Day Change Summary |
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Previous |
Current |
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11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
7,436.5 |
7,200.0 |
-236.5 |
-3.2% |
7,480.0 |
High |
7,436.5 |
7,227.5 |
-209.0 |
-2.8% |
7,575.5 |
Low |
7,243.5 |
7,070.0 |
-173.5 |
-2.4% |
7,443.5 |
Close |
7,283.5 |
7,223.5 |
-60.0 |
-0.8% |
7,456.0 |
Range |
193.0 |
157.5 |
-35.5 |
-18.4% |
132.0 |
ATR |
109.2 |
116.6 |
7.5 |
6.8% |
0.0 |
Volume |
597 |
475 |
-122 |
-20.4% |
1,665 |
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Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,646.2 |
7,592.3 |
7,310.1 |
|
R3 |
7,488.7 |
7,434.8 |
7,266.8 |
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R2 |
7,331.2 |
7,331.2 |
7,252.4 |
|
R1 |
7,277.3 |
7,277.3 |
7,237.9 |
7,304.3 |
PP |
7,173.7 |
7,173.7 |
7,173.7 |
7,187.1 |
S1 |
7,119.8 |
7,119.8 |
7,209.1 |
7,146.8 |
S2 |
7,016.2 |
7,016.2 |
7,194.6 |
|
S3 |
6,858.7 |
6,962.3 |
7,180.2 |
|
S4 |
6,701.2 |
6,804.8 |
7,136.9 |
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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 |
7,070.0 |
505.5 |
7.0% |
119.9 |
1.7% |
30% |
False |
True |
484 |
10 |
7,575.5 |
7,070.0 |
505.5 |
7.0% |
96.8 |
1.3% |
30% |
False |
True |
452 |
20 |
7,575.5 |
7,070.0 |
505.5 |
7.0% |
106.1 |
1.5% |
30% |
False |
True |
2,389 |
40 |
7,575.5 |
7,054.5 |
521.0 |
7.2% |
93.3 |
1.3% |
32% |
False |
False |
1,594 |
60 |
7,680.0 |
7,054.5 |
625.5 |
8.7% |
91.7 |
1.3% |
27% |
False |
False |
1,092 |
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Fibonacci Retracements and Extensions |
4.250 |
7,896.9 |
2.618 |
7,639.8 |
1.618 |
7,482.3 |
1.000 |
7,385.0 |
0.618 |
7,324.8 |
HIGH |
7,227.5 |
0.618 |
7,167.3 |
0.500 |
7,148.8 |
0.382 |
7,130.2 |
LOW |
7,070.0 |
0.618 |
6,972.7 |
1.000 |
6,912.5 |
1.618 |
6,815.2 |
2.618 |
6,657.7 |
4.250 |
6,400.6 |
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