| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,353.50 |
2,362.50 |
9.00 |
0.4% |
2,402.25 |
| High |
2,392.75 |
2,379.50 |
-13.25 |
-0.6% |
2,429.50 |
| Low |
2,351.00 |
2,333.50 |
-17.50 |
-0.7% |
2,333.50 |
| Close |
2,364.50 |
2,354.00 |
-10.50 |
-0.4% |
2,354.00 |
| Range |
41.75 |
46.00 |
4.25 |
10.2% |
96.00 |
| ATR |
38.99 |
39.49 |
0.50 |
1.3% |
0.00 |
| Volume |
110 |
199 |
89 |
80.9% |
3,363 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,493.75 |
2,469.75 |
2,379.25 |
|
| R3 |
2,447.75 |
2,423.75 |
2,366.75 |
|
| R2 |
2,401.75 |
2,401.75 |
2,362.50 |
|
| R1 |
2,377.75 |
2,377.75 |
2,358.25 |
2,366.75 |
| PP |
2,355.75 |
2,355.75 |
2,355.75 |
2,350.00 |
| S1 |
2,331.75 |
2,331.75 |
2,349.75 |
2,320.75 |
| S2 |
2,309.75 |
2,309.75 |
2,345.50 |
|
| S3 |
2,263.75 |
2,285.75 |
2,341.25 |
|
| S4 |
2,217.75 |
2,239.75 |
2,328.75 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,660.25 |
2,603.25 |
2,406.75 |
|
| R3 |
2,564.25 |
2,507.25 |
2,380.50 |
|
| R2 |
2,468.25 |
2,468.25 |
2,371.50 |
|
| R1 |
2,411.25 |
2,411.25 |
2,362.75 |
2,391.75 |
| PP |
2,372.25 |
2,372.25 |
2,372.25 |
2,362.50 |
| S1 |
2,315.25 |
2,315.25 |
2,345.25 |
2,295.75 |
| S2 |
2,276.25 |
2,276.25 |
2,336.50 |
|
| S3 |
2,180.25 |
2,219.25 |
2,327.50 |
|
| S4 |
2,084.25 |
2,123.25 |
2,301.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,429.50 |
2,333.50 |
96.00 |
4.1% |
46.25 |
2.0% |
21% |
False |
True |
672 |
| 10 |
2,429.50 |
2,313.00 |
116.50 |
4.9% |
43.25 |
1.8% |
35% |
False |
False |
667 |
| 20 |
2,429.50 |
2,309.50 |
120.00 |
5.1% |
39.75 |
1.7% |
37% |
False |
False |
381 |
| 40 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
32.00 |
1.4% |
71% |
False |
False |
207 |
| 60 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
22.25 |
0.9% |
71% |
False |
False |
138 |
| 80 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
17.75 |
0.8% |
71% |
False |
False |
105 |
| 100 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
15.75 |
0.7% |
71% |
False |
False |
85 |
| 120 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
13.25 |
0.6% |
71% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,575.00 |
|
2.618 |
2,500.00 |
|
1.618 |
2,454.00 |
|
1.000 |
2,425.50 |
|
0.618 |
2,408.00 |
|
HIGH |
2,379.50 |
|
0.618 |
2,362.00 |
|
0.500 |
2,356.50 |
|
0.382 |
2,351.00 |
|
LOW |
2,333.50 |
|
0.618 |
2,305.00 |
|
1.000 |
2,287.50 |
|
1.618 |
2,259.00 |
|
2.618 |
2,213.00 |
|
4.250 |
2,138.00 |
|
|