Day Change Summary |
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Previous |
Current |
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07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,331.25 |
1,346.00 |
14.75 |
1.1% |
1,328.50 |
High |
1,347.00 |
1,348.75 |
1.75 |
0.1% |
1,348.75 |
Low |
1,331.25 |
1,324.00 |
-7.25 |
-0.5% |
1,321.50 |
Close |
1,346.25 |
1,336.50 |
-9.75 |
-0.7% |
1,336.50 |
Range |
15.75 |
24.75 |
9.00 |
57.1% |
27.25 |
ATR |
17.35 |
17.88 |
0.53 |
3.0% |
0.00 |
Volume |
776 |
1,117 |
341 |
43.9% |
3,429 |
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Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.75 |
1,398.25 |
1,350.00 |
|
R3 |
1,386.00 |
1,373.50 |
1,343.25 |
|
R2 |
1,361.25 |
1,361.25 |
1,341.00 |
|
R1 |
1,348.75 |
1,348.75 |
1,338.75 |
1,342.50 |
PP |
1,336.50 |
1,336.50 |
1,336.50 |
1,333.25 |
S1 |
1,324.00 |
1,324.00 |
1,334.25 |
1,318.00 |
S2 |
1,311.75 |
1,311.75 |
1,332.00 |
|
S3 |
1,287.00 |
1,299.25 |
1,329.75 |
|
S4 |
1,262.25 |
1,274.50 |
1,323.00 |
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Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.25 |
1,404.25 |
1,351.50 |
|
R3 |
1,390.00 |
1,377.00 |
1,344.00 |
|
R2 |
1,362.75 |
1,362.75 |
1,341.50 |
|
R1 |
1,349.75 |
1,349.75 |
1,339.00 |
1,356.25 |
PP |
1,335.50 |
1,335.50 |
1,335.50 |
1,339.00 |
S1 |
1,322.50 |
1,322.50 |
1,334.00 |
1,329.00 |
S2 |
1,308.25 |
1,308.25 |
1,331.50 |
|
S3 |
1,281.00 |
1,295.25 |
1,329.00 |
|
S4 |
1,253.75 |
1,268.00 |
1,321.50 |
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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 |
1,348.75 |
1,307.25 |
41.50 |
3.1% |
17.75 |
1.3% |
70% |
True |
False |
821 |
10 |
1,348.75 |
1,252.00 |
96.75 |
7.2% |
18.50 |
1.4% |
87% |
True |
False |
1,194 |
20 |
1,348.75 |
1,247.50 |
101.25 |
7.6% |
18.75 |
1.4% |
88% |
True |
False |
968 |
40 |
1,348.75 |
1,247.50 |
101.25 |
7.6% |
16.75 |
1.3% |
88% |
True |
False |
536 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.5% |
15.75 |
1.2% |
78% |
False |
False |
440 |
80 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
15.50 |
1.2% |
81% |
False |
False |
366 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.7% |
13.00 |
1.0% |
81% |
False |
False |
298 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,454.00 |
2.618 |
1,413.50 |
1.618 |
1,388.75 |
1.000 |
1,373.50 |
0.618 |
1,364.00 |
HIGH |
1,348.75 |
0.618 |
1,339.25 |
0.500 |
1,336.50 |
0.382 |
1,333.50 |
LOW |
1,324.00 |
0.618 |
1,308.75 |
1.000 |
1,299.25 |
1.618 |
1,284.00 |
2.618 |
1,259.25 |
4.250 |
1,218.75 |
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