| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,852.0 |
2,771.0 |
-81.0 |
-2.8% |
2,872.0 |
| High |
2,852.0 |
2,771.0 |
-81.0 |
-2.8% |
2,874.0 |
| Low |
2,787.0 |
2,688.0 |
-99.0 |
-3.6% |
2,787.0 |
| Close |
2,788.0 |
2,704.0 |
-84.0 |
-3.0% |
2,788.0 |
| Range |
65.0 |
83.0 |
18.0 |
27.7% |
87.0 |
| ATR |
48.2 |
51.9 |
3.7 |
7.7% |
0.0 |
| Volume |
110 |
768 |
658 |
598.2% |
3,396 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.0 |
2,920.0 |
2,749.7 |
|
| R3 |
2,887.0 |
2,837.0 |
2,726.8 |
|
| R2 |
2,804.0 |
2,804.0 |
2,719.2 |
|
| R1 |
2,754.0 |
2,754.0 |
2,711.6 |
2,737.5 |
| PP |
2,721.0 |
2,721.0 |
2,721.0 |
2,712.8 |
| S1 |
2,671.0 |
2,671.0 |
2,696.4 |
2,654.5 |
| S2 |
2,638.0 |
2,638.0 |
2,688.8 |
|
| S3 |
2,555.0 |
2,588.0 |
2,681.2 |
|
| S4 |
2,472.0 |
2,505.0 |
2,658.4 |
|
|
| 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 |
2,872.0 |
2,688.0 |
184.0 |
6.8% |
52.2 |
1.9% |
9% |
False |
True |
808 |
| 10 |
2,887.0 |
2,688.0 |
199.0 |
7.4% |
48.8 |
1.8% |
8% |
False |
True |
11,166 |
| 20 |
2,887.0 |
2,687.0 |
200.0 |
7.4% |
49.4 |
1.8% |
9% |
False |
False |
10,768 |
| 40 |
2,887.0 |
2,687.0 |
200.0 |
7.4% |
44.5 |
1.6% |
9% |
False |
False |
7,117 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.4% |
41.4 |
1.5% |
6% |
False |
False |
4,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,123.8 |
|
2.618 |
2,988.3 |
|
1.618 |
2,905.3 |
|
1.000 |
2,854.0 |
|
0.618 |
2,822.3 |
|
HIGH |
2,771.0 |
|
0.618 |
2,739.3 |
|
0.500 |
2,729.5 |
|
0.382 |
2,719.7 |
|
LOW |
2,688.0 |
|
0.618 |
2,636.7 |
|
1.000 |
2,605.0 |
|
1.618 |
2,553.7 |
|
2.618 |
2,470.7 |
|
4.250 |
2,335.3 |
|
|