| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
04-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,851.0 |
2,874.0 |
23.0 |
0.8% |
2,710.0 |
| High |
2,890.0 |
2,874.0 |
-16.0 |
-0.6% |
2,890.0 |
| Low |
2,837.0 |
2,863.0 |
26.0 |
0.9% |
2,698.0 |
| Close |
2,872.0 |
2,866.0 |
-6.0 |
-0.2% |
2,872.0 |
| Range |
53.0 |
11.0 |
-42.0 |
-79.2% |
192.0 |
| ATR |
|
|
|
|
|
| Volume |
561 |
4 |
-557 |
-99.3% |
2,362 |
|
| Daily Pivots for day following 04-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.7 |
2,894.3 |
2,872.1 |
|
| R3 |
2,889.7 |
2,883.3 |
2,869.0 |
|
| R2 |
2,878.7 |
2,878.7 |
2,868.0 |
|
| R1 |
2,872.3 |
2,872.3 |
2,867.0 |
2,870.0 |
| PP |
2,867.7 |
2,867.7 |
2,867.7 |
2,866.5 |
| S1 |
2,861.3 |
2,861.3 |
2,865.0 |
2,859.0 |
| S2 |
2,856.7 |
2,856.7 |
2,864.0 |
|
| S3 |
2,845.7 |
2,850.3 |
2,863.0 |
|
| S4 |
2,834.7 |
2,839.3 |
2,860.0 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,396.0 |
3,326.0 |
2,977.6 |
|
| R3 |
3,204.0 |
3,134.0 |
2,924.8 |
|
| R2 |
3,012.0 |
3,012.0 |
2,907.2 |
|
| R1 |
2,942.0 |
2,942.0 |
2,889.6 |
2,977.0 |
| PP |
2,820.0 |
2,820.0 |
2,820.0 |
2,837.5 |
| S1 |
2,750.0 |
2,750.0 |
2,854.4 |
2,785.0 |
| S2 |
2,628.0 |
2,628.0 |
2,836.8 |
|
| S3 |
2,436.0 |
2,558.0 |
2,819.2 |
|
| S4 |
2,244.0 |
2,366.0 |
2,766.4 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.8 |
|
2.618 |
2,902.8 |
|
1.618 |
2,891.8 |
|
1.000 |
2,885.0 |
|
0.618 |
2,880.8 |
|
HIGH |
2,874.0 |
|
0.618 |
2,869.8 |
|
0.500 |
2,868.5 |
|
0.382 |
2,867.2 |
|
LOW |
2,863.0 |
|
0.618 |
2,856.2 |
|
1.000 |
2,852.0 |
|
1.618 |
2,845.2 |
|
2.618 |
2,834.2 |
|
4.250 |
2,816.3 |
|
|