| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,423.16 |
2,414.36 |
-8.80 |
-0.4% |
2,346.53 |
| High |
2,438.44 |
2,416.22 |
-22.22 |
-0.9% |
2,432.84 |
| Low |
2,418.52 |
2,362.12 |
-56.40 |
-2.3% |
2,322.62 |
| Close |
2,429.45 |
2,367.16 |
-62.29 |
-2.6% |
2,429.50 |
| Range |
19.92 |
54.10 |
34.18 |
171.6% |
110.22 |
| ATR |
33.93 |
36.31 |
2.39 |
7.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,544.13 |
2,509.75 |
2,396.92 |
|
| R3 |
2,490.03 |
2,455.65 |
2,382.04 |
|
| R2 |
2,435.93 |
2,435.93 |
2,377.08 |
|
| R1 |
2,401.55 |
2,401.55 |
2,372.12 |
2,391.69 |
| PP |
2,381.83 |
2,381.83 |
2,381.83 |
2,376.91 |
| S1 |
2,347.45 |
2,347.45 |
2,362.20 |
2,337.59 |
| S2 |
2,327.73 |
2,327.73 |
2,357.24 |
|
| S3 |
2,273.63 |
2,293.35 |
2,352.28 |
|
| S4 |
2,219.53 |
2,239.25 |
2,337.41 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.65 |
2,687.79 |
2,490.12 |
|
| R3 |
2,615.43 |
2,577.57 |
2,459.81 |
|
| R2 |
2,505.21 |
2,505.21 |
2,449.71 |
|
| R1 |
2,467.35 |
2,467.35 |
2,439.60 |
2,486.28 |
| PP |
2,394.99 |
2,394.99 |
2,394.99 |
2,404.45 |
| S1 |
2,357.13 |
2,357.13 |
2,419.40 |
2,376.06 |
| S2 |
2,284.77 |
2,284.77 |
2,409.29 |
|
| S3 |
2,174.55 |
2,246.91 |
2,399.19 |
|
| S4 |
2,064.33 |
2,136.69 |
2,368.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,438.44 |
2,362.12 |
76.32 |
3.2% |
35.07 |
1.5% |
7% |
False |
True |
|
| 10 |
2,438.44 |
2,318.20 |
120.24 |
5.1% |
34.17 |
1.4% |
41% |
False |
False |
|
| 20 |
2,438.44 |
2,278.85 |
159.59 |
6.7% |
30.69 |
1.3% |
55% |
False |
False |
|
| 40 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
31.04 |
1.3% |
72% |
False |
False |
|
| 60 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
29.59 |
1.3% |
72% |
False |
False |
|
| 80 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
27.77 |
1.2% |
72% |
False |
False |
|
| 100 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
28.44 |
1.2% |
72% |
False |
False |
|
| 120 |
2,438.44 |
2,180.94 |
257.50 |
10.9% |
27.97 |
1.2% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,646.15 |
|
2.618 |
2,557.85 |
|
1.618 |
2,503.75 |
|
1.000 |
2,470.32 |
|
0.618 |
2,449.65 |
|
HIGH |
2,416.22 |
|
0.618 |
2,395.55 |
|
0.500 |
2,389.17 |
|
0.382 |
2,382.79 |
|
LOW |
2,362.12 |
|
0.618 |
2,328.69 |
|
1.000 |
2,308.02 |
|
1.618 |
2,274.59 |
|
2.618 |
2,220.49 |
|
4.250 |
2,132.20 |
|
|