| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,297.5 |
6,363.5 |
66.0 |
1.0% |
6,220.0 |
| High |
6,378.5 |
6,394.5 |
16.0 |
0.3% |
6,266.0 |
| Low |
6,280.0 |
6,336.0 |
56.0 |
0.9% |
6,087.0 |
| Close |
6,352.5 |
6,352.5 |
0.0 |
0.0% |
6,177.0 |
| Range |
98.5 |
58.5 |
-40.0 |
-40.6% |
179.0 |
| ATR |
106.8 |
103.4 |
-3.5 |
-3.2% |
0.0 |
| Volume |
183 |
351 |
168 |
91.8% |
2,250 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,536.5 |
6,503.0 |
6,384.7 |
|
| R3 |
6,478.0 |
6,444.5 |
6,368.6 |
|
| R2 |
6,419.5 |
6,419.5 |
6,363.2 |
|
| R1 |
6,386.0 |
6,386.0 |
6,357.9 |
6,373.5 |
| PP |
6,361.0 |
6,361.0 |
6,361.0 |
6,354.8 |
| S1 |
6,327.5 |
6,327.5 |
6,347.1 |
6,315.0 |
| S2 |
6,302.5 |
6,302.5 |
6,341.8 |
|
| S3 |
6,244.0 |
6,269.0 |
6,336.4 |
|
| S4 |
6,185.5 |
6,210.5 |
6,320.3 |
|
|
| 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 |
6,394.5 |
6,087.0 |
307.5 |
4.8% |
85.5 |
1.3% |
86% |
True |
False |
221 |
| 10 |
6,394.5 |
6,087.0 |
307.5 |
4.8% |
84.0 |
1.3% |
86% |
True |
False |
379 |
| 20 |
6,394.5 |
5,926.0 |
468.5 |
7.4% |
98.0 |
1.5% |
91% |
True |
False |
459 |
| 40 |
6,394.5 |
5,818.0 |
576.5 |
9.1% |
100.5 |
1.6% |
93% |
True |
False |
1,391 |
| 60 |
6,394.5 |
5,625.0 |
769.5 |
12.1% |
112.9 |
1.8% |
95% |
True |
False |
1,196 |
| 80 |
6,394.5 |
5,602.5 |
792.0 |
12.5% |
115.4 |
1.8% |
95% |
True |
False |
974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,643.1 |
|
2.618 |
6,547.7 |
|
1.618 |
6,489.2 |
|
1.000 |
6,453.0 |
|
0.618 |
6,430.7 |
|
HIGH |
6,394.5 |
|
0.618 |
6,372.2 |
|
0.500 |
6,365.3 |
|
0.382 |
6,358.3 |
|
LOW |
6,336.0 |
|
0.618 |
6,299.8 |
|
1.000 |
6,277.5 |
|
1.618 |
6,241.3 |
|
2.618 |
6,182.8 |
|
4.250 |
6,087.4 |
|
|