| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,846.0 |
2,852.0 |
6.0 |
0.2% |
2,872.0 |
| High |
2,872.0 |
2,852.0 |
-20.0 |
-0.7% |
2,874.0 |
| Low |
2,829.0 |
2,787.0 |
-42.0 |
-1.5% |
2,787.0 |
| Close |
2,845.0 |
2,788.0 |
-57.0 |
-2.0% |
2,788.0 |
| Range |
43.0 |
65.0 |
22.0 |
51.2% |
87.0 |
| ATR |
46.9 |
48.2 |
1.3 |
2.8% |
0.0 |
| Volume |
2,931 |
110 |
-2,821 |
-96.2% |
3,396 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.0 |
2,961.0 |
2,823.8 |
|
| R3 |
2,939.0 |
2,896.0 |
2,805.9 |
|
| R2 |
2,874.0 |
2,874.0 |
2,799.9 |
|
| R1 |
2,831.0 |
2,831.0 |
2,794.0 |
2,820.0 |
| PP |
2,809.0 |
2,809.0 |
2,809.0 |
2,803.5 |
| S1 |
2,766.0 |
2,766.0 |
2,782.0 |
2,755.0 |
| S2 |
2,744.0 |
2,744.0 |
2,776.1 |
|
| S3 |
2,679.0 |
2,701.0 |
2,770.1 |
|
| S4 |
2,614.0 |
2,636.0 |
2,752.3 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,077.3 |
3,019.7 |
2,835.9 |
|
| R3 |
2,990.3 |
2,932.7 |
2,811.9 |
|
| R2 |
2,903.3 |
2,903.3 |
2,804.0 |
|
| R1 |
2,845.7 |
2,845.7 |
2,796.0 |
2,831.0 |
| PP |
2,816.3 |
2,816.3 |
2,816.3 |
2,809.0 |
| S1 |
2,758.7 |
2,758.7 |
2,780.0 |
2,744.0 |
| S2 |
2,729.3 |
2,729.3 |
2,772.1 |
|
| S3 |
2,642.3 |
2,671.7 |
2,764.1 |
|
| S4 |
2,555.3 |
2,584.7 |
2,740.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,874.0 |
2,787.0 |
87.0 |
3.1% |
38.6 |
1.4% |
1% |
False |
True |
679 |
| 10 |
2,887.0 |
2,695.0 |
192.0 |
6.9% |
44.0 |
1.6% |
48% |
False |
False |
11,785 |
| 20 |
2,887.0 |
2,687.0 |
200.0 |
7.2% |
46.9 |
1.7% |
51% |
False |
False |
11,060 |
| 40 |
2,887.0 |
2,687.0 |
200.0 |
7.2% |
43.3 |
1.6% |
51% |
False |
False |
7,100 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.1% |
40.7 |
1.5% |
36% |
False |
False |
4,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,128.3 |
|
2.618 |
3,022.2 |
|
1.618 |
2,957.2 |
|
1.000 |
2,917.0 |
|
0.618 |
2,892.2 |
|
HIGH |
2,852.0 |
|
0.618 |
2,827.2 |
|
0.500 |
2,819.5 |
|
0.382 |
2,811.8 |
|
LOW |
2,787.0 |
|
0.618 |
2,746.8 |
|
1.000 |
2,722.0 |
|
1.618 |
2,681.8 |
|
2.618 |
2,616.8 |
|
4.250 |
2,510.8 |
|
|