Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,362.5 |
7,446.0 |
83.5 |
1.1% |
7,148.5 |
High |
7,444.0 |
7,502.0 |
58.0 |
0.8% |
7,502.0 |
Low |
7,341.5 |
7,412.0 |
70.5 |
1.0% |
7,128.0 |
Close |
7,421.0 |
7,464.5 |
43.5 |
0.6% |
7,464.5 |
Range |
102.5 |
90.0 |
-12.5 |
-12.2% |
374.0 |
ATR |
115.4 |
113.6 |
-1.8 |
-1.6% |
0.0 |
Volume |
406 |
561 |
155 |
38.2% |
2,180 |
|
Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,729.5 |
7,687.0 |
7,514.0 |
|
R3 |
7,639.5 |
7,597.0 |
7,489.3 |
|
R2 |
7,549.5 |
7,549.5 |
7,481.0 |
|
R1 |
7,507.0 |
7,507.0 |
7,472.8 |
7,528.3 |
PP |
7,459.5 |
7,459.5 |
7,459.5 |
7,470.1 |
S1 |
7,417.0 |
7,417.0 |
7,456.3 |
7,438.3 |
S2 |
7,369.5 |
7,369.5 |
7,448.0 |
|
S3 |
7,279.5 |
7,327.0 |
7,439.8 |
|
S4 |
7,189.5 |
7,237.0 |
7,415.0 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,486.8 |
8,349.7 |
7,670.2 |
|
R3 |
8,112.8 |
7,975.7 |
7,567.4 |
|
R2 |
7,738.8 |
7,738.8 |
7,533.1 |
|
R1 |
7,601.7 |
7,601.7 |
7,498.8 |
7,670.3 |
PP |
7,364.8 |
7,364.8 |
7,364.8 |
7,399.1 |
S1 |
7,227.7 |
7,227.7 |
7,430.2 |
7,296.3 |
S2 |
6,990.8 |
6,990.8 |
7,395.9 |
|
S3 |
6,616.8 |
6,853.7 |
7,361.7 |
|
S4 |
6,242.8 |
6,479.7 |
7,258.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,502.0 |
7,128.0 |
374.0 |
5.0% |
96.9 |
1.3% |
90% |
True |
False |
436 |
10 |
7,502.0 |
7,125.0 |
377.0 |
5.1% |
104.4 |
1.4% |
90% |
True |
False |
349 |
20 |
7,502.0 |
7,054.5 |
447.5 |
6.0% |
104.1 |
1.4% |
92% |
True |
False |
2,979 |
40 |
7,593.5 |
7,054.5 |
539.0 |
7.2% |
93.4 |
1.3% |
76% |
False |
False |
1,540 |
60 |
7,680.0 |
7,054.5 |
625.5 |
8.4% |
83.3 |
1.1% |
66% |
False |
False |
1,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,884.5 |
2.618 |
7,737.6 |
1.618 |
7,647.6 |
1.000 |
7,592.0 |
0.618 |
7,557.6 |
HIGH |
7,502.0 |
0.618 |
7,467.6 |
0.500 |
7,457.0 |
0.382 |
7,446.4 |
LOW |
7,412.0 |
0.618 |
7,356.4 |
1.000 |
7,322.0 |
1.618 |
7,266.4 |
2.618 |
7,176.4 |
4.250 |
7,029.5 |
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