| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1,308.75 |
1,328.50 |
19.75 |
1.5% |
1,260.00 |
| High |
1,331.25 |
1,334.00 |
2.75 |
0.2% |
1,331.25 |
| Low |
1,307.25 |
1,323.25 |
16.00 |
1.2% |
1,252.00 |
| Close |
1,329.50 |
1,331.25 |
1.75 |
0.1% |
1,329.50 |
| Range |
24.00 |
10.75 |
-13.25 |
-55.2% |
79.25 |
| ATR |
18.25 |
17.72 |
-0.54 |
-2.9% |
0.00 |
| Volume |
677 |
827 |
150 |
22.2% |
6,388 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.75 |
1,357.25 |
1,337.25 |
|
| R3 |
1,351.00 |
1,346.50 |
1,334.25 |
|
| R2 |
1,340.25 |
1,340.25 |
1,333.25 |
|
| R1 |
1,335.75 |
1,335.75 |
1,332.25 |
1,338.00 |
| PP |
1,329.50 |
1,329.50 |
1,329.50 |
1,330.50 |
| S1 |
1,325.00 |
1,325.00 |
1,330.25 |
1,327.25 |
| S2 |
1,318.75 |
1,318.75 |
1,329.25 |
|
| S3 |
1,308.00 |
1,314.25 |
1,328.25 |
|
| S4 |
1,297.25 |
1,303.50 |
1,325.25 |
|
|
| 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 |
1,334.00 |
1,266.50 |
67.50 |
5.1% |
17.25 |
1.3% |
96% |
True |
False |
945 |
| 10 |
1,334.00 |
1,252.00 |
82.00 |
6.2% |
19.00 |
1.4% |
97% |
True |
False |
1,075 |
| 20 |
1,334.00 |
1,247.50 |
86.50 |
6.5% |
18.00 |
1.3% |
97% |
True |
False |
851 |
| 40 |
1,347.25 |
1,247.50 |
99.75 |
7.5% |
16.75 |
1.3% |
84% |
False |
False |
481 |
| 60 |
1,361.00 |
1,247.50 |
113.50 |
8.5% |
15.50 |
1.2% |
74% |
False |
False |
412 |
| 80 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
15.25 |
1.2% |
77% |
False |
False |
337 |
| 100 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
12.25 |
0.9% |
77% |
False |
False |
272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,379.75 |
|
2.618 |
1,362.25 |
|
1.618 |
1,351.50 |
|
1.000 |
1,344.75 |
|
0.618 |
1,340.75 |
|
HIGH |
1,334.00 |
|
0.618 |
1,330.00 |
|
0.500 |
1,328.50 |
|
0.382 |
1,327.25 |
|
LOW |
1,323.25 |
|
0.618 |
1,316.50 |
|
1.000 |
1,312.50 |
|
1.618 |
1,305.75 |
|
2.618 |
1,295.00 |
|
4.250 |
1,277.50 |
|
|