Day Change Summary |
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Previous |
Current |
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06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5,860.0 |
5,904.5 |
44.5 |
0.8% |
6,112.5 |
High |
6,009.0 |
6,060.0 |
51.0 |
0.8% |
6,183.5 |
Low |
5,860.0 |
5,864.5 |
4.5 |
0.1% |
5,818.0 |
Close |
5,936.5 |
5,996.5 |
60.0 |
1.0% |
5,850.5 |
Range |
149.0 |
195.5 |
46.5 |
31.2% |
365.5 |
ATR |
121.8 |
127.0 |
5.3 |
4.3% |
0.0 |
Volume |
220 |
471 |
251 |
114.1% |
1,290 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,560.2 |
6,473.8 |
6,104.0 |
|
R3 |
6,364.7 |
6,278.3 |
6,050.3 |
|
R2 |
6,169.2 |
6,169.2 |
6,032.3 |
|
R1 |
6,082.8 |
6,082.8 |
6,014.4 |
6,126.0 |
PP |
5,973.7 |
5,973.7 |
5,973.7 |
5,995.3 |
S1 |
5,887.3 |
5,887.3 |
5,978.6 |
5,930.5 |
S2 |
5,778.2 |
5,778.2 |
5,960.7 |
|
S3 |
5,582.7 |
5,691.8 |
5,942.7 |
|
S4 |
5,387.2 |
5,496.3 |
5,889.0 |
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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 |
6,060.0 |
5,818.0 |
242.0 |
4.0% |
129.1 |
2.2% |
74% |
True |
False |
375 |
10 |
6,257.0 |
5,818.0 |
439.0 |
7.3% |
119.9 |
2.0% |
41% |
False |
False |
301 |
20 |
6,364.0 |
5,818.0 |
546.0 |
9.1% |
108.1 |
1.8% |
33% |
False |
False |
2,443 |
40 |
6,364.0 |
5,625.0 |
739.0 |
12.3% |
120.4 |
2.0% |
50% |
False |
False |
1,552 |
60 |
6,364.0 |
5,602.5 |
761.5 |
12.7% |
121.1 |
2.0% |
52% |
False |
False |
1,134 |
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|
Fibonacci Retracements and Extensions |
4.250 |
6,890.9 |
2.618 |
6,571.8 |
1.618 |
6,376.3 |
1.000 |
6,255.5 |
0.618 |
6,180.8 |
HIGH |
6,060.0 |
0.618 |
5,985.3 |
0.500 |
5,962.3 |
0.382 |
5,939.2 |
LOW |
5,864.5 |
0.618 |
5,743.7 |
1.000 |
5,669.0 |
1.618 |
5,548.2 |
2.618 |
5,352.7 |
4.250 |
5,033.6 |
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