| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,872.0 |
2,865.0 |
-7.0 |
-0.2% |
2,697.0 |
| High |
2,874.0 |
2,865.0 |
-9.0 |
-0.3% |
2,887.0 |
| Low |
2,859.0 |
2,842.0 |
-17.0 |
-0.6% |
2,695.0 |
| Close |
2,863.0 |
2,850.0 |
-13.0 |
-0.5% |
2,869.0 |
| Range |
15.0 |
23.0 |
8.0 |
53.3% |
192.0 |
| ATR |
48.9 |
47.1 |
-1.9 |
-3.8% |
0.0 |
| Volume |
123 |
70 |
-53 |
-43.1% |
114,456 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,921.3 |
2,908.7 |
2,862.7 |
|
| R3 |
2,898.3 |
2,885.7 |
2,856.3 |
|
| R2 |
2,875.3 |
2,875.3 |
2,854.2 |
|
| R1 |
2,862.7 |
2,862.7 |
2,852.1 |
2,857.5 |
| PP |
2,852.3 |
2,852.3 |
2,852.3 |
2,849.8 |
| S1 |
2,839.7 |
2,839.7 |
2,847.9 |
2,834.5 |
| S2 |
2,829.3 |
2,829.3 |
2,845.8 |
|
| S3 |
2,806.3 |
2,816.7 |
2,843.7 |
|
| S4 |
2,783.3 |
2,793.7 |
2,837.4 |
|
|
| 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 |
2,755.0 |
132.0 |
4.6% |
40.4 |
1.4% |
72% |
False |
False |
21,432 |
| 10 |
2,887.0 |
2,695.0 |
192.0 |
6.7% |
42.8 |
1.5% |
81% |
False |
False |
11,819 |
| 20 |
2,887.0 |
2,687.0 |
200.0 |
7.0% |
46.2 |
1.6% |
82% |
False |
False |
11,833 |
| 40 |
2,925.0 |
2,687.0 |
238.0 |
8.4% |
42.9 |
1.5% |
68% |
False |
False |
7,028 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
9.9% |
39.3 |
1.4% |
58% |
False |
False |
4,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,962.8 |
|
2.618 |
2,925.2 |
|
1.618 |
2,902.2 |
|
1.000 |
2,888.0 |
|
0.618 |
2,879.2 |
|
HIGH |
2,865.0 |
|
0.618 |
2,856.2 |
|
0.500 |
2,853.5 |
|
0.382 |
2,850.8 |
|
LOW |
2,842.0 |
|
0.618 |
2,827.8 |
|
1.000 |
2,819.0 |
|
1.618 |
2,804.8 |
|
2.618 |
2,781.8 |
|
4.250 |
2,744.3 |
|
|