| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,275.30 |
2,227.49 |
-47.81 |
-2.1% |
2,348.59 |
| High |
2,284.30 |
2,240.68 |
-43.62 |
-1.9% |
2,357.39 |
| Low |
2,207.05 |
2,131.52 |
-75.53 |
-3.4% |
2,131.52 |
| Close |
2,207.20 |
2,194.38 |
-12.82 |
-0.6% |
2,194.38 |
| Range |
77.25 |
109.16 |
31.91 |
41.3% |
225.87 |
| ATR |
45.45 |
50.00 |
4.55 |
10.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.34 |
2,464.52 |
2,254.42 |
|
| R3 |
2,407.18 |
2,355.36 |
2,224.40 |
|
| R2 |
2,298.02 |
2,298.02 |
2,214.39 |
|
| R1 |
2,246.20 |
2,246.20 |
2,204.39 |
2,217.53 |
| PP |
2,188.86 |
2,188.86 |
2,188.86 |
2,174.53 |
| S1 |
2,137.04 |
2,137.04 |
2,184.37 |
2,108.37 |
| S2 |
2,079.70 |
2,079.70 |
2,174.37 |
|
| S3 |
1,970.54 |
2,027.88 |
2,164.36 |
|
| S4 |
1,861.38 |
1,918.72 |
2,134.34 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,905.37 |
2,775.75 |
2,318.61 |
|
| R3 |
2,679.50 |
2,549.88 |
2,256.49 |
|
| R2 |
2,453.63 |
2,453.63 |
2,235.79 |
|
| R1 |
2,324.01 |
2,324.01 |
2,215.08 |
2,275.89 |
| PP |
2,227.76 |
2,227.76 |
2,227.76 |
2,203.70 |
| S1 |
2,098.14 |
2,098.14 |
2,173.68 |
2,050.02 |
| S2 |
2,001.89 |
2,001.89 |
2,152.97 |
|
| S3 |
1,776.02 |
1,872.27 |
2,132.27 |
|
| S4 |
1,550.15 |
1,646.40 |
2,070.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,357.39 |
2,131.52 |
225.87 |
10.3% |
68.31 |
3.1% |
28% |
False |
True |
|
| 10 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
53.46 |
2.4% |
20% |
False |
True |
|
| 20 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
43.22 |
2.0% |
20% |
False |
True |
|
| 40 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
36.98 |
1.7% |
20% |
False |
True |
|
| 60 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
33.26 |
1.5% |
20% |
False |
True |
|
| 80 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
30.78 |
1.4% |
20% |
False |
True |
|
| 100 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
30.14 |
1.4% |
20% |
False |
True |
|
| 120 |
2,438.44 |
2,131.52 |
306.92 |
14.0% |
30.39 |
1.4% |
20% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,704.61 |
|
2.618 |
2,526.46 |
|
1.618 |
2,417.30 |
|
1.000 |
2,349.84 |
|
0.618 |
2,308.14 |
|
HIGH |
2,240.68 |
|
0.618 |
2,198.98 |
|
0.500 |
2,186.10 |
|
0.382 |
2,173.22 |
|
LOW |
2,131.52 |
|
0.618 |
2,064.06 |
|
1.000 |
2,022.36 |
|
1.618 |
1,954.90 |
|
2.618 |
1,845.74 |
|
4.250 |
1,667.59 |
|
|