Day Change Summary |
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Previous |
Current |
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05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
5,988.5 |
5,989.0 |
0.5 |
0.0% |
5,642.0 |
High |
6,002.5 |
6,009.0 |
6.5 |
0.1% |
5,983.0 |
Low |
5,972.5 |
5,936.5 |
-36.0 |
-0.6% |
5,627.0 |
Close |
5,984.0 |
5,978.0 |
-6.0 |
-0.1% |
5,975.0 |
Range |
30.0 |
72.5 |
42.5 |
141.7% |
356.0 |
ATR |
77.2 |
76.9 |
-0.3 |
-0.4% |
0.0 |
Volume |
77,297 |
102,147 |
24,850 |
32.1% |
502,667 |
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Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,192.0 |
6,157.5 |
6,018.0 |
|
R3 |
6,119.5 |
6,085.0 |
5,998.0 |
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R2 |
6,047.0 |
6,047.0 |
5,991.5 |
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R1 |
6,012.5 |
6,012.5 |
5,984.5 |
5,993.5 |
PP |
5,974.5 |
5,974.5 |
5,974.5 |
5,965.0 |
S1 |
5,940.0 |
5,940.0 |
5,971.5 |
5,921.0 |
S2 |
5,902.0 |
5,902.0 |
5,964.5 |
|
S3 |
5,829.5 |
5,867.5 |
5,958.0 |
|
S4 |
5,757.0 |
5,795.0 |
5,938.0 |
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Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,929.5 |
6,808.5 |
6,171.0 |
|
R3 |
6,573.5 |
6,452.5 |
6,073.0 |
|
R2 |
6,217.5 |
6,217.5 |
6,040.5 |
|
R1 |
6,096.5 |
6,096.5 |
6,007.5 |
6,157.0 |
PP |
5,861.5 |
5,861.5 |
5,861.5 |
5,892.0 |
S1 |
5,740.5 |
5,740.5 |
5,942.5 |
5,801.0 |
S2 |
5,505.5 |
5,505.5 |
5,909.5 |
|
S3 |
5,149.5 |
5,384.5 |
5,877.0 |
|
S4 |
4,793.5 |
5,028.5 |
5,779.0 |
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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 |
6,009.0 |
5,825.5 |
183.5 |
3.1% |
67.0 |
1.1% |
83% |
True |
False |
90,500 |
10 |
6,009.0 |
5,625.5 |
383.5 |
6.4% |
77.0 |
1.3% |
92% |
True |
False |
94,967 |
20 |
6,009.0 |
5,605.5 |
403.5 |
6.7% |
80.5 |
1.3% |
92% |
True |
False |
108,627 |
40 |
6,009.0 |
5,605.5 |
403.5 |
6.7% |
73.0 |
1.2% |
92% |
True |
False |
56,007 |
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Fibonacci Retracements and Extensions |
4.250 |
6,317.0 |
2.618 |
6,199.0 |
1.618 |
6,126.5 |
1.000 |
6,081.5 |
0.618 |
6,054.0 |
HIGH |
6,009.0 |
0.618 |
5,981.5 |
0.500 |
5,973.0 |
0.382 |
5,964.0 |
LOW |
5,936.5 |
0.618 |
5,891.5 |
1.000 |
5,864.0 |
1.618 |
5,819.0 |
2.618 |
5,746.5 |
4.250 |
5,628.5 |
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