| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,348.59 |
2,340.73 |
-7.86 |
-0.3% |
2,408.65 |
| High |
2,357.39 |
2,352.48 |
-4.91 |
-0.2% |
2,438.44 |
| Low |
2,325.17 |
2,291.37 |
-33.80 |
-1.5% |
2,341.82 |
| Close |
2,354.05 |
2,292.85 |
-61.20 |
-2.6% |
2,362.81 |
| Range |
32.22 |
61.11 |
28.89 |
89.7% |
96.62 |
| ATR |
37.39 |
39.20 |
1.81 |
4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.56 |
2,455.32 |
2,326.46 |
|
| R3 |
2,434.45 |
2,394.21 |
2,309.66 |
|
| R2 |
2,373.34 |
2,373.34 |
2,304.05 |
|
| R1 |
2,333.10 |
2,333.10 |
2,298.45 |
2,322.67 |
| PP |
2,312.23 |
2,312.23 |
2,312.23 |
2,307.02 |
| S1 |
2,271.99 |
2,271.99 |
2,287.25 |
2,261.56 |
| S2 |
2,251.12 |
2,251.12 |
2,281.65 |
|
| S3 |
2,190.01 |
2,210.88 |
2,276.04 |
|
| S4 |
2,128.90 |
2,149.77 |
2,259.24 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.88 |
2,613.47 |
2,415.95 |
|
| R3 |
2,574.26 |
2,516.85 |
2,389.38 |
|
| R2 |
2,477.64 |
2,477.64 |
2,380.52 |
|
| R1 |
2,420.23 |
2,420.23 |
2,371.67 |
2,400.63 |
| PP |
2,381.02 |
2,381.02 |
2,381.02 |
2,371.22 |
| S1 |
2,323.61 |
2,323.61 |
2,353.95 |
2,304.01 |
| S2 |
2,284.40 |
2,284.40 |
2,345.10 |
|
| S3 |
2,187.78 |
2,226.99 |
2,336.24 |
|
| S4 |
2,091.16 |
2,130.37 |
2,309.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,416.22 |
2,291.37 |
124.85 |
5.4% |
47.05 |
2.1% |
1% |
False |
True |
|
| 10 |
2,438.44 |
2,291.37 |
147.07 |
6.4% |
38.44 |
1.7% |
1% |
False |
True |
|
| 20 |
2,438.44 |
2,291.37 |
147.07 |
6.4% |
34.49 |
1.5% |
1% |
False |
True |
|
| 40 |
2,438.44 |
2,180.94 |
257.50 |
11.2% |
32.35 |
1.4% |
43% |
False |
False |
|
| 60 |
2,438.44 |
2,180.94 |
257.50 |
11.2% |
30.47 |
1.3% |
43% |
False |
False |
|
| 80 |
2,438.44 |
2,180.94 |
257.50 |
11.2% |
28.68 |
1.3% |
43% |
False |
False |
|
| 100 |
2,438.44 |
2,180.94 |
257.50 |
11.2% |
28.79 |
1.3% |
43% |
False |
False |
|
| 120 |
2,438.44 |
2,180.94 |
257.50 |
11.2% |
28.85 |
1.3% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,612.20 |
|
2.618 |
2,512.47 |
|
1.618 |
2,451.36 |
|
1.000 |
2,413.59 |
|
0.618 |
2,390.25 |
|
HIGH |
2,352.48 |
|
0.618 |
2,329.14 |
|
0.500 |
2,321.93 |
|
0.382 |
2,314.71 |
|
LOW |
2,291.37 |
|
0.618 |
2,253.60 |
|
1.000 |
2,230.26 |
|
1.618 |
2,192.49 |
|
2.618 |
2,131.38 |
|
4.250 |
2,031.65 |
|
|