Day Change Summary |
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Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,298.00 |
1,308.75 |
10.75 |
0.8% |
1,260.00 |
High |
1,311.75 |
1,331.25 |
19.50 |
1.5% |
1,331.25 |
Low |
1,297.00 |
1,307.25 |
10.25 |
0.8% |
1,252.00 |
Close |
1,310.00 |
1,329.50 |
19.50 |
1.5% |
1,329.50 |
Range |
14.75 |
24.00 |
9.25 |
62.7% |
79.25 |
ATR |
17.81 |
18.25 |
0.44 |
2.5% |
0.00 |
Volume |
840 |
677 |
-163 |
-19.4% |
6,388 |
|
Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.75 |
1,386.00 |
1,342.75 |
|
R3 |
1,370.75 |
1,362.00 |
1,336.00 |
|
R2 |
1,346.75 |
1,346.75 |
1,334.00 |
|
R1 |
1,338.00 |
1,338.00 |
1,331.75 |
1,342.50 |
PP |
1,322.75 |
1,322.75 |
1,322.75 |
1,324.75 |
S1 |
1,314.00 |
1,314.00 |
1,327.25 |
1,318.50 |
S2 |
1,298.75 |
1,298.75 |
1,325.00 |
|
S3 |
1,274.75 |
1,290.00 |
1,323.00 |
|
S4 |
1,250.75 |
1,266.00 |
1,316.25 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.00 |
1,515.00 |
1,373.00 |
|
R3 |
1,462.75 |
1,435.75 |
1,351.25 |
|
R2 |
1,383.50 |
1,383.50 |
1,344.00 |
|
R1 |
1,356.50 |
1,356.50 |
1,336.75 |
1,370.00 |
PP |
1,304.25 |
1,304.25 |
1,304.25 |
1,311.00 |
S1 |
1,277.25 |
1,277.25 |
1,322.25 |
1,290.75 |
S2 |
1,225.00 |
1,225.00 |
1,315.00 |
|
S3 |
1,145.75 |
1,198.00 |
1,307.75 |
|
S4 |
1,066.50 |
1,118.75 |
1,286.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,331.25 |
1,252.00 |
79.25 |
6.0% |
19.50 |
1.5% |
98% |
True |
False |
1,277 |
10 |
1,331.25 |
1,251.25 |
80.00 |
6.0% |
19.75 |
1.5% |
98% |
True |
False |
1,025 |
20 |
1,331.25 |
1,247.50 |
83.75 |
6.3% |
18.25 |
1.4% |
98% |
True |
False |
811 |
40 |
1,347.25 |
1,247.50 |
99.75 |
7.5% |
17.00 |
1.3% |
82% |
False |
False |
471 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.5% |
15.50 |
1.2% |
72% |
False |
False |
399 |
80 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
15.25 |
1.1% |
76% |
False |
False |
327 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
12.25 |
0.9% |
76% |
False |
False |
263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.25 |
2.618 |
1,394.00 |
1.618 |
1,370.00 |
1.000 |
1,355.25 |
0.618 |
1,346.00 |
HIGH |
1,331.25 |
0.618 |
1,322.00 |
0.500 |
1,319.25 |
0.382 |
1,316.50 |
LOW |
1,307.25 |
0.618 |
1,292.50 |
1.000 |
1,283.25 |
1.618 |
1,268.50 |
2.618 |
1,244.50 |
4.250 |
1,205.25 |
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