| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,865.0 |
2,859.0 |
-6.0 |
-0.2% |
2,697.0 |
| High |
2,865.0 |
2,860.0 |
-5.0 |
-0.2% |
2,887.0 |
| Low |
2,842.0 |
2,813.0 |
-29.0 |
-1.0% |
2,695.0 |
| Close |
2,850.0 |
2,827.0 |
-23.0 |
-0.8% |
2,869.0 |
| Range |
23.0 |
47.0 |
24.0 |
104.3% |
192.0 |
| ATR |
47.1 |
47.0 |
0.0 |
0.0% |
0.0 |
| Volume |
70 |
162 |
92 |
131.4% |
114,456 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.3 |
2,947.7 |
2,852.9 |
|
| R3 |
2,927.3 |
2,900.7 |
2,839.9 |
|
| R2 |
2,880.3 |
2,880.3 |
2,835.6 |
|
| R1 |
2,853.7 |
2,853.7 |
2,831.3 |
2,843.5 |
| PP |
2,833.3 |
2,833.3 |
2,833.3 |
2,828.3 |
| S1 |
2,806.7 |
2,806.7 |
2,822.7 |
2,796.5 |
| S2 |
2,786.3 |
2,786.3 |
2,818.4 |
|
| S3 |
2,739.3 |
2,759.7 |
2,814.1 |
|
| S4 |
2,692.3 |
2,712.7 |
2,801.2 |
|
|
| 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 |
2,798.0 |
89.0 |
3.1% |
38.6 |
1.4% |
33% |
False |
False |
7,558 |
| 10 |
2,887.0 |
2,695.0 |
192.0 |
6.8% |
45.5 |
1.6% |
69% |
False |
False |
11,820 |
| 20 |
2,887.0 |
2,687.0 |
200.0 |
7.1% |
46.9 |
1.7% |
70% |
False |
False |
11,569 |
| 40 |
2,902.0 |
2,687.0 |
215.0 |
7.6% |
43.1 |
1.5% |
65% |
False |
False |
7,030 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.0% |
39.9 |
1.4% |
50% |
False |
False |
4,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,059.8 |
|
2.618 |
2,983.0 |
|
1.618 |
2,936.0 |
|
1.000 |
2,907.0 |
|
0.618 |
2,889.0 |
|
HIGH |
2,860.0 |
|
0.618 |
2,842.0 |
|
0.500 |
2,836.5 |
|
0.382 |
2,831.0 |
|
LOW |
2,813.0 |
|
0.618 |
2,784.0 |
|
1.000 |
2,766.0 |
|
1.618 |
2,737.0 |
|
2.618 |
2,690.0 |
|
4.250 |
2,613.3 |
|
|