Day Change Summary |
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Previous |
Current |
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05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
2,363.08 |
2,368.75 |
5.67 |
0.2% |
2,217.63 |
High |
2,374.41 |
2,383.77 |
9.36 |
0.4% |
2,363.36 |
Low |
2,357.31 |
2,361.47 |
4.16 |
0.2% |
2,215.14 |
Close |
2,371.21 |
2,378.58 |
7.37 |
0.3% |
2,361.39 |
Range |
17.10 |
22.30 |
5.20 |
30.4% |
148.22 |
ATR |
32.44 |
31.72 |
-0.72 |
-2.2% |
0.00 |
Volume |
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Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,441.51 |
2,432.34 |
2,390.85 |
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R3 |
2,419.21 |
2,410.04 |
2,384.71 |
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R2 |
2,396.91 |
2,396.91 |
2,382.67 |
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R1 |
2,387.74 |
2,387.74 |
2,380.62 |
2,392.33 |
PP |
2,374.61 |
2,374.61 |
2,374.61 |
2,376.90 |
S1 |
2,365.44 |
2,365.44 |
2,376.54 |
2,370.03 |
S2 |
2,352.31 |
2,352.31 |
2,374.49 |
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S3 |
2,330.01 |
2,343.14 |
2,372.45 |
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S4 |
2,307.71 |
2,320.84 |
2,366.32 |
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Weekly Pivots for week ending 01-Jul-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,757.96 |
2,707.89 |
2,442.91 |
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R3 |
2,609.74 |
2,559.67 |
2,402.15 |
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R2 |
2,461.52 |
2,461.52 |
2,388.56 |
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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 |
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S3 |
2,016.86 |
2,115.01 |
2,320.63 |
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S4 |
1,868.64 |
1,966.79 |
2,279.87 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,383.77 |
2,278.85 |
104.92 |
4.4% |
25.47 |
1.1% |
95% |
True |
False |
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10 |
2,383.77 |
2,204.47 |
179.30 |
7.5% |
31.33 |
1.3% |
97% |
True |
False |
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20 |
2,383.77 |
2,180.94 |
202.83 |
8.5% |
30.30 |
1.3% |
97% |
True |
False |
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40 |
2,415.89 |
2,180.94 |
234.95 |
9.9% |
28.46 |
1.2% |
84% |
False |
False |
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60 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
26.58 |
1.1% |
83% |
False |
False |
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80 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
27.26 |
1.1% |
83% |
False |
False |
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100 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
27.70 |
1.2% |
83% |
False |
False |
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120 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
27.49 |
1.2% |
83% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,478.55 |
2.618 |
2,442.15 |
1.618 |
2,419.85 |
1.000 |
2,406.07 |
0.618 |
2,397.55 |
HIGH |
2,383.77 |
0.618 |
2,375.25 |
0.500 |
2,372.62 |
0.382 |
2,369.99 |
LOW |
2,361.47 |
0.618 |
2,347.69 |
1.000 |
2,339.17 |
1.618 |
2,325.39 |
2.618 |
2,303.09 |
4.250 |
2,266.70 |
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