| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,510.0 |
2,526.0 |
16.0 |
0.6% |
2,622.0 |
| High |
2,540.0 |
2,545.0 |
5.0 |
0.2% |
2,658.0 |
| Low |
2,486.0 |
2,481.0 |
-5.0 |
-0.2% |
2,481.0 |
| Close |
2,503.0 |
2,506.0 |
3.0 |
0.1% |
2,506.0 |
| Range |
54.0 |
64.0 |
10.0 |
18.5% |
177.0 |
| ATR |
69.7 |
69.3 |
-0.4 |
-0.6% |
0.0 |
| Volume |
1,026 |
151 |
-875 |
-85.3% |
6,105 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,702.7 |
2,668.3 |
2,541.2 |
|
| R3 |
2,638.7 |
2,604.3 |
2,523.6 |
|
| R2 |
2,574.7 |
2,574.7 |
2,517.7 |
|
| R1 |
2,540.3 |
2,540.3 |
2,511.9 |
2,525.5 |
| PP |
2,510.7 |
2,510.7 |
2,510.7 |
2,503.3 |
| S1 |
2,476.3 |
2,476.3 |
2,500.1 |
2,461.5 |
| S2 |
2,446.7 |
2,446.7 |
2,494.3 |
|
| S3 |
2,382.7 |
2,412.3 |
2,488.4 |
|
| S4 |
2,318.7 |
2,348.3 |
2,470.8 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079.3 |
2,969.7 |
2,603.4 |
|
| R3 |
2,902.3 |
2,792.7 |
2,554.7 |
|
| R2 |
2,725.3 |
2,725.3 |
2,538.5 |
|
| R1 |
2,615.7 |
2,615.7 |
2,522.2 |
2,582.0 |
| PP |
2,548.3 |
2,548.3 |
2,548.3 |
2,531.5 |
| S1 |
2,438.7 |
2,438.7 |
2,489.8 |
2,405.0 |
| S2 |
2,371.3 |
2,371.3 |
2,473.6 |
|
| S3 |
2,194.3 |
2,261.7 |
2,457.3 |
|
| S4 |
2,017.3 |
2,084.7 |
2,408.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,658.0 |
2,481.0 |
177.0 |
7.1% |
62.4 |
2.5% |
14% |
False |
True |
1,221 |
| 10 |
2,779.0 |
2,481.0 |
298.0 |
11.9% |
61.8 |
2.5% |
8% |
False |
True |
1,051 |
| 20 |
2,779.0 |
2,450.0 |
329.0 |
13.1% |
59.9 |
2.4% |
17% |
False |
False |
8,193 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
14.2% |
69.0 |
2.8% |
23% |
False |
False |
4,838 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
21.9% |
67.7 |
2.7% |
22% |
False |
False |
3,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.0 |
|
2.618 |
2,712.6 |
|
1.618 |
2,648.6 |
|
1.000 |
2,609.0 |
|
0.618 |
2,584.6 |
|
HIGH |
2,545.0 |
|
0.618 |
2,520.6 |
|
0.500 |
2,513.0 |
|
0.382 |
2,505.4 |
|
LOW |
2,481.0 |
|
0.618 |
2,441.4 |
|
1.000 |
2,417.0 |
|
1.618 |
2,377.4 |
|
2.618 |
2,313.4 |
|
4.250 |
2,209.0 |
|
|