| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
05-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,526.0 |
2,511.0 |
-15.0 |
-0.6% |
2,622.0 |
| High |
2,545.0 |
2,515.0 |
-30.0 |
-1.2% |
2,658.0 |
| Low |
2,481.0 |
2,481.0 |
0.0 |
0.0% |
2,481.0 |
| Close |
2,506.0 |
2,494.0 |
-12.0 |
-0.5% |
2,506.0 |
| Range |
64.0 |
34.0 |
-30.0 |
-46.9% |
177.0 |
| ATR |
69.3 |
66.8 |
-2.5 |
-3.6% |
0.0 |
| Volume |
151 |
1,386 |
1,235 |
817.9% |
6,105 |
|
| Daily Pivots for day following 05-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.7 |
2,580.3 |
2,512.7 |
|
| R3 |
2,564.7 |
2,546.3 |
2,503.4 |
|
| R2 |
2,530.7 |
2,530.7 |
2,500.2 |
|
| R1 |
2,512.3 |
2,512.3 |
2,497.1 |
2,504.5 |
| PP |
2,496.7 |
2,496.7 |
2,496.7 |
2,492.8 |
| S1 |
2,478.3 |
2,478.3 |
2,490.9 |
2,470.5 |
| S2 |
2,462.7 |
2,462.7 |
2,487.8 |
|
| S3 |
2,428.7 |
2,444.3 |
2,484.7 |
|
| S4 |
2,394.7 |
2,410.3 |
2,475.3 |
|
|
| 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 |
2,608.0 |
2,481.0 |
127.0 |
5.1% |
59.0 |
2.4% |
10% |
False |
True |
1,374 |
| 10 |
2,743.0 |
2,481.0 |
262.0 |
10.5% |
58.7 |
2.4% |
5% |
False |
True |
1,157 |
| 20 |
2,779.0 |
2,450.0 |
329.0 |
13.2% |
58.4 |
2.3% |
13% |
False |
False |
8,132 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
14.2% |
65.8 |
2.6% |
20% |
False |
False |
4,841 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
22.1% |
67.9 |
2.7% |
19% |
False |
False |
3,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,659.5 |
|
2.618 |
2,604.0 |
|
1.618 |
2,570.0 |
|
1.000 |
2,549.0 |
|
0.618 |
2,536.0 |
|
HIGH |
2,515.0 |
|
0.618 |
2,502.0 |
|
0.500 |
2,498.0 |
|
0.382 |
2,494.0 |
|
LOW |
2,481.0 |
|
0.618 |
2,460.0 |
|
1.000 |
2,447.0 |
|
1.618 |
2,426.0 |
|
2.618 |
2,392.0 |
|
4.250 |
2,336.5 |
|
|