| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,380.25 |
2,340.50 |
-39.75 |
-1.7% |
2,402.25 |
| High |
2,389.25 |
2,349.75 |
-39.50 |
-1.7% |
2,429.50 |
| Low |
2,315.75 |
2,280.75 |
-35.00 |
-1.5% |
2,333.50 |
| Close |
2,340.50 |
2,283.00 |
-57.50 |
-2.5% |
2,354.00 |
| Range |
73.50 |
69.00 |
-4.50 |
-6.1% |
96.00 |
| ATR |
41.92 |
43.85 |
1.93 |
4.6% |
0.00 |
| Volume |
147 |
337 |
190 |
129.3% |
3,363 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.50 |
2,466.25 |
2,321.00 |
|
| R3 |
2,442.50 |
2,397.25 |
2,302.00 |
|
| R2 |
2,373.50 |
2,373.50 |
2,295.75 |
|
| R1 |
2,328.25 |
2,328.25 |
2,289.25 |
2,316.50 |
| PP |
2,304.50 |
2,304.50 |
2,304.50 |
2,298.50 |
| S1 |
2,259.25 |
2,259.25 |
2,276.75 |
2,247.50 |
| S2 |
2,235.50 |
2,235.50 |
2,270.25 |
|
| S3 |
2,166.50 |
2,190.25 |
2,264.00 |
|
| S4 |
2,097.50 |
2,121.25 |
2,245.00 |
|
|
| 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 |
2,420.50 |
2,280.75 |
139.75 |
6.1% |
59.50 |
2.6% |
2% |
False |
True |
207 |
| 10 |
2,429.50 |
2,280.75 |
148.75 |
6.5% |
48.50 |
2.1% |
2% |
False |
True |
671 |
| 20 |
2,429.50 |
2,280.75 |
148.75 |
6.5% |
43.50 |
1.9% |
2% |
False |
True |
393 |
| 40 |
2,429.50 |
2,171.50 |
258.00 |
11.3% |
35.50 |
1.6% |
43% |
False |
False |
219 |
| 60 |
2,429.50 |
2,171.50 |
258.00 |
11.3% |
24.50 |
1.1% |
43% |
False |
False |
146 |
| 80 |
2,429.50 |
2,171.50 |
258.00 |
11.3% |
19.50 |
0.8% |
43% |
False |
False |
110 |
| 100 |
2,429.50 |
2,171.50 |
258.00 |
11.3% |
17.00 |
0.7% |
43% |
False |
False |
90 |
| 120 |
2,429.50 |
2,171.50 |
258.00 |
11.3% |
14.50 |
0.6% |
43% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.00 |
|
2.618 |
2,530.50 |
|
1.618 |
2,461.50 |
|
1.000 |
2,418.75 |
|
0.618 |
2,392.50 |
|
HIGH |
2,349.75 |
|
0.618 |
2,323.50 |
|
0.500 |
2,315.25 |
|
0.382 |
2,307.00 |
|
LOW |
2,280.75 |
|
0.618 |
2,238.00 |
|
1.000 |
2,211.75 |
|
1.618 |
2,169.00 |
|
2.618 |
2,100.00 |
|
4.250 |
1,987.50 |
|
|