| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,362.50 |
2,380.25 |
17.75 |
0.8% |
2,402.25 |
| High |
2,379.50 |
2,389.25 |
9.75 |
0.4% |
2,429.50 |
| Low |
2,333.50 |
2,315.75 |
-17.75 |
-0.8% |
2,333.50 |
| Close |
2,354.00 |
2,340.50 |
-13.50 |
-0.6% |
2,354.00 |
| Range |
46.00 |
73.50 |
27.50 |
59.8% |
96.00 |
| ATR |
39.49 |
41.92 |
2.43 |
6.2% |
0.00 |
| Volume |
199 |
147 |
-52 |
-26.1% |
3,363 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,569.00 |
2,528.25 |
2,381.00 |
|
| R3 |
2,495.50 |
2,454.75 |
2,360.75 |
|
| R2 |
2,422.00 |
2,422.00 |
2,354.00 |
|
| R1 |
2,381.25 |
2,381.25 |
2,347.25 |
2,365.00 |
| PP |
2,348.50 |
2,348.50 |
2,348.50 |
2,340.25 |
| S1 |
2,307.75 |
2,307.75 |
2,333.75 |
2,291.50 |
| S2 |
2,275.00 |
2,275.00 |
2,327.00 |
|
| S3 |
2,201.50 |
2,234.25 |
2,320.25 |
|
| S4 |
2,128.00 |
2,160.75 |
2,300.00 |
|
|
| 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 |
2,315.75 |
113.75 |
4.9% |
50.00 |
2.1% |
22% |
False |
True |
183 |
| 10 |
2,429.50 |
2,315.75 |
113.75 |
4.9% |
47.50 |
2.0% |
22% |
False |
True |
674 |
| 20 |
2,429.50 |
2,309.50 |
120.00 |
5.1% |
41.25 |
1.8% |
26% |
False |
False |
377 |
| 40 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
34.00 |
1.4% |
66% |
False |
False |
211 |
| 60 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
23.50 |
1.0% |
66% |
False |
False |
141 |
| 80 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
18.75 |
0.8% |
66% |
False |
False |
106 |
| 100 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
16.50 |
0.7% |
66% |
False |
False |
87 |
| 120 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
13.75 |
0.6% |
66% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,701.50 |
|
2.618 |
2,581.75 |
|
1.618 |
2,508.25 |
|
1.000 |
2,462.75 |
|
0.618 |
2,434.75 |
|
HIGH |
2,389.25 |
|
0.618 |
2,361.25 |
|
0.500 |
2,352.50 |
|
0.382 |
2,343.75 |
|
LOW |
2,315.75 |
|
0.618 |
2,270.25 |
|
1.000 |
2,242.25 |
|
1.618 |
2,196.75 |
|
2.618 |
2,123.25 |
|
4.250 |
2,003.50 |
|
|