Day Change Summary |
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Previous |
Current |
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06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4,817.5 |
4,874.5 |
57.0 |
1.2% |
5,043.0 |
High |
4,942.0 |
5,050.0 |
108.0 |
2.2% |
5,053.5 |
Low |
4,810.0 |
4,857.5 |
47.5 |
1.0% |
4,757.0 |
Close |
4,913.0 |
4,972.0 |
59.0 |
1.2% |
4,798.5 |
Range |
132.0 |
192.5 |
60.5 |
45.8% |
296.5 |
ATR |
115.8 |
121.3 |
5.5 |
4.7% |
0.0 |
Volume |
39,355 |
105,468 |
66,113 |
168.0% |
621,239 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,537.5 |
5,447.0 |
5,078.0 |
|
R3 |
5,345.0 |
5,254.5 |
5,025.0 |
|
R2 |
5,152.5 |
5,152.5 |
5,007.5 |
|
R1 |
5,062.0 |
5,062.0 |
4,989.5 |
5,107.0 |
PP |
4,960.0 |
4,960.0 |
4,960.0 |
4,982.5 |
S1 |
4,869.5 |
4,869.5 |
4,954.5 |
4,915.0 |
S2 |
4,767.5 |
4,767.5 |
4,936.5 |
|
S3 |
4,575.0 |
4,677.0 |
4,919.0 |
|
S4 |
4,382.5 |
4,484.5 |
4,866.0 |
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|
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 |
|
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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 |
5,050.0 |
4,757.0 |
293.0 |
5.9% |
126.0 |
2.5% |
73% |
True |
False |
113,669 |
10 |
5,215.0 |
4,757.0 |
458.0 |
9.2% |
114.0 |
2.3% |
47% |
False |
False |
108,849 |
20 |
5,310.0 |
4,757.0 |
553.0 |
11.1% |
105.0 |
2.1% |
39% |
False |
False |
109,787 |
40 |
5,385.5 |
4,757.0 |
628.5 |
12.6% |
107.0 |
2.2% |
34% |
False |
False |
55,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,868.0 |
2.618 |
5,554.0 |
1.618 |
5,361.5 |
1.000 |
5,242.5 |
0.618 |
5,169.0 |
HIGH |
5,050.0 |
0.618 |
4,976.5 |
0.500 |
4,954.0 |
0.382 |
4,931.0 |
LOW |
4,857.5 |
0.618 |
4,738.5 |
1.000 |
4,665.0 |
1.618 |
4,546.0 |
2.618 |
4,353.5 |
4.250 |
4,039.5 |
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