| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,531.0 |
2,639.0 |
108.0 |
4.3% |
2,622.0 |
| High |
2,652.0 |
2,675.0 |
23.0 |
0.9% |
2,658.0 |
| Low |
2,517.0 |
2,629.0 |
112.0 |
4.4% |
2,481.0 |
| Close |
2,612.0 |
2,644.0 |
32.0 |
1.2% |
2,506.0 |
| Range |
135.0 |
46.0 |
-89.0 |
-65.9% |
177.0 |
| ATR |
73.2 |
72.5 |
-0.7 |
-1.0% |
0.0 |
| Volume |
1,813 |
669 |
-1,144 |
-63.1% |
6,105 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.3 |
2,761.7 |
2,669.3 |
|
| R3 |
2,741.3 |
2,715.7 |
2,656.7 |
|
| R2 |
2,695.3 |
2,695.3 |
2,652.4 |
|
| R1 |
2,669.7 |
2,669.7 |
2,648.2 |
2,682.5 |
| PP |
2,649.3 |
2,649.3 |
2,649.3 |
2,655.8 |
| S1 |
2,623.7 |
2,623.7 |
2,639.8 |
2,636.5 |
| S2 |
2,603.3 |
2,603.3 |
2,635.6 |
|
| S3 |
2,557.3 |
2,577.7 |
2,631.4 |
|
| S4 |
2,511.3 |
2,531.7 |
2,618.7 |
|
|
| 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 |
2,675.0 |
2,481.0 |
194.0 |
7.3% |
71.8 |
2.7% |
84% |
True |
False |
1,053 |
| 10 |
2,675.0 |
2,481.0 |
194.0 |
7.3% |
64.8 |
2.5% |
84% |
True |
False |
1,147 |
| 20 |
2,779.0 |
2,481.0 |
298.0 |
11.3% |
60.2 |
2.3% |
55% |
False |
False |
7,335 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
13.4% |
66.9 |
2.5% |
62% |
False |
False |
4,851 |
| 60 |
2,935.0 |
2,387.0 |
548.0 |
20.7% |
71.7 |
2.7% |
47% |
False |
False |
3,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.5 |
|
2.618 |
2,795.4 |
|
1.618 |
2,749.4 |
|
1.000 |
2,721.0 |
|
0.618 |
2,703.4 |
|
HIGH |
2,675.0 |
|
0.618 |
2,657.4 |
|
0.500 |
2,652.0 |
|
0.382 |
2,646.6 |
|
LOW |
2,629.0 |
|
0.618 |
2,600.6 |
|
1.000 |
2,583.0 |
|
1.618 |
2,554.6 |
|
2.618 |
2,508.6 |
|
4.250 |
2,433.5 |
|
|