Day Change Summary |
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Previous |
Current |
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08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,346.00 |
1,332.00 |
-14.00 |
-1.0% |
1,328.50 |
High |
1,348.75 |
1,332.00 |
-16.75 |
-1.2% |
1,348.75 |
Low |
1,324.00 |
1,306.50 |
-17.50 |
-1.3% |
1,321.50 |
Close |
1,336.50 |
1,313.25 |
-23.25 |
-1.7% |
1,336.50 |
Range |
24.75 |
25.50 |
0.75 |
3.0% |
27.25 |
ATR |
17.88 |
18.75 |
0.87 |
4.8% |
0.00 |
Volume |
1,117 |
894 |
-223 |
-20.0% |
3,429 |
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Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.75 |
1,379.00 |
1,327.25 |
|
R3 |
1,368.25 |
1,353.50 |
1,320.25 |
|
R2 |
1,342.75 |
1,342.75 |
1,318.00 |
|
R1 |
1,328.00 |
1,328.00 |
1,315.50 |
1,322.50 |
PP |
1,317.25 |
1,317.25 |
1,317.25 |
1,314.50 |
S1 |
1,302.50 |
1,302.50 |
1,311.00 |
1,297.00 |
S2 |
1,291.75 |
1,291.75 |
1,308.50 |
|
S3 |
1,266.25 |
1,277.00 |
1,306.25 |
|
S4 |
1,240.75 |
1,251.50 |
1,299.25 |
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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 |
1,306.50 |
42.25 |
3.2% |
18.00 |
1.4% |
16% |
False |
True |
864 |
10 |
1,348.75 |
1,252.00 |
96.75 |
7.4% |
18.75 |
1.4% |
63% |
False |
False |
1,071 |
20 |
1,348.75 |
1,247.50 |
101.25 |
7.7% |
19.00 |
1.4% |
65% |
False |
False |
995 |
40 |
1,348.75 |
1,247.50 |
101.25 |
7.7% |
17.00 |
1.3% |
65% |
False |
False |
558 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.6% |
16.00 |
1.2% |
58% |
False |
False |
454 |
80 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
15.25 |
1.2% |
63% |
False |
False |
375 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
13.25 |
1.0% |
63% |
False |
False |
306 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,440.50 |
2.618 |
1,398.75 |
1.618 |
1,373.25 |
1.000 |
1,357.50 |
0.618 |
1,347.75 |
HIGH |
1,332.00 |
0.618 |
1,322.25 |
0.500 |
1,319.25 |
0.382 |
1,316.25 |
LOW |
1,306.50 |
0.618 |
1,290.75 |
1.000 |
1,281.00 |
1.618 |
1,265.25 |
2.618 |
1,239.75 |
4.250 |
1,198.00 |
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