| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,310.00 |
2,205.00 |
-105.00 |
-4.5% |
2,380.25 |
| High |
2,312.75 |
2,234.75 |
-78.00 |
-3.4% |
2,389.25 |
| Low |
2,192.00 |
2,123.75 |
-68.25 |
-3.1% |
2,123.75 |
| Close |
2,204.00 |
2,181.50 |
-22.50 |
-1.0% |
2,181.50 |
| Range |
120.75 |
111.00 |
-9.75 |
-8.1% |
265.50 |
| ATR |
50.47 |
54.79 |
4.32 |
8.6% |
0.00 |
| Volume |
662 |
823 |
161 |
24.3% |
2,389 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.00 |
2,458.25 |
2,242.50 |
|
| R3 |
2,402.00 |
2,347.25 |
2,212.00 |
|
| R2 |
2,291.00 |
2,291.00 |
2,201.75 |
|
| R1 |
2,236.25 |
2,236.25 |
2,191.75 |
2,208.00 |
| PP |
2,180.00 |
2,180.00 |
2,180.00 |
2,166.00 |
| S1 |
2,125.25 |
2,125.25 |
2,171.25 |
2,097.00 |
| S2 |
2,069.00 |
2,069.00 |
2,161.25 |
|
| S3 |
1,958.00 |
2,014.25 |
2,151.00 |
|
| S4 |
1,847.00 |
1,903.25 |
2,120.50 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.00 |
2,870.25 |
2,327.50 |
|
| R3 |
2,762.50 |
2,604.75 |
2,254.50 |
|
| R2 |
2,497.00 |
2,497.00 |
2,230.25 |
|
| R1 |
2,339.25 |
2,339.25 |
2,205.75 |
2,285.50 |
| PP |
2,231.50 |
2,231.50 |
2,231.50 |
2,204.50 |
| S1 |
2,073.75 |
2,073.75 |
2,157.25 |
2,020.00 |
| S2 |
1,966.00 |
1,966.00 |
2,132.75 |
|
| S3 |
1,700.50 |
1,808.25 |
2,108.50 |
|
| S4 |
1,435.00 |
1,542.75 |
2,035.50 |
|
|
| 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 |
2,123.75 |
265.50 |
12.2% |
87.00 |
4.0% |
22% |
False |
True |
477 |
| 10 |
2,429.50 |
2,123.75 |
305.75 |
14.0% |
66.50 |
3.1% |
19% |
False |
True |
575 |
| 20 |
2,429.50 |
2,123.75 |
305.75 |
14.0% |
53.00 |
2.4% |
19% |
False |
True |
479 |
| 40 |
2,429.50 |
2,123.75 |
305.75 |
14.0% |
42.50 |
2.0% |
19% |
False |
True |
266 |
| 60 |
2,429.50 |
2,123.75 |
305.75 |
14.0% |
29.25 |
1.3% |
19% |
False |
True |
178 |
| 80 |
2,429.50 |
2,123.75 |
305.75 |
14.0% |
22.75 |
1.0% |
19% |
False |
True |
134 |
| 100 |
2,429.50 |
2,123.75 |
305.75 |
14.0% |
19.25 |
0.9% |
19% |
False |
True |
109 |
| 120 |
2,429.50 |
2,123.75 |
305.75 |
14.0% |
16.75 |
0.8% |
19% |
False |
True |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,706.50 |
|
2.618 |
2,525.25 |
|
1.618 |
2,414.25 |
|
1.000 |
2,345.75 |
|
0.618 |
2,303.25 |
|
HIGH |
2,234.75 |
|
0.618 |
2,192.25 |
|
0.500 |
2,179.25 |
|
0.382 |
2,166.25 |
|
LOW |
2,123.75 |
|
0.618 |
2,055.25 |
|
1.000 |
2,012.75 |
|
1.618 |
1,944.25 |
|
2.618 |
1,833.25 |
|
4.250 |
1,652.00 |
|
|