Day Change Summary |
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Previous |
Current |
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01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4,233.0 |
4,254.0 |
21.0 |
0.5% |
4,418.0 |
High |
4,254.0 |
4,269.0 |
15.0 |
0.4% |
4,429.0 |
Low |
4,198.0 |
4,205.0 |
7.0 |
0.2% |
4,198.0 |
Close |
4,215.0 |
4,242.0 |
27.0 |
0.6% |
4,242.0 |
Range |
56.0 |
64.0 |
8.0 |
14.3% |
231.0 |
ATR |
70.6 |
70.2 |
-0.5 |
-0.7% |
0.0 |
Volume |
36,229 |
28,674 |
-7,555 |
-20.9% |
151,146 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,430.7 |
4,400.3 |
4,277.2 |
|
R3 |
4,366.7 |
4,336.3 |
4,259.6 |
|
R2 |
4,302.7 |
4,302.7 |
4,253.7 |
|
R1 |
4,272.3 |
4,272.3 |
4,247.9 |
4,255.5 |
PP |
4,238.7 |
4,238.7 |
4,238.7 |
4,230.3 |
S1 |
4,208.3 |
4,208.3 |
4,236.1 |
4,191.5 |
S2 |
4,174.7 |
4,174.7 |
4,230.3 |
|
S3 |
4,110.7 |
4,144.3 |
4,224.4 |
|
S4 |
4,046.7 |
4,080.3 |
4,206.8 |
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Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,982.7 |
4,843.3 |
4,369.1 |
|
R3 |
4,751.7 |
4,612.3 |
4,305.5 |
|
R2 |
4,520.7 |
4,520.7 |
4,284.4 |
|
R1 |
4,381.3 |
4,381.3 |
4,263.2 |
4,335.5 |
PP |
4,289.7 |
4,289.7 |
4,289.7 |
4,266.8 |
S1 |
4,150.3 |
4,150.3 |
4,220.8 |
4,104.5 |
S2 |
4,058.7 |
4,058.7 |
4,199.7 |
|
S3 |
3,827.7 |
3,919.3 |
4,178.5 |
|
S4 |
3,596.7 |
3,688.3 |
4,115.0 |
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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 |
4,429.0 |
4,198.0 |
231.0 |
5.4% |
64.6 |
1.5% |
19% |
False |
False |
30,229 |
10 |
4,630.0 |
4,198.0 |
432.0 |
10.2% |
56.6 |
1.3% |
10% |
False |
False |
27,014 |
20 |
4,630.0 |
4,198.0 |
432.0 |
10.2% |
50.2 |
1.2% |
10% |
False |
False |
26,298 |
40 |
4,654.0 |
4,184.0 |
470.0 |
11.1% |
47.7 |
1.1% |
12% |
False |
False |
13,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,541.0 |
2.618 |
4,436.6 |
1.618 |
4,372.6 |
1.000 |
4,333.0 |
0.618 |
4,308.6 |
HIGH |
4,269.0 |
0.618 |
4,244.6 |
0.500 |
4,237.0 |
0.382 |
4,229.4 |
LOW |
4,205.0 |
0.618 |
4,165.4 |
1.000 |
4,141.0 |
1.618 |
4,101.4 |
2.618 |
4,037.4 |
4.250 |
3,933.0 |
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