.48 |
-22.6% |
66.25 |
| ATR |
34.94 |
33.63 |
-1.30 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.65 |
1,941.60 |
1,913.37 |
|
| R3 |
1,932.35 |
1,926.30 |
1,909.16 |
|
| R2 |
1,917.05 |
1,917.05 |
1,907.76 |
|
| R1 |
1,911.00 |
1,911.00 |
1,906.35 |
1,914.03 |
| PP |
1,901.75 |
1,901.75 |
1,901.75 |
1,903.26 |
| S1 |
1,895.70 |
1,895.70 |
1,903.55 |
1,898.73 |
| S2 |
1,886.45 |
1,886.45 |
1,902.15 |
|
| S3 |
1,871.15 |
1,880.40 |
1,900.74 |
|
| S4 |
1,855.85 |
1,865.10 |
1,896.54 |
|
|
| 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 |
1,911.01 |
1,833.90 |
77.11 |
4.0% |
23.15 |
1.2% |
92% |
False |
False |
|
| 10 |
1,911.01 |
1,833.90 |
77.11 |
4.0% |
26.14 |
1.4% |
92% |
False |
False |
|
| 20 |
1,911.01 |
1,784.55 |
126.46 |
6.6% |
29.78 |
1.6% |
95% |
False |
False |
|
| 40 |
1,939.77 |
1,700.04 |
239.73 |
12.6% |
33.04 |
1.7% |
85% |
False |
False |
|
| 60 |
1,983.13 |
1,700.04 |
283.09 |
14.9% |
36.86 |
1.9% |
72% |
False |
False |
|
| 80 |
2,059.42 |
1,700.04 |
359.38 |
18.9% |
38.14 |
2.0% |
57% |
False |
False |
|
| 100 |
2,059.42 |
1,700.04 |
359.38 |
18.9% |
34.47 |
1.8% |
57% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
18.9% |
31.86 |
1.7% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,972.83 |
|
2.618 |
1,947.86 |
|
1.618 |
1,932.56 |
|
1.000 |
1,923.10 |
|
0.618 |
1,917.26 |
|
HIGH |
1,907.80 |
|
0.618 |
1,901.96 |
|
0.500 |
1,900.15 |
|
0.382 |
1,898.34 |
|
LOW |
1,892.50 |
|
0.618 |
1,883.04 |
|
1.000 |
1,877.20 |
|
1.618 |
1,867.74 |
|
2.618 |
1,852.44 |
|
4.250 |
1,827.48 |
|
|