| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
7,590.0 |
7,652.0 |
62.0 |
0.8% |
8,029.0 |
| High |
7,670.0 |
7,750.0 |
80.0 |
1.0% |
8,086.0 |
| Low |
7,521.0 |
7,631.0 |
110.0 |
1.5% |
7,514.0 |
| Close |
7,589.5 |
7,696.5 |
107.0 |
1.4% |
7,569.5 |
| Range |
149.0 |
119.0 |
-30.0 |
-20.1% |
572.0 |
| ATR |
153.9 |
154.4 |
0.5 |
0.3% |
0.0 |
| Volume |
1,022 |
398 |
-624 |
-61.1% |
4,374 |
|
| Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,049.5 |
7,992.0 |
7,762.0 |
|
| R3 |
7,930.5 |
7,873.0 |
7,729.2 |
|
| R2 |
7,811.5 |
7,811.5 |
7,718.3 |
|
| R1 |
7,754.0 |
7,754.0 |
7,707.4 |
7,782.8 |
| PP |
7,692.5 |
7,692.5 |
7,692.5 |
7,706.9 |
| S1 |
7,635.0 |
7,635.0 |
7,685.6 |
7,663.8 |
| S2 |
7,573.5 |
7,573.5 |
7,674.7 |
|
| S3 |
7,454.5 |
7,516.0 |
7,663.8 |
|
| S4 |
7,335.5 |
7,397.0 |
7,631.1 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,439.2 |
9,076.3 |
7,884.1 |
|
| R3 |
8,867.2 |
8,504.3 |
7,726.8 |
|
| R2 |
8,295.2 |
8,295.2 |
7,674.4 |
|
| R1 |
7,932.3 |
7,932.3 |
7,621.9 |
7,827.8 |
| PP |
7,723.2 |
7,723.2 |
7,723.2 |
7,670.9 |
| S1 |
7,360.3 |
7,360.3 |
7,517.1 |
7,255.8 |
| S2 |
7,151.2 |
7,151.2 |
7,464.6 |
|
| S3 |
6,579.2 |
6,788.3 |
7,412.2 |
|
| S4 |
6,007.2 |
6,216.3 |
7,254.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,915.0 |
7,514.0 |
401.0 |
5.2% |
175.5 |
2.3% |
46% |
False |
False |
912 |
| 10 |
8,150.0 |
7,514.0 |
636.0 |
8.3% |
156.7 |
2.0% |
29% |
False |
False |
707 |
| 20 |
8,300.0 |
7,514.0 |
786.0 |
10.2% |
138.3 |
1.8% |
23% |
False |
False |
544 |
| 40 |
8,300.0 |
7,514.0 |
786.0 |
10.2% |
129.2 |
1.7% |
23% |
False |
False |
807 |
| 60 |
8,300.0 |
7,514.0 |
786.0 |
10.2% |
106.4 |
1.4% |
23% |
False |
False |
659 |
| 80 |
8,300.0 |
7,288.5 |
1,011.5 |
13.1% |
90.6 |
1.2% |
40% |
False |
False |
522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,255.8 |
|
2.618 |
8,061.5 |
|
1.618 |
7,942.5 |
|
1.000 |
7,869.0 |
|
0.618 |
7,823.5 |
|
HIGH |
7,750.0 |
|
0.618 |
7,704.5 |
|
0.500 |
7,690.5 |
|
0.382 |
7,676.5 |
|
LOW |
7,631.0 |
|
0.618 |
7,557.5 |
|
1.000 |
7,512.0 |
|
1.618 |
7,438.5 |
|
2.618 |
7,319.5 |
|
4.250 |
7,125.3 |
|
|