Day Change Summary |
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Previous |
Current |
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|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
5,987.0 |
6,029.5 |
42.5 |
0.7% |
5,965.0 |
High |
6,049.0 |
6,048.5 |
-0.5 |
0.0% |
6,049.0 |
Low |
5,969.5 |
5,944.0 |
-25.5 |
-0.4% |
5,936.5 |
Close |
6,034.5 |
5,977.0 |
-57.5 |
-1.0% |
5,977.0 |
Range |
79.5 |
104.5 |
25.0 |
31.4% |
112.5 |
ATR |
77.1 |
79.0 |
2.0 |
2.5% |
0.0 |
Volume |
84,322 |
124,303 |
39,981 |
47.4% |
438,469 |
|
Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,303.5 |
6,244.5 |
6,034.5 |
|
R3 |
6,199.0 |
6,140.0 |
6,005.5 |
|
R2 |
6,094.5 |
6,094.5 |
5,996.0 |
|
R1 |
6,035.5 |
6,035.5 |
5,986.5 |
6,013.0 |
PP |
5,990.0 |
5,990.0 |
5,990.0 |
5,978.5 |
S1 |
5,931.0 |
5,931.0 |
5,967.5 |
5,908.0 |
S2 |
5,885.5 |
5,885.5 |
5,958.0 |
|
S3 |
5,781.0 |
5,826.5 |
5,948.5 |
|
S4 |
5,676.5 |
5,722.0 |
5,919.5 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,325.0 |
6,263.5 |
6,039.0 |
|
R3 |
6,212.5 |
6,151.0 |
6,008.0 |
|
R2 |
6,100.0 |
6,100.0 |
5,997.5 |
|
R1 |
6,038.5 |
6,038.5 |
5,987.5 |
6,069.0 |
PP |
5,987.5 |
5,987.5 |
5,987.5 |
6,003.0 |
S1 |
5,926.0 |
5,926.0 |
5,966.5 |
5,957.0 |
S2 |
5,875.0 |
5,875.0 |
5,956.5 |
|
S3 |
5,762.5 |
5,813.5 |
5,946.0 |
|
S4 |
5,650.0 |
5,701.0 |
5,915.0 |
|
|
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 |
5,936.5 |
112.5 |
1.9% |
67.0 |
1.1% |
36% |
False |
False |
87,693 |
10 |
6,049.0 |
5,627.0 |
422.0 |
7.1% |
77.0 |
1.3% |
83% |
False |
False |
94,113 |
20 |
6,049.0 |
5,605.5 |
443.5 |
7.4% |
79.0 |
1.3% |
84% |
False |
False |
115,077 |
40 |
6,049.0 |
5,605.5 |
443.5 |
7.4% |
73.5 |
1.2% |
84% |
False |
False |
61,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,492.5 |
2.618 |
6,322.0 |
1.618 |
6,217.5 |
1.000 |
6,153.0 |
0.618 |
6,113.0 |
HIGH |
6,048.5 |
0.618 |
6,008.5 |
0.500 |
5,996.0 |
0.382 |
5,984.0 |
LOW |
5,944.0 |
0.618 |
5,879.5 |
1.000 |
5,839.5 |
1.618 |
5,775.0 |
2.618 |
5,670.5 |
4.250 |
5,500.0 |
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