| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,206.5 |
6,140.0 |
-66.5 |
-1.1% |
6,220.0 |
| High |
6,257.0 |
6,195.0 |
-62.0 |
-1.0% |
6,266.0 |
| Low |
6,118.0 |
6,087.0 |
-31.0 |
-0.5% |
6,087.0 |
| Close |
6,141.5 |
6,177.0 |
35.5 |
0.6% |
6,177.0 |
| Range |
139.0 |
108.0 |
-31.0 |
-22.3% |
179.0 |
| ATR |
110.3 |
110.2 |
-0.2 |
-0.2% |
0.0 |
| Volume |
225 |
147 |
-78 |
-34.7% |
2,250 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,477.0 |
6,435.0 |
6,236.4 |
|
| R3 |
6,369.0 |
6,327.0 |
6,206.7 |
|
| R2 |
6,261.0 |
6,261.0 |
6,196.8 |
|
| R1 |
6,219.0 |
6,219.0 |
6,186.9 |
6,240.0 |
| PP |
6,153.0 |
6,153.0 |
6,153.0 |
6,163.5 |
| S1 |
6,111.0 |
6,111.0 |
6,167.1 |
6,132.0 |
| S2 |
6,045.0 |
6,045.0 |
6,157.2 |
|
| S3 |
5,937.0 |
6,003.0 |
6,147.3 |
|
| S4 |
5,829.0 |
5,895.0 |
6,117.6 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,713.7 |
6,624.3 |
6,275.5 |
|
| R3 |
6,534.7 |
6,445.3 |
6,226.2 |
|
| R2 |
6,355.7 |
6,355.7 |
6,209.8 |
|
| R1 |
6,266.3 |
6,266.3 |
6,193.4 |
6,221.5 |
| PP |
6,176.7 |
6,176.7 |
6,176.7 |
6,154.3 |
| S1 |
6,087.3 |
6,087.3 |
6,160.6 |
6,042.5 |
| S2 |
5,997.7 |
5,997.7 |
6,144.2 |
|
| S3 |
5,818.7 |
5,908.3 |
6,127.8 |
|
| S4 |
5,639.7 |
5,729.3 |
6,078.6 |
|
|
| 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 |
6,087.0 |
179.0 |
2.9% |
91.2 |
1.5% |
50% |
False |
True |
450 |
| 10 |
6,266.0 |
5,926.0 |
340.0 |
5.5% |
103.7 |
1.7% |
74% |
False |
False |
380 |
| 20 |
6,266.0 |
5,823.0 |
443.0 |
7.2% |
104.9 |
1.7% |
80% |
False |
False |
500 |
| 40 |
6,364.0 |
5,814.5 |
549.5 |
8.9% |
105.6 |
1.7% |
66% |
False |
False |
1,577 |
| 60 |
6,364.0 |
5,625.0 |
739.0 |
12.0% |
114.8 |
1.9% |
75% |
False |
False |
1,208 |
| 80 |
6,364.0 |
5,602.5 |
761.5 |
12.3% |
113.6 |
1.8% |
75% |
False |
False |
967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,654.0 |
|
2.618 |
6,477.7 |
|
1.618 |
6,369.7 |
|
1.000 |
6,303.0 |
|
0.618 |
6,261.7 |
|
HIGH |
6,195.0 |
|
0.618 |
6,153.7 |
|
0.500 |
6,141.0 |
|
0.382 |
6,128.3 |
|
LOW |
6,087.0 |
|
0.618 |
6,020.3 |
|
1.000 |
5,979.0 |
|
1.618 |
5,912.3 |
|
2.618 |
5,804.3 |
|
4.250 |
5,628.0 |
|
|