| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,390.16 |
2,380.56 |
-9.60 |
-0.4% |
2,363.08 |
| High |
2,405.92 |
2,392.09 |
-13.83 |
-0.6% |
2,418.99 |
| Low |
2,379.14 |
2,354.12 |
-25.02 |
-1.1% |
2,357.31 |
| Close |
2,405.89 |
2,362.00 |
-43.89 |
-1.8% |
2,405.89 |
| Range |
26.78 |
37.97 |
11.19 |
41.8% |
61.68 |
| ATR |
32.44 |
33.82 |
1.38 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.31 |
2,460.63 |
2,382.88 |
|
| R3 |
2,445.34 |
2,422.66 |
2,372.44 |
|
| R2 |
2,407.37 |
2,407.37 |
2,368.96 |
|
| R1 |
2,384.69 |
2,384.69 |
2,365.48 |
2,377.05 |
| PP |
2,369.40 |
2,369.40 |
2,369.40 |
2,365.58 |
| S1 |
2,346.72 |
2,346.72 |
2,358.52 |
2,339.08 |
| S2 |
2,331.43 |
2,331.43 |
2,355.04 |
|
| S3 |
2,293.46 |
2,308.75 |
2,351.56 |
|
| S4 |
2,255.49 |
2,270.78 |
2,341.12 |
|
|
| 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 |
2,354.12 |
64.87 |
2.7% |
25.72 |
1.1% |
12% |
False |
True |
|
| 10 |
2,418.99 |
2,215.14 |
203.85 |
8.6% |
29.66 |
1.3% |
72% |
False |
False |
|
| 20 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
31.12 |
1.3% |
76% |
False |
False |
|
| 40 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
28.27 |
1.2% |
76% |
False |
False |
|
| 60 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
26.87 |
1.1% |
76% |
False |
False |
|
| 80 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
26.55 |
1.1% |
76% |
False |
False |
|
| 100 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
28.07 |
1.2% |
76% |
False |
False |
|
| 120 |
2,418.99 |
2,180.94 |
238.05 |
10.1% |
27.67 |
1.2% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.46 |
|
2.618 |
2,491.50 |
|
1.618 |
2,453.53 |
|
1.000 |
2,430.06 |
|
0.618 |
2,415.56 |
|
HIGH |
2,392.09 |
|
0.618 |
2,377.59 |
|
0.500 |
2,373.11 |
|
0.382 |
2,368.62 |
|
LOW |
2,354.12 |
|
0.618 |
2,330.65 |
|
1.000 |
2,316.15 |
|
1.618 |
2,292.68 |
|
2.618 |
2,254.71 |
|
4.250 |
2,192.75 |
|
|