Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
5,851.0 |
5,873.5 |
22.5 |
0.4% |
5,716.0 |
High |
5,851.0 |
5,873.5 |
22.5 |
0.4% |
5,885.0 |
Low |
5,851.0 |
5,873.5 |
22.5 |
0.4% |
5,680.0 |
Close |
5,865.5 |
5,866.0 |
0.5 |
0.0% |
5,866.5 |
Range |
|
|
|
|
|
ATR |
51.7 |
48.5 |
-3.1 |
-6.0% |
0.0 |
Volume |
1 |
2 |
1 |
100.0% |
78 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,871.0 |
5,868.5 |
5,866.0 |
|
R3 |
5,871.0 |
5,868.5 |
5,866.0 |
|
R2 |
5,871.0 |
5,871.0 |
5,866.0 |
|
R1 |
5,868.5 |
5,868.5 |
5,866.0 |
5,870.0 |
PP |
5,871.0 |
5,871.0 |
5,871.0 |
5,871.5 |
S1 |
5,868.5 |
5,868.5 |
5,866.0 |
5,870.0 |
S2 |
5,871.0 |
5,871.0 |
5,866.0 |
|
S3 |
5,871.0 |
5,868.5 |
5,866.0 |
|
S4 |
5,871.0 |
5,868.5 |
5,866.0 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,425.5 |
6,351.0 |
5,979.0 |
|
R3 |
6,220.5 |
6,146.0 |
5,923.0 |
|
R2 |
6,015.5 |
6,015.5 |
5,904.0 |
|
R1 |
5,941.0 |
5,941.0 |
5,885.5 |
5,978.0 |
PP |
5,810.5 |
5,810.5 |
5,810.5 |
5,829.0 |
S1 |
5,736.0 |
5,736.0 |
5,847.5 |
5,773.0 |
S2 |
5,605.5 |
5,605.5 |
5,829.0 |
|
S3 |
5,400.5 |
5,531.0 |
5,810.0 |
|
S4 |
5,195.5 |
5,326.0 |
5,754.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,885.0 |
5,756.0 |
129.0 |
2.2% |
23.5 |
0.4% |
85% |
False |
False |
9 |
10 |
5,885.0 |
5,680.0 |
205.0 |
3.5% |
29.0 |
0.5% |
91% |
False |
False |
9 |
20 |
6,000.5 |
5,680.0 |
320.5 |
5.5% |
33.5 |
0.6% |
58% |
False |
False |
13 |
40 |
6,000.5 |
5,586.5 |
414.0 |
7.1% |
25.5 |
0.4% |
68% |
False |
False |
14 |
60 |
6,000.5 |
5,586.5 |
414.0 |
7.1% |
18.0 |
0.3% |
68% |
False |
False |
10 |
80 |
6,000.5 |
5,586.5 |
414.0 |
7.1% |
15.0 |
0.3% |
68% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,873.5 |
2.618 |
5,873.5 |
1.618 |
5,873.5 |
1.000 |
5,873.5 |
0.618 |
5,873.5 |
HIGH |
5,873.5 |
0.618 |
5,873.5 |
0.500 |
5,873.5 |
0.382 |
5,873.5 |
LOW |
5,873.5 |
0.618 |
5,873.5 |
1.000 |
5,873.5 |
1.618 |
5,873.5 |
2.618 |
5,873.5 |
4.250 |
5,873.5 |
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