| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,280.00 |
2,310.00 |
30.00 |
1.3% |
2,402.25 |
| High |
2,308.75 |
2,312.75 |
4.00 |
0.2% |
2,429.50 |
| Low |
2,248.00 |
2,192.00 |
-56.00 |
-2.5% |
2,333.50 |
| Close |
2,297.00 |
2,204.00 |
-93.00 |
-4.0% |
2,354.00 |
| Range |
60.75 |
120.75 |
60.00 |
98.8% |
96.00 |
| ATR |
45.06 |
50.47 |
5.41 |
12.0% |
0.00 |
| Volume |
420 |
662 |
242 |
57.6% |
3,363 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.50 |
2,522.00 |
2,270.50 |
|
| R3 |
2,477.75 |
2,401.25 |
2,237.25 |
|
| R2 |
2,357.00 |
2,357.00 |
2,226.25 |
|
| R1 |
2,280.50 |
2,280.50 |
2,215.00 |
2,258.50 |
| PP |
2,236.25 |
2,236.25 |
2,236.25 |
2,225.25 |
| S1 |
2,159.75 |
2,159.75 |
2,193.00 |
2,137.50 |
| S2 |
2,115.50 |
2,115.50 |
2,181.75 |
|
| S3 |
1,994.75 |
2,039.00 |
2,170.75 |
|
| S4 |
1,874.00 |
1,918.25 |
2,137.50 |
|
|
| 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 |
2,389.25 |
2,192.00 |
197.25 |
8.9% |
74.00 |
3.4% |
6% |
False |
True |
353 |
| 10 |
2,429.50 |
2,192.00 |
237.50 |
10.8% |
58.75 |
2.7% |
5% |
False |
True |
756 |
| 20 |
2,429.50 |
2,192.00 |
237.50 |
10.8% |
49.75 |
2.3% |
5% |
False |
True |
442 |
| 40 |
2,429.50 |
2,171.50 |
258.00 |
11.7% |
40.00 |
1.8% |
13% |
False |
False |
246 |
| 60 |
2,429.50 |
2,171.50 |
258.00 |
11.7% |
27.50 |
1.3% |
13% |
False |
False |
164 |
| 80 |
2,429.50 |
2,171.50 |
258.00 |
11.7% |
21.50 |
1.0% |
13% |
False |
False |
124 |
| 100 |
2,429.50 |
2,171.50 |
258.00 |
11.7% |
18.50 |
0.8% |
13% |
False |
False |
101 |
| 120 |
2,429.50 |
2,171.50 |
258.00 |
11.7% |
16.00 |
0.7% |
13% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,826.00 |
|
2.618 |
2,628.75 |
|
1.618 |
2,508.00 |
|
1.000 |
2,433.50 |
|
0.618 |
2,387.25 |
|
HIGH |
2,312.75 |
|
0.618 |
2,266.50 |
|
0.500 |
2,252.50 |
|
0.382 |
2,238.25 |
|
LOW |
2,192.00 |
|
0.618 |
2,117.50 |
|
1.000 |
2,071.25 |
|
1.618 |
1,996.75 |
|
2.618 |
1,876.00 |
|
4.250 |
1,678.75 |
|
|