Day Change Summary |
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Previous |
Current |
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05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,328.50 |
1,331.00 |
2.50 |
0.2% |
1,260.00 |
High |
1,334.00 |
1,335.00 |
1.00 |
0.1% |
1,331.25 |
Low |
1,323.25 |
1,321.50 |
-1.75 |
-0.1% |
1,252.00 |
Close |
1,331.25 |
1,330.50 |
-0.75 |
-0.1% |
1,329.50 |
Range |
10.75 |
13.50 |
2.75 |
25.6% |
79.25 |
ATR |
17.72 |
17.42 |
-0.30 |
-1.7% |
0.00 |
Volume |
827 |
709 |
-118 |
-14.3% |
6,388 |
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Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.50 |
1,363.50 |
1,338.00 |
|
R3 |
1,356.00 |
1,350.00 |
1,334.25 |
|
R2 |
1,342.50 |
1,342.50 |
1,333.00 |
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R1 |
1,336.50 |
1,336.50 |
1,331.75 |
1,332.75 |
PP |
1,329.00 |
1,329.00 |
1,329.00 |
1,327.00 |
S1 |
1,323.00 |
1,323.00 |
1,329.25 |
1,319.25 |
S2 |
1,315.50 |
1,315.50 |
1,328.00 |
|
S3 |
1,302.00 |
1,309.50 |
1,326.75 |
|
S4 |
1,288.50 |
1,296.00 |
1,323.00 |
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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 |
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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 |
1,335.00 |
1,286.50 |
48.50 |
3.6% |
15.25 |
1.1% |
91% |
True |
False |
843 |
10 |
1,335.00 |
1,252.00 |
83.00 |
6.2% |
18.25 |
1.4% |
95% |
True |
False |
1,108 |
20 |
1,335.00 |
1,247.50 |
87.50 |
6.6% |
18.00 |
1.4% |
95% |
True |
False |
886 |
40 |
1,347.25 |
1,247.50 |
99.75 |
7.5% |
16.75 |
1.3% |
83% |
False |
False |
489 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.5% |
15.50 |
1.2% |
73% |
False |
False |
409 |
80 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
15.25 |
1.2% |
76% |
False |
False |
346 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
12.50 |
0.9% |
76% |
False |
False |
279 |
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Fibonacci Retracements and Extensions |
4.250 |
1,392.50 |
2.618 |
1,370.25 |
1.618 |
1,356.75 |
1.000 |
1,348.50 |
0.618 |
1,343.25 |
HIGH |
1,335.00 |
0.618 |
1,329.75 |
0.500 |
1,328.25 |
0.382 |
1,326.75 |
LOW |
1,321.50 |
0.618 |
1,313.25 |
1.000 |
1,308.00 |
1.618 |
1,299.75 |
2.618 |
1,286.25 |
4.250 |
1,264.00 |
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