Day Change Summary |
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Previous |
Current |
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08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,557.5 |
7,436.5 |
-121.0 |
-1.6% |
7,480.0 |
High |
7,575.5 |
7,436.5 |
-139.0 |
-1.8% |
7,575.5 |
Low |
7,443.5 |
7,243.5 |
-200.0 |
-2.7% |
7,443.5 |
Close |
7,456.0 |
7,283.5 |
-172.5 |
-2.3% |
7,456.0 |
Range |
132.0 |
193.0 |
61.0 |
46.2% |
132.0 |
ATR |
101.2 |
109.2 |
7.9 |
7.9% |
0.0 |
Volume |
839 |
597 |
-242 |
-28.8% |
1,665 |
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Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,900.2 |
7,784.8 |
7,389.7 |
|
R3 |
7,707.2 |
7,591.8 |
7,336.6 |
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R2 |
7,514.2 |
7,514.2 |
7,318.9 |
|
R1 |
7,398.8 |
7,398.8 |
7,301.2 |
7,360.0 |
PP |
7,321.2 |
7,321.2 |
7,321.2 |
7,301.8 |
S1 |
7,205.8 |
7,205.8 |
7,265.8 |
7,167.0 |
S2 |
7,128.2 |
7,128.2 |
7,248.1 |
|
S3 |
6,935.2 |
7,012.8 |
7,230.4 |
|
S4 |
6,742.2 |
6,819.8 |
7,177.4 |
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Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,887.7 |
7,803.8 |
7,528.6 |
|
R3 |
7,755.7 |
7,671.8 |
7,492.3 |
|
R2 |
7,623.7 |
7,623.7 |
7,480.2 |
|
R1 |
7,539.8 |
7,539.8 |
7,468.1 |
7,515.8 |
PP |
7,491.7 |
7,491.7 |
7,491.7 |
7,479.6 |
S1 |
7,407.8 |
7,407.8 |
7,443.9 |
7,383.8 |
S2 |
7,359.7 |
7,359.7 |
7,431.8 |
|
S3 |
7,227.7 |
7,275.8 |
7,419.7 |
|
S4 |
7,095.7 |
7,143.8 |
7,383.4 |
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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 |
7,575.5 |
7,243.5 |
332.0 |
4.6% |
97.7 |
1.3% |
12% |
False |
True |
441 |
10 |
7,575.5 |
7,128.0 |
447.5 |
6.1% |
94.3 |
1.3% |
35% |
False |
False |
432 |
20 |
7,575.5 |
7,071.0 |
504.5 |
6.9% |
101.7 |
1.4% |
42% |
False |
False |
2,616 |
40 |
7,575.5 |
7,054.5 |
521.0 |
7.2% |
91.9 |
1.3% |
44% |
False |
False |
1,585 |
60 |
7,680.0 |
7,054.5 |
625.5 |
8.6% |
89.3 |
1.2% |
37% |
False |
False |
1,084 |
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Fibonacci Retracements and Extensions |
4.250 |
8,256.8 |
2.618 |
7,941.8 |
1.618 |
7,748.8 |
1.000 |
7,629.5 |
0.618 |
7,555.8 |
HIGH |
7,436.5 |
0.618 |
7,362.8 |
0.500 |
7,340.0 |
0.382 |
7,317.2 |
LOW |
7,243.5 |
0.618 |
7,124.2 |
1.000 |
7,050.5 |
1.618 |
6,931.2 |
2.618 |
6,738.2 |
4.250 |
6,423.3 |
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