Day Change Summary |
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Previous |
Current |
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|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4,799.0 |
4,817.5 |
18.5 |
0.4% |
5,043.0 |
High |
4,852.5 |
4,942.0 |
89.5 |
1.8% |
5,053.5 |
Low |
4,767.0 |
4,810.0 |
43.0 |
0.9% |
4,757.0 |
Close |
4,798.5 |
4,913.0 |
114.5 |
2.4% |
4,798.5 |
Range |
85.5 |
132.0 |
46.5 |
54.4% |
296.5 |
ATR |
113.7 |
115.8 |
2.1 |
1.9% |
0.0 |
Volume |
150,153 |
39,355 |
-110,798 |
-73.8% |
621,239 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,284.5 |
5,230.5 |
4,985.5 |
|
R3 |
5,152.5 |
5,098.5 |
4,949.5 |
|
R2 |
5,020.5 |
5,020.5 |
4,937.0 |
|
R1 |
4,966.5 |
4,966.5 |
4,925.0 |
4,993.5 |
PP |
4,888.5 |
4,888.5 |
4,888.5 |
4,902.0 |
S1 |
4,834.5 |
4,834.5 |
4,901.0 |
4,861.5 |
S2 |
4,756.5 |
4,756.5 |
4,889.0 |
|
S3 |
4,624.5 |
4,702.5 |
4,876.5 |
|
S4 |
4,492.5 |
4,570.5 |
4,840.5 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,759.0 |
5,575.5 |
4,961.5 |
|
R3 |
5,462.5 |
5,279.0 |
4,880.0 |
|
R2 |
5,166.0 |
5,166.0 |
4,853.0 |
|
R1 |
4,982.5 |
4,982.5 |
4,825.5 |
4,926.0 |
PP |
4,869.5 |
4,869.5 |
4,869.5 |
4,841.5 |
S1 |
4,686.0 |
4,686.0 |
4,771.5 |
4,629.5 |
S2 |
4,573.0 |
4,573.0 |
4,744.0 |
|
S3 |
4,276.5 |
4,389.5 |
4,717.0 |
|
S4 |
3,980.0 |
4,093.0 |
4,635.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,982.5 |
4,757.0 |
225.5 |
4.6% |
116.0 |
2.4% |
69% |
False |
False |
110,961 |
10 |
5,246.0 |
4,757.0 |
489.0 |
10.0% |
106.0 |
2.2% |
32% |
False |
False |
106,361 |
20 |
5,310.0 |
4,757.0 |
553.0 |
11.3% |
100.5 |
2.0% |
28% |
False |
False |
104,585 |
40 |
5,385.5 |
4,757.0 |
628.5 |
12.8% |
105.5 |
2.1% |
25% |
False |
False |
53,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,503.0 |
2.618 |
5,287.5 |
1.618 |
5,155.5 |
1.000 |
5,074.0 |
0.618 |
5,023.5 |
HIGH |
4,942.0 |
0.618 |
4,891.5 |
0.500 |
4,876.0 |
0.382 |
4,860.5 |
LOW |
4,810.0 |
0.618 |
4,728.5 |
1.000 |
4,678.0 |
1.618 |
4,596.5 |
2.618 |
4,464.5 |
4.250 |
4,249.0 |
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