| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,340.50 |
2,280.00 |
-60.50 |
-2.6% |
2,402.25 |
| High |
2,349.75 |
2,308.75 |
-41.00 |
-1.7% |
2,429.50 |
| Low |
2,280.75 |
2,248.00 |
-32.75 |
-1.4% |
2,333.50 |
| Close |
2,283.00 |
2,297.00 |
14.00 |
0.6% |
2,354.00 |
| Range |
69.00 |
60.75 |
-8.25 |
-12.0% |
96.00 |
| ATR |
43.85 |
45.06 |
1.21 |
2.8% |
0.00 |
| Volume |
337 |
420 |
83 |
24.6% |
3,363 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,466.75 |
2,442.75 |
2,330.50 |
|
| R3 |
2,406.00 |
2,382.00 |
2,313.75 |
|
| R2 |
2,345.25 |
2,345.25 |
2,308.25 |
|
| R1 |
2,321.25 |
2,321.25 |
2,302.50 |
2,333.25 |
| PP |
2,284.50 |
2,284.50 |
2,284.50 |
2,290.50 |
| S1 |
2,260.50 |
2,260.50 |
2,291.50 |
2,272.50 |
| S2 |
2,223.75 |
2,223.75 |
2,285.75 |
|
| S3 |
2,163.00 |
2,199.75 |
2,280.25 |
|
| S4 |
2,102.25 |
2,139.00 |
2,263.50 |
|
|
| 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 |
2,392.75 |
2,248.00 |
144.75 |
6.3% |
58.25 |
2.5% |
34% |
False |
True |
242 |
| 10 |
2,429.50 |
2,248.00 |
181.50 |
7.9% |
51.50 |
2.2% |
27% |
False |
True |
705 |
| 20 |
2,429.50 |
2,248.00 |
181.50 |
7.9% |
45.50 |
2.0% |
27% |
False |
True |
411 |
| 40 |
2,429.50 |
2,171.50 |
258.00 |
11.2% |
37.00 |
1.6% |
49% |
False |
False |
229 |
| 60 |
2,429.50 |
2,171.50 |
258.00 |
11.2% |
25.50 |
1.1% |
49% |
False |
False |
153 |
| 80 |
2,429.50 |
2,171.50 |
258.00 |
11.2% |
20.00 |
0.9% |
49% |
False |
False |
116 |
| 100 |
2,429.50 |
2,171.50 |
258.00 |
11.2% |
17.25 |
0.8% |
49% |
False |
False |
94 |
| 120 |
2,429.50 |
2,171.50 |
258.00 |
11.2% |
15.00 |
0.6% |
49% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,567.00 |
|
2.618 |
2,467.75 |
|
1.618 |
2,407.00 |
|
1.000 |
2,369.50 |
|
0.618 |
2,346.25 |
|
HIGH |
2,308.75 |
|
0.618 |
2,285.50 |
|
0.500 |
2,278.50 |
|
0.382 |
2,271.25 |
|
LOW |
2,248.00 |
|
0.618 |
2,210.50 |
|
1.000 |
2,187.25 |
|
1.618 |
2,149.75 |
|
2.618 |
2,089.00 |
|
4.250 |
1,989.75 |
|
|