Day Change Summary |
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Previous |
Current |
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01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5,890.5 |
5,900.0 |
9.5 |
0.2% |
6,112.5 |
High |
5,960.5 |
5,948.5 |
-12.0 |
-0.2% |
6,183.5 |
Low |
5,843.5 |
5,818.0 |
-25.5 |
-0.4% |
5,818.0 |
Close |
5,876.5 |
5,850.5 |
-26.0 |
-0.4% |
5,850.5 |
Range |
117.0 |
130.5 |
13.5 |
11.5% |
365.5 |
ATR |
122.4 |
123.0 |
0.6 |
0.5% |
0.0 |
Volume |
532 |
280 |
-252 |
-47.4% |
1,290 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,263.8 |
6,187.7 |
5,922.3 |
|
R3 |
6,133.3 |
6,057.2 |
5,886.4 |
|
R2 |
6,002.8 |
6,002.8 |
5,874.4 |
|
R1 |
5,926.7 |
5,926.7 |
5,862.5 |
5,899.5 |
PP |
5,872.3 |
5,872.3 |
5,872.3 |
5,858.8 |
S1 |
5,796.2 |
5,796.2 |
5,838.5 |
5,769.0 |
S2 |
5,741.8 |
5,741.8 |
5,826.6 |
|
S3 |
5,611.3 |
5,665.7 |
5,814.6 |
|
S4 |
5,480.8 |
5,535.2 |
5,778.7 |
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Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,047.2 |
6,814.3 |
6,051.5 |
|
R3 |
6,681.7 |
6,448.8 |
5,951.0 |
|
R2 |
6,316.2 |
6,316.2 |
5,917.5 |
|
R1 |
6,083.3 |
6,083.3 |
5,884.0 |
6,017.0 |
PP |
5,950.7 |
5,950.7 |
5,950.7 |
5,917.5 |
S1 |
5,717.8 |
5,717.8 |
5,817.0 |
5,651.5 |
S2 |
5,585.2 |
5,585.2 |
5,783.5 |
|
S3 |
5,219.7 |
5,352.3 |
5,750.0 |
|
S4 |
4,854.2 |
4,986.8 |
5,649.5 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,183.5 |
5,818.0 |
365.5 |
6.2% |
114.5 |
2.0% |
9% |
False |
True |
258 |
10 |
6,364.0 |
5,818.0 |
546.0 |
9.3% |
109.0 |
1.9% |
6% |
False |
True |
360 |
20 |
6,364.0 |
5,814.5 |
549.5 |
9.4% |
106.2 |
1.8% |
7% |
False |
False |
2,654 |
40 |
6,364.0 |
5,625.0 |
739.0 |
12.6% |
119.8 |
2.0% |
31% |
False |
False |
1,561 |
60 |
6,364.0 |
5,602.5 |
761.5 |
13.0% |
116.5 |
2.0% |
33% |
False |
False |
1,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,503.1 |
2.618 |
6,290.1 |
1.618 |
6,159.6 |
1.000 |
6,079.0 |
0.618 |
6,029.1 |
HIGH |
5,948.5 |
0.618 |
5,898.6 |
0.500 |
5,883.3 |
0.382 |
5,867.9 |
LOW |
5,818.0 |
0.618 |
5,737.4 |
1.000 |
5,687.5 |
1.618 |
5,606.9 |
2.618 |
5,476.4 |
4.250 |
5,263.4 |
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