| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,511.0 |
2,504.0 |
-7.0 |
-0.3% |
2,622.0 |
| High |
2,515.0 |
2,584.0 |
69.0 |
2.7% |
2,658.0 |
| Low |
2,481.0 |
2,504.0 |
23.0 |
0.9% |
2,481.0 |
| Close |
2,494.0 |
2,552.0 |
58.0 |
2.3% |
2,506.0 |
| Range |
34.0 |
80.0 |
46.0 |
135.3% |
177.0 |
| ATR |
66.8 |
68.4 |
1.7 |
2.5% |
0.0 |
| Volume |
1,386 |
1,247 |
-139 |
-10.0% |
6,105 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,786.7 |
2,749.3 |
2,596.0 |
|
| R3 |
2,706.7 |
2,669.3 |
2,574.0 |
|
| R2 |
2,626.7 |
2,626.7 |
2,566.7 |
|
| R1 |
2,589.3 |
2,589.3 |
2,559.3 |
2,608.0 |
| PP |
2,546.7 |
2,546.7 |
2,546.7 |
2,556.0 |
| S1 |
2,509.3 |
2,509.3 |
2,544.7 |
2,528.0 |
| S2 |
2,466.7 |
2,466.7 |
2,537.3 |
|
| S3 |
2,386.7 |
2,429.3 |
2,530.0 |
|
| S4 |
2,306.7 |
2,349.3 |
2,508.0 |
|
|
| 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 |
2,584.0 |
2,481.0 |
103.0 |
4.0% |
58.4 |
2.3% |
69% |
True |
False |
797 |
| 10 |
2,720.0 |
2,481.0 |
239.0 |
9.4% |
60.3 |
2.4% |
30% |
False |
False |
1,091 |
| 20 |
2,779.0 |
2,480.0 |
299.0 |
11.7% |
58.9 |
2.3% |
24% |
False |
False |
7,933 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
13.9% |
65.6 |
2.6% |
36% |
False |
False |
4,852 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
21.6% |
69.2 |
2.7% |
30% |
False |
False |
3,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,924.0 |
|
2.618 |
2,793.4 |
|
1.618 |
2,713.4 |
|
1.000 |
2,664.0 |
|
0.618 |
2,633.4 |
|
HIGH |
2,584.0 |
|
0.618 |
2,553.4 |
|
0.500 |
2,544.0 |
|
0.382 |
2,534.6 |
|
LOW |
2,504.0 |
|
0.618 |
2,454.6 |
|
1.000 |
2,424.0 |
|
1.618 |
2,374.6 |
|
2.618 |
2,294.6 |
|
4.250 |
2,164.0 |
|
|