| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,504.0 |
2,531.0 |
27.0 |
1.1% |
2,622.0 |
| High |
2,584.0 |
2,652.0 |
68.0 |
2.6% |
2,658.0 |
| Low |
2,504.0 |
2,517.0 |
13.0 |
0.5% |
2,481.0 |
| Close |
2,552.0 |
2,612.0 |
60.0 |
2.4% |
2,506.0 |
| Range |
80.0 |
135.0 |
55.0 |
68.8% |
177.0 |
| ATR |
68.4 |
73.2 |
4.8 |
6.9% |
0.0 |
| Volume |
1,247 |
1,813 |
566 |
45.4% |
6,105 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,998.7 |
2,940.3 |
2,686.3 |
|
| R3 |
2,863.7 |
2,805.3 |
2,649.1 |
|
| R2 |
2,728.7 |
2,728.7 |
2,636.8 |
|
| R1 |
2,670.3 |
2,670.3 |
2,624.4 |
2,699.5 |
| PP |
2,593.7 |
2,593.7 |
2,593.7 |
2,608.3 |
| S1 |
2,535.3 |
2,535.3 |
2,599.6 |
2,564.5 |
| S2 |
2,458.7 |
2,458.7 |
2,587.3 |
|
| S3 |
2,323.7 |
2,400.3 |
2,574.9 |
|
| S4 |
2,188.7 |
2,265.3 |
2,537.8 |
|
|
| 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 |
2,652.0 |
2,481.0 |
171.0 |
6.5% |
73.4 |
2.8% |
77% |
True |
False |
1,124 |
| 10 |
2,709.0 |
2,481.0 |
228.0 |
8.7% |
69.3 |
2.7% |
57% |
False |
False |
1,203 |
| 20 |
2,779.0 |
2,481.0 |
298.0 |
11.4% |
62.9 |
2.4% |
44% |
False |
False |
7,957 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
13.6% |
66.9 |
2.6% |
53% |
False |
False |
4,861 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
21.1% |
71.5 |
2.7% |
41% |
False |
False |
3,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,225.8 |
|
2.618 |
3,005.4 |
|
1.618 |
2,870.4 |
|
1.000 |
2,787.0 |
|
0.618 |
2,735.4 |
|
HIGH |
2,652.0 |
|
0.618 |
2,600.4 |
|
0.500 |
2,584.5 |
|
0.382 |
2,568.6 |
|
LOW |
2,517.0 |
|
0.618 |
2,433.6 |
|
1.000 |
2,382.0 |
|
1.618 |
2,298.6 |
|
2.618 |
2,163.6 |
|
4.250 |
1,943.3 |
|
|