| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,225.00 |
1,186.50 |
-38.50 |
-3.1% |
1,263.50 |
| High |
1,252.50 |
1,204.50 |
-48.00 |
-3.8% |
1,297.75 |
| Low |
1,183.00 |
1,153.75 |
-29.25 |
-2.5% |
1,153.75 |
| Close |
1,187.50 |
1,186.50 |
-1.00 |
-0.1% |
1,186.50 |
| Range |
69.50 |
50.75 |
-18.75 |
-27.0% |
144.00 |
| ATR |
24.27 |
26.16 |
1.89 |
7.8% |
0.00 |
| Volume |
77 |
90 |
13 |
16.9% |
212 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,333.75 |
1,311.00 |
1,214.50 |
|
| R3 |
1,283.00 |
1,260.25 |
1,200.50 |
|
| R2 |
1,232.25 |
1,232.25 |
1,195.75 |
|
| R1 |
1,209.50 |
1,209.50 |
1,191.25 |
1,212.00 |
| PP |
1,181.50 |
1,181.50 |
1,181.50 |
1,182.75 |
| S1 |
1,158.75 |
1,158.75 |
1,181.75 |
1,161.00 |
| S2 |
1,130.75 |
1,130.75 |
1,177.25 |
|
| S3 |
1,080.00 |
1,108.00 |
1,172.50 |
|
| S4 |
1,029.25 |
1,057.25 |
1,158.50 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,644.75 |
1,559.50 |
1,265.75 |
|
| R3 |
1,500.75 |
1,415.50 |
1,226.00 |
|
| R2 |
1,356.75 |
1,356.75 |
1,213.00 |
|
| R1 |
1,271.50 |
1,271.50 |
1,199.75 |
1,242.00 |
| PP |
1,212.75 |
1,212.75 |
1,212.75 |
1,198.00 |
| S1 |
1,127.50 |
1,127.50 |
1,173.25 |
1,098.00 |
| S2 |
1,068.75 |
1,068.75 |
1,160.00 |
|
| S3 |
924.75 |
983.50 |
1,147.00 |
|
| S4 |
780.75 |
839.50 |
1,107.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,297.75 |
1,153.75 |
144.00 |
12.1% |
44.00 |
3.7% |
23% |
False |
True |
42 |
| 10 |
1,328.25 |
1,153.75 |
174.50 |
14.7% |
31.25 |
2.6% |
19% |
False |
True |
22 |
| 20 |
1,335.75 |
1,153.75 |
182.00 |
15.3% |
25.00 |
2.1% |
18% |
False |
True |
23 |
| 40 |
1,342.75 |
1,153.75 |
189.00 |
15.9% |
19.25 |
1.6% |
17% |
False |
True |
19 |
| 60 |
1,342.75 |
1,153.75 |
189.00 |
15.9% |
13.25 |
1.1% |
17% |
False |
True |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,420.25 |
|
2.618 |
1,337.25 |
|
1.618 |
1,286.50 |
|
1.000 |
1,255.25 |
|
0.618 |
1,235.75 |
|
HIGH |
1,204.50 |
|
0.618 |
1,185.00 |
|
0.500 |
1,179.00 |
|
0.382 |
1,173.25 |
|
LOW |
1,153.75 |
|
0.618 |
1,122.50 |
|
1.000 |
1,103.00 |
|
1.618 |
1,071.75 |
|
2.618 |
1,021.00 |
|
4.250 |
938.00 |
|
|