Day Change Summary |
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Previous |
Current |
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08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
6,029.5 |
5,951.0 |
-78.5 |
-1.3% |
5,965.0 |
High |
6,048.5 |
5,976.5 |
-72.0 |
-1.2% |
6,049.0 |
Low |
5,944.0 |
5,862.0 |
-82.0 |
-1.4% |
5,936.5 |
Close |
5,977.0 |
5,874.0 |
-103.0 |
-1.7% |
5,977.0 |
Range |
104.5 |
114.5 |
10.0 |
9.6% |
112.5 |
ATR |
79.0 |
81.6 |
2.6 |
3.3% |
0.0 |
Volume |
124,303 |
125,941 |
1,638 |
1.3% |
438,469 |
|
Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,247.5 |
6,175.5 |
5,937.0 |
|
R3 |
6,133.0 |
6,061.0 |
5,905.5 |
|
R2 |
6,018.5 |
6,018.5 |
5,895.0 |
|
R1 |
5,946.5 |
5,946.5 |
5,884.5 |
5,925.0 |
PP |
5,904.0 |
5,904.0 |
5,904.0 |
5,893.5 |
S1 |
5,832.0 |
5,832.0 |
5,863.5 |
5,811.0 |
S2 |
5,789.5 |
5,789.5 |
5,853.0 |
|
S3 |
5,675.0 |
5,717.5 |
5,842.5 |
|
S4 |
5,560.5 |
5,603.0 |
5,811.0 |
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|
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 |
5,862.0 |
187.0 |
3.2% |
80.0 |
1.4% |
6% |
False |
True |
102,802 |
10 |
6,049.0 |
5,693.5 |
355.5 |
6.1% |
79.5 |
1.4% |
51% |
False |
False |
98,988 |
20 |
6,049.0 |
5,605.5 |
443.5 |
7.6% |
82.0 |
1.4% |
61% |
False |
False |
115,759 |
40 |
6,049.0 |
5,605.5 |
443.5 |
7.6% |
74.0 |
1.3% |
61% |
False |
False |
64,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,463.0 |
2.618 |
6,276.5 |
1.618 |
6,162.0 |
1.000 |
6,091.0 |
0.618 |
6,047.5 |
HIGH |
5,976.5 |
0.618 |
5,933.0 |
0.500 |
5,919.0 |
0.382 |
5,905.5 |
LOW |
5,862.0 |
0.618 |
5,791.0 |
1.000 |
5,747.5 |
1.618 |
5,676.5 |
2.618 |
5,562.0 |
4.250 |
5,375.5 |
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