| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,859.0 |
2,846.0 |
-13.0 |
-0.5% |
2,697.0 |
| High |
2,860.0 |
2,872.0 |
12.0 |
0.4% |
2,887.0 |
| Low |
2,813.0 |
2,829.0 |
16.0 |
0.6% |
2,695.0 |
| Close |
2,827.0 |
2,845.0 |
18.0 |
0.6% |
2,869.0 |
| Range |
47.0 |
43.0 |
-4.0 |
-8.5% |
192.0 |
| ATR |
47.0 |
46.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
162 |
2,931 |
2,769 |
1,709.3% |
114,456 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.7 |
2,954.3 |
2,868.7 |
|
| R3 |
2,934.7 |
2,911.3 |
2,856.8 |
|
| R2 |
2,891.7 |
2,891.7 |
2,852.9 |
|
| R1 |
2,868.3 |
2,868.3 |
2,848.9 |
2,858.5 |
| PP |
2,848.7 |
2,848.7 |
2,848.7 |
2,843.8 |
| S1 |
2,825.3 |
2,825.3 |
2,841.1 |
2,815.5 |
| S2 |
2,805.7 |
2,805.7 |
2,837.1 |
|
| S3 |
2,762.7 |
2,782.3 |
2,833.2 |
|
| S4 |
2,719.7 |
2,739.3 |
2,821.4 |
|
|
| 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 |
2,813.0 |
74.0 |
2.6% |
36.0 |
1.3% |
43% |
False |
False |
808 |
| 10 |
2,887.0 |
2,695.0 |
192.0 |
6.7% |
44.4 |
1.6% |
78% |
False |
False |
11,929 |
| 20 |
2,887.0 |
2,687.0 |
200.0 |
7.0% |
46.5 |
1.6% |
79% |
False |
False |
11,361 |
| 40 |
2,902.0 |
2,687.0 |
215.0 |
7.6% |
43.1 |
1.5% |
73% |
False |
False |
7,101 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
9.9% |
40.1 |
1.4% |
56% |
False |
False |
4,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,054.8 |
|
2.618 |
2,984.6 |
|
1.618 |
2,941.6 |
|
1.000 |
2,915.0 |
|
0.618 |
2,898.6 |
|
HIGH |
2,872.0 |
|
0.618 |
2,855.6 |
|
0.500 |
2,850.5 |
|
0.382 |
2,845.4 |
|
LOW |
2,829.0 |
|
0.618 |
2,802.4 |
|
1.000 |
2,786.0 |
|
1.618 |
2,759.4 |
|
2.618 |
2,716.4 |
|
4.250 |
2,646.3 |
|
|