Day Change Summary |
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Previous |
Current |
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06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
5,989.0 |
5,987.0 |
-2.0 |
0.0% |
5,642.0 |
High |
6,009.0 |
6,049.0 |
40.0 |
0.7% |
5,983.0 |
Low |
5,936.5 |
5,969.5 |
33.0 |
0.6% |
5,627.0 |
Close |
5,978.0 |
6,034.5 |
56.5 |
0.9% |
5,975.0 |
Range |
72.5 |
79.5 |
7.0 |
9.7% |
356.0 |
ATR |
76.9 |
77.1 |
0.2 |
0.2% |
0.0 |
Volume |
102,147 |
84,322 |
-17,825 |
-17.5% |
502,667 |
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Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,256.0 |
6,225.0 |
6,078.0 |
|
R3 |
6,176.5 |
6,145.5 |
6,056.5 |
|
R2 |
6,097.0 |
6,097.0 |
6,049.0 |
|
R1 |
6,066.0 |
6,066.0 |
6,042.0 |
6,081.5 |
PP |
6,017.5 |
6,017.5 |
6,017.5 |
6,025.5 |
S1 |
5,986.5 |
5,986.5 |
6,027.0 |
6,002.0 |
S2 |
5,938.0 |
5,938.0 |
6,020.0 |
|
S3 |
5,858.5 |
5,907.0 |
6,012.5 |
|
S4 |
5,779.0 |
5,827.5 |
5,991.0 |
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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 |
6,049.0 |
5,900.0 |
149.0 |
2.5% |
63.0 |
1.0% |
90% |
True |
False |
82,698 |
10 |
6,049.0 |
5,627.0 |
422.0 |
7.0% |
76.0 |
1.3% |
97% |
True |
False |
92,203 |
20 |
6,049.0 |
5,605.5 |
443.5 |
7.3% |
80.5 |
1.3% |
97% |
True |
False |
110,983 |
40 |
6,049.0 |
5,605.5 |
443.5 |
7.3% |
72.5 |
1.2% |
97% |
True |
False |
58,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,387.0 |
2.618 |
6,257.0 |
1.618 |
6,177.5 |
1.000 |
6,128.5 |
0.618 |
6,098.0 |
HIGH |
6,049.0 |
0.618 |
6,018.5 |
0.500 |
6,009.0 |
0.382 |
6,000.0 |
LOW |
5,969.5 |
0.618 |
5,920.5 |
1.000 |
5,890.0 |
1.618 |
5,841.0 |
2.618 |
5,761.5 |
4.250 |
5,631.5 |
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