Day Change Summary |
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Previous |
Current |
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06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,331.00 |
1,331.25 |
0.25 |
0.0% |
1,260.00 |
High |
1,335.00 |
1,347.00 |
12.00 |
0.9% |
1,331.25 |
Low |
1,321.50 |
1,331.25 |
9.75 |
0.7% |
1,252.00 |
Close |
1,330.50 |
1,346.25 |
15.75 |
1.2% |
1,329.50 |
Range |
13.50 |
15.75 |
2.25 |
16.7% |
79.25 |
ATR |
17.42 |
17.35 |
-0.07 |
-0.4% |
0.00 |
Volume |
709 |
776 |
67 |
9.4% |
6,388 |
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Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.75 |
1,383.25 |
1,355.00 |
|
R3 |
1,373.00 |
1,367.50 |
1,350.50 |
|
R2 |
1,357.25 |
1,357.25 |
1,349.25 |
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R1 |
1,351.75 |
1,351.75 |
1,347.75 |
1,354.50 |
PP |
1,341.50 |
1,341.50 |
1,341.50 |
1,343.00 |
S1 |
1,336.00 |
1,336.00 |
1,344.75 |
1,338.75 |
S2 |
1,325.75 |
1,325.75 |
1,343.25 |
|
S3 |
1,310.00 |
1,320.25 |
1,342.00 |
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S4 |
1,294.25 |
1,304.50 |
1,337.50 |
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Weekly Pivots for week ending 01-Jul-2011 |
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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 |
1,347.00 |
1,297.00 |
50.00 |
3.7% |
15.75 |
1.2% |
99% |
True |
False |
765 |
10 |
1,347.00 |
1,252.00 |
95.00 |
7.1% |
18.50 |
1.4% |
99% |
True |
False |
1,155 |
20 |
1,347.00 |
1,247.50 |
99.50 |
7.4% |
18.25 |
1.4% |
99% |
True |
False |
916 |
40 |
1,347.25 |
1,247.50 |
99.75 |
7.4% |
16.75 |
1.2% |
99% |
False |
False |
508 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.4% |
15.50 |
1.2% |
87% |
False |
False |
421 |
80 |
1,361.00 |
1,232.00 |
129.00 |
9.6% |
15.50 |
1.2% |
89% |
False |
False |
356 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.6% |
12.75 |
0.9% |
89% |
False |
False |
286 |
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Fibonacci Retracements and Extensions |
4.250 |
1,414.00 |
2.618 |
1,388.25 |
1.618 |
1,372.50 |
1.000 |
1,362.75 |
0.618 |
1,356.75 |
HIGH |
1,347.00 |
0.618 |
1,341.00 |
0.500 |
1,339.00 |
0.382 |
1,337.25 |
LOW |
1,331.25 |
0.618 |
1,321.50 |
1.000 |
1,315.50 |
1.618 |
1,305.75 |
2.618 |
1,290.00 |
4.250 |
1,264.25 |
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