| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,396.64 |
2,390.16 |
-6.48 |
-0.3% |
2,363.08 |
| High |
2,418.99 |
2,405.92 |
-13.07 |
-0.5% |
2,418.99 |
| Low |
2,394.55 |
2,379.14 |
-15.41 |
-0.6% |
2,357.31 |
| Close |
2,412.89 |
2,405.89 |
-7.00 |
-0.3% |
2,405.89 |
| Range |
24.44 |
26.78 |
2.34 |
9.6% |
61.68 |
| ATR |
32.34 |
32.44 |
0.10 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,477.32 |
2,468.39 |
2,420.62 |
|
| R3 |
2,450.54 |
2,441.61 |
2,413.25 |
|
| R2 |
2,423.76 |
2,423.76 |
2,410.80 |
|
| R1 |
2,414.83 |
2,414.83 |
2,408.34 |
2,419.30 |
| PP |
2,396.98 |
2,396.98 |
2,396.98 |
2,399.22 |
| S1 |
2,388.05 |
2,388.05 |
2,403.44 |
2,392.52 |
| S2 |
2,370.20 |
2,370.20 |
2,400.98 |
|
| S3 |
2,343.42 |
2,361.27 |
2,398.53 |
|
| S4 |
2,316.64 |
2,334.49 |
2,391.16 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,579.10 |
2,554.18 |
2,439.81 |
|
| R3 |
2,517.42 |
2,492.50 |
2,422.85 |
|
| R2 |
2,455.74 |
2,455.74 |
2,417.20 |
|
| R1 |
2,430.82 |
2,430.82 |
2,411.54 |
2,443.28 |
| PP |
2,394.06 |
2,394.06 |
2,394.06 |
2,400.30 |
| S1 |
2,369.14 |
2,369.14 |
2,400.24 |
2,381.60 |
| S2 |
2,332.38 |
2,332.38 |
2,394.58 |
|
| S3 |
2,270.70 |
2,307.46 |
2,388.93 |
|
| S4 |
2,209.02 |
2,245.78 |
2,371.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,418.99 |
2,320.57 |
98.42 |
4.1% |
26.68 |
1.1% |
87% |
False |
False |
|
| 10 |
2,418.99 |
2,213.10 |
205.89 |
8.6% |
29.25 |
1.2% |
94% |
False |
False |
|
| 20 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
30.73 |
1.3% |
94% |
False |
False |
|
| 40 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
28.28 |
1.2% |
94% |
False |
False |
|
| 60 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
26.64 |
1.1% |
94% |
False |
False |
|
| 80 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
26.86 |
1.1% |
94% |
False |
False |
|
| 100 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
27.83 |
1.2% |
94% |
False |
False |
|
| 120 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
27.62 |
1.1% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.74 |
|
2.618 |
2,476.03 |
|
1.618 |
2,449.25 |
|
1.000 |
2,432.70 |
|
0.618 |
2,422.47 |
|
HIGH |
2,405.92 |
|
0.618 |
2,395.69 |
|
0.500 |
2,392.53 |
|
0.382 |
2,389.37 |
|
LOW |
2,379.14 |
|
0.618 |
2,362.59 |
|
1.000 |
2,352.36 |
|
1.618 |
2,335.81 |
|
2.618 |
2,309.03 |
|
4.250 |
2,265.33 |
|
|