| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,326.16 |
2,363.08 |
36.92 |
1.6% |
2,217.63 |
| High |
2,363.36 |
2,374.41 |
11.05 |
0.5% |
2,363.36 |
| Low |
2,320.57 |
2,357.31 |
36.74 |
1.6% |
2,215.14 |
| Close |
2,361.39 |
2,371.21 |
9.82 |
0.4% |
2,361.39 |
| Range |
42.79 |
17.10 |
-25.69 |
-60.0% |
148.22 |
| ATR |
33.62 |
32.44 |
-1.18 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.94 |
2,412.18 |
2,380.62 |
|
| R3 |
2,401.84 |
2,395.08 |
2,375.91 |
|
| R2 |
2,384.74 |
2,384.74 |
2,374.35 |
|
| R1 |
2,377.98 |
2,377.98 |
2,372.78 |
2,381.36 |
| PP |
2,367.64 |
2,367.64 |
2,367.64 |
2,369.34 |
| S1 |
2,360.88 |
2,360.88 |
2,369.64 |
2,364.26 |
| S2 |
2,350.54 |
2,350.54 |
2,368.08 |
|
| S3 |
2,333.44 |
2,343.78 |
2,366.51 |
|
| S4 |
2,316.34 |
2,326.68 |
2,361.81 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.96 |
2,707.89 |
2,442.91 |
|
| R3 |
2,609.74 |
2,559.67 |
2,402.15 |
|
| R2 |
2,461.52 |
2,461.52 |
2,388.56 |
|
| R1 |
2,411.45 |
2,411.45 |
2,374.98 |
2,436.49 |
| PP |
2,313.30 |
2,313.30 |
2,313.30 |
2,325.81 |
| S1 |
2,263.23 |
2,263.23 |
2,347.80 |
2,288.27 |
| S2 |
2,165.08 |
2,165.08 |
2,334.22 |
|
| S3 |
2,016.86 |
2,115.01 |
2,320.63 |
|
| S4 |
1,868.64 |
1,966.79 |
2,279.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,374.41 |
2,254.94 |
119.47 |
5.0% |
27.41 |
1.2% |
97% |
True |
False |
|
| 10 |
2,374.41 |
2,203.71 |
170.70 |
7.2% |
34.06 |
1.4% |
98% |
True |
False |
|
| 20 |
2,374.41 |
2,180.94 |
193.47 |
8.2% |
30.22 |
1.3% |
98% |
True |
False |
|
| 40 |
2,415.89 |
2,180.94 |
234.95 |
9.9% |
28.47 |
1.2% |
81% |
False |
False |
|
| 60 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
26.75 |
1.1% |
80% |
False |
False |
|
| 80 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
27.37 |
1.2% |
80% |
False |
False |
|
| 100 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
27.72 |
1.2% |
80% |
False |
False |
|
| 120 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
27.43 |
1.2% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,447.09 |
|
2.618 |
2,419.18 |
|
1.618 |
2,402.08 |
|
1.000 |
2,391.51 |
|
0.618 |
2,384.98 |
|
HIGH |
2,374.41 |
|
0.618 |
2,367.88 |
|
0.500 |
2,365.86 |
|
0.382 |
2,363.84 |
|
LOW |
2,357.31 |
|
0.618 |
2,346.74 |
|
1.000 |
2,340.21 |
|
1.618 |
2,329.64 |
|
2.618 |
2,312.54 |
|
4.250 |
2,284.64 |
|
|