Day Change Summary |
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Previous |
Current |
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02-Jul-2010 |
05-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5,900.0 |
5,861.0 |
-39.0 |
-0.7% |
6,112.5 |
High |
5,948.5 |
5,876.5 |
-72.0 |
-1.2% |
6,183.5 |
Low |
5,818.0 |
5,823.0 |
5.0 |
0.1% |
5,818.0 |
Close |
5,850.5 |
5,839.0 |
-11.5 |
-0.2% |
5,850.5 |
Range |
130.5 |
53.5 |
-77.0 |
-59.0% |
365.5 |
ATR |
123.0 |
118.0 |
-5.0 |
-4.0% |
0.0 |
Volume |
280 |
376 |
96 |
34.3% |
1,290 |
|
Daily Pivots for day following 05-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,006.7 |
5,976.3 |
5,868.4 |
|
R3 |
5,953.2 |
5,922.8 |
5,853.7 |
|
R2 |
5,899.7 |
5,899.7 |
5,848.8 |
|
R1 |
5,869.3 |
5,869.3 |
5,843.9 |
5,857.8 |
PP |
5,846.2 |
5,846.2 |
5,846.2 |
5,840.4 |
S1 |
5,815.8 |
5,815.8 |
5,834.1 |
5,804.3 |
S2 |
5,792.7 |
5,792.7 |
5,829.2 |
|
S3 |
5,739.2 |
5,762.3 |
5,824.3 |
|
S4 |
5,685.7 |
5,708.8 |
5,809.6 |
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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 |
6,090.0 |
5,818.0 |
272.0 |
4.7% |
104.9 |
1.8% |
8% |
False |
False |
301 |
10 |
6,308.5 |
5,818.0 |
490.5 |
8.4% |
102.7 |
1.8% |
4% |
False |
False |
312 |
20 |
6,364.0 |
5,814.5 |
549.5 |
9.4% |
104.9 |
1.8% |
4% |
False |
False |
2,596 |
40 |
6,364.0 |
5,625.0 |
739.0 |
12.7% |
119.4 |
2.0% |
29% |
False |
False |
1,554 |
60 |
6,364.0 |
5,602.5 |
761.5 |
13.0% |
116.8 |
2.0% |
31% |
False |
False |
1,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,103.9 |
2.618 |
6,016.6 |
1.618 |
5,963.1 |
1.000 |
5,930.0 |
0.618 |
5,909.6 |
HIGH |
5,876.5 |
0.618 |
5,856.1 |
0.500 |
5,849.8 |
0.382 |
5,843.4 |
LOW |
5,823.0 |
0.618 |
5,789.9 |
1.000 |
5,769.5 |
1.618 |
5,736.4 |
2.618 |
5,682.9 |
4.250 |
5,595.6 |
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