| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,220.0 |
6,216.0 |
-4.0 |
-0.1% |
6,050.0 |
| High |
6,223.5 |
6,266.0 |
42.5 |
0.7% |
6,204.0 |
| Low |
6,169.0 |
6,208.0 |
39.0 |
0.6% |
5,926.0 |
| Close |
6,203.5 |
6,220.5 |
17.0 |
0.3% |
6,183.5 |
| Range |
54.5 |
58.0 |
3.5 |
6.4% |
278.0 |
| ATR |
112.6 |
109.0 |
-3.6 |
-3.2% |
0.0 |
| Volume |
51 |
1,692 |
1,641 |
3,217.6% |
1,551 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,405.5 |
6,371.0 |
6,252.4 |
|
| R3 |
6,347.5 |
6,313.0 |
6,236.5 |
|
| R2 |
6,289.5 |
6,289.5 |
6,231.1 |
|
| R1 |
6,255.0 |
6,255.0 |
6,225.8 |
6,272.3 |
| PP |
6,231.5 |
6,231.5 |
6,231.5 |
6,240.1 |
| S1 |
6,197.0 |
6,197.0 |
6,215.2 |
6,214.3 |
| S2 |
6,173.5 |
6,173.5 |
6,209.9 |
|
| S3 |
6,115.5 |
6,139.0 |
6,204.6 |
|
| S4 |
6,057.5 |
6,081.0 |
6,188.6 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,938.5 |
6,839.0 |
6,336.4 |
|
| R3 |
6,660.5 |
6,561.0 |
6,260.0 |
|
| R2 |
6,382.5 |
6,382.5 |
6,234.5 |
|
| R1 |
6,283.0 |
6,283.0 |
6,209.0 |
6,332.8 |
| PP |
6,104.5 |
6,104.5 |
6,104.5 |
6,129.4 |
| S1 |
6,005.0 |
6,005.0 |
6,158.0 |
6,054.8 |
| S2 |
5,826.5 |
5,826.5 |
6,132.5 |
|
| S3 |
5,548.5 |
5,727.0 |
6,107.1 |
|
| S4 |
5,270.5 |
5,449.0 |
6,030.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,266.0 |
5,960.0 |
306.0 |
4.9% |
93.8 |
1.5% |
85% |
True |
False |
558 |
| 10 |
6,266.0 |
5,926.0 |
340.0 |
5.5% |
105.2 |
1.7% |
87% |
True |
False |
427 |
| 20 |
6,266.0 |
5,818.0 |
448.0 |
7.2% |
104.8 |
1.7% |
90% |
True |
False |
520 |
| 40 |
6,364.0 |
5,814.5 |
549.5 |
8.8% |
107.7 |
1.7% |
74% |
False |
False |
1,620 |
| 60 |
6,364.0 |
5,602.5 |
761.5 |
12.2% |
121.4 |
2.0% |
81% |
False |
False |
1,225 |
| 80 |
6,364.0 |
5,602.5 |
761.5 |
12.2% |
110.9 |
1.8% |
81% |
False |
False |
964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,512.5 |
|
2.618 |
6,417.8 |
|
1.618 |
6,359.8 |
|
1.000 |
6,324.0 |
|
0.618 |
6,301.8 |
|
HIGH |
6,266.0 |
|
0.618 |
6,243.8 |
|
0.500 |
6,237.0 |
|
0.382 |
6,230.2 |
|
LOW |
6,208.0 |
|
0.618 |
6,172.2 |
|
1.000 |
6,150.0 |
|
1.618 |
6,114.2 |
|
2.618 |
6,056.2 |
|
4.250 |
5,961.5 |
|
|