Day Change Summary |
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Previous |
Current |
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06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
5,980.0 |
5,983.0 |
3.0 |
0.1% |
5,616.5 |
High |
5,980.0 |
6,000.5 |
20.5 |
0.3% |
5,950.0 |
Low |
5,919.5 |
5,983.0 |
63.5 |
1.1% |
5,616.5 |
Close |
5,943.5 |
5,997.0 |
53.5 |
0.9% |
5,926.0 |
Range |
60.5 |
17.5 |
-43.0 |
-71.1% |
333.5 |
ATR |
44.9 |
45.8 |
0.9 |
1.9% |
0.0 |
Volume |
3 |
5 |
2 |
66.7% |
159 |
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Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,046.0 |
6,039.0 |
6,006.5 |
|
R3 |
6,028.5 |
6,021.5 |
6,002.0 |
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R2 |
6,011.0 |
6,011.0 |
6,000.0 |
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R1 |
6,004.0 |
6,004.0 |
5,998.5 |
6,007.5 |
PP |
5,993.5 |
5,993.5 |
5,993.5 |
5,995.0 |
S1 |
5,986.5 |
5,986.5 |
5,995.5 |
5,990.0 |
S2 |
5,976.0 |
5,976.0 |
5,994.0 |
|
S3 |
5,958.5 |
5,969.0 |
5,992.0 |
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S4 |
5,941.0 |
5,951.5 |
5,987.5 |
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Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,831.5 |
6,712.0 |
6,109.5 |
|
R3 |
6,498.0 |
6,378.5 |
6,017.5 |
|
R2 |
6,164.5 |
6,164.5 |
5,987.0 |
|
R1 |
6,045.0 |
6,045.0 |
5,956.5 |
6,105.0 |
PP |
5,831.0 |
5,831.0 |
5,831.0 |
5,860.5 |
S1 |
5,711.5 |
5,711.5 |
5,895.5 |
5,771.0 |
S2 |
5,497.5 |
5,497.5 |
5,865.0 |
|
S3 |
5,164.0 |
5,378.0 |
5,834.5 |
|
S4 |
4,830.5 |
5,044.5 |
5,742.5 |
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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 |
6,000.5 |
5,882.0 |
118.5 |
2.0% |
35.0 |
0.6% |
97% |
True |
False |
30 |
10 |
6,000.5 |
5,616.5 |
384.0 |
6.4% |
35.0 |
0.6% |
99% |
True |
False |
18 |
20 |
6,000.5 |
5,586.5 |
414.0 |
6.9% |
27.0 |
0.4% |
99% |
True |
False |
20 |
40 |
6,000.5 |
5,586.5 |
414.0 |
6.9% |
16.5 |
0.3% |
99% |
True |
False |
12 |
60 |
6,000.5 |
5,586.5 |
414.0 |
6.9% |
12.5 |
0.2% |
99% |
True |
False |
9 |
80 |
6,000.5 |
5,514.0 |
486.5 |
8.1% |
10.0 |
0.2% |
99% |
True |
False |
8 |
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Fibonacci Retracements and Extensions |
4.250 |
6,075.0 |
2.618 |
6,046.5 |
1.618 |
6,029.0 |
1.000 |
6,018.0 |
0.618 |
6,011.5 |
HIGH |
6,000.5 |
0.618 |
5,994.0 |
0.500 |
5,992.0 |
0.382 |
5,989.5 |
LOW |
5,983.0 |
0.618 |
5,972.0 |
1.000 |
5,965.5 |
1.618 |
5,954.5 |
2.618 |
5,937.0 |
4.250 |
5,908.5 |
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