| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
04-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,851.0 |
2,872.0 |
21.0 |
0.7% |
2,697.0 |
| High |
2,887.0 |
2,874.0 |
-13.0 |
-0.5% |
2,887.0 |
| Low |
2,835.0 |
2,859.0 |
24.0 |
0.8% |
2,695.0 |
| Close |
2,869.0 |
2,863.0 |
-6.0 |
-0.2% |
2,869.0 |
| Range |
52.0 |
15.0 |
-37.0 |
-71.2% |
192.0 |
| ATR |
51.5 |
48.9 |
-2.6 |
-5.1% |
0.0 |
| Volume |
754 |
123 |
-631 |
-83.7% |
114,456 |
|
| Daily Pivots for day following 04-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.3 |
2,901.7 |
2,871.3 |
|
| R3 |
2,895.3 |
2,886.7 |
2,867.1 |
|
| R2 |
2,880.3 |
2,880.3 |
2,865.8 |
|
| R1 |
2,871.7 |
2,871.7 |
2,864.4 |
2,868.5 |
| PP |
2,865.3 |
2,865.3 |
2,865.3 |
2,863.8 |
| S1 |
2,856.7 |
2,856.7 |
2,861.6 |
2,853.5 |
| S2 |
2,850.3 |
2,850.3 |
2,860.3 |
|
| S3 |
2,835.3 |
2,841.7 |
2,858.9 |
|
| S4 |
2,820.3 |
2,826.7 |
2,854.8 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,393.0 |
3,323.0 |
2,974.6 |
|
| R3 |
3,201.0 |
3,131.0 |
2,921.8 |
|
| R2 |
3,009.0 |
3,009.0 |
2,904.2 |
|
| R1 |
2,939.0 |
2,939.0 |
2,886.6 |
2,974.0 |
| PP |
2,817.0 |
2,817.0 |
2,817.0 |
2,834.5 |
| S1 |
2,747.0 |
2,747.0 |
2,851.4 |
2,782.0 |
| S2 |
2,625.0 |
2,625.0 |
2,833.8 |
|
| S3 |
2,433.0 |
2,555.0 |
2,816.2 |
|
| S4 |
2,241.0 |
2,363.0 |
2,763.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,887.0 |
2,711.0 |
176.0 |
6.1% |
45.4 |
1.6% |
86% |
False |
False |
21,523 |
| 10 |
2,887.0 |
2,695.0 |
192.0 |
6.7% |
45.7 |
1.6% |
88% |
False |
False |
11,866 |
| 20 |
2,887.0 |
2,687.0 |
200.0 |
7.0% |
46.4 |
1.6% |
88% |
False |
False |
11,971 |
| 40 |
2,925.0 |
2,687.0 |
238.0 |
8.3% |
43.2 |
1.5% |
74% |
False |
False |
7,033 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
9.8% |
39.3 |
1.4% |
62% |
False |
False |
4,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,937.8 |
|
2.618 |
2,913.3 |
|
1.618 |
2,898.3 |
|
1.000 |
2,889.0 |
|
0.618 |
2,883.3 |
|
HIGH |
2,874.0 |
|
0.618 |
2,868.3 |
|
0.500 |
2,866.5 |
|
0.382 |
2,864.7 |
|
LOW |
2,859.0 |
|
0.618 |
2,849.7 |
|
1.000 |
2,844.0 |
|
1.618 |
2,834.7 |
|
2.618 |
2,819.7 |
|
4.250 |
2,795.3 |
|
|