Day Change Summary |
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Previous |
Current |
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05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,480.5 |
7,511.5 |
31.0 |
0.4% |
7,148.5 |
High |
7,525.0 |
7,511.5 |
-13.5 |
-0.2% |
7,502.0 |
Low |
7,478.5 |
7,450.0 |
-28.5 |
-0.4% |
7,128.0 |
Close |
7,501.5 |
7,481.5 |
-20.0 |
-0.3% |
7,464.5 |
Range |
46.5 |
61.5 |
15.0 |
32.3% |
374.0 |
ATR |
103.7 |
100.6 |
-3.0 |
-2.9% |
0.0 |
Volume |
257 |
215 |
-42 |
-16.3% |
2,180 |
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Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,665.5 |
7,635.0 |
7,515.3 |
|
R3 |
7,604.0 |
7,573.5 |
7,498.4 |
|
R2 |
7,542.5 |
7,542.5 |
7,492.8 |
|
R1 |
7,512.0 |
7,512.0 |
7,487.1 |
7,496.5 |
PP |
7,481.0 |
7,481.0 |
7,481.0 |
7,473.3 |
S1 |
7,450.5 |
7,450.5 |
7,475.9 |
7,435.0 |
S2 |
7,419.5 |
7,419.5 |
7,470.2 |
|
S3 |
7,358.0 |
7,389.0 |
7,464.6 |
|
S4 |
7,296.5 |
7,327.5 |
7,447.7 |
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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 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,525.0 |
7,341.5 |
183.5 |
2.5% |
66.1 |
0.9% |
76% |
False |
False |
299 |
10 |
7,525.0 |
7,128.0 |
397.0 |
5.3% |
91.8 |
1.2% |
89% |
False |
False |
332 |
20 |
7,525.0 |
7,071.0 |
454.0 |
6.1% |
100.2 |
1.3% |
90% |
False |
False |
2,849 |
40 |
7,567.5 |
7,054.5 |
513.0 |
6.9% |
91.2 |
1.2% |
83% |
False |
False |
1,550 |
60 |
7,680.0 |
7,054.5 |
625.5 |
8.4% |
85.3 |
1.1% |
68% |
False |
False |
1,057 |
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Fibonacci Retracements and Extensions |
4.250 |
7,772.9 |
2.618 |
7,672.5 |
1.618 |
7,611.0 |
1.000 |
7,573.0 |
0.618 |
7,549.5 |
HIGH |
7,511.5 |
0.618 |
7,488.0 |
0.500 |
7,480.8 |
0.382 |
7,473.5 |
LOW |
7,450.0 |
0.618 |
7,412.0 |
1.000 |
7,388.5 |
1.618 |
7,350.5 |
2.618 |
7,289.0 |
4.250 |
7,188.6 |
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