| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,858.0 |
2,770.0 |
-88.0 |
-3.1% |
2,874.0 |
| High |
2,858.0 |
2,775.0 |
-83.0 |
-2.9% |
2,874.0 |
| Low |
2,786.0 |
2,691.0 |
-95.0 |
-3.4% |
2,786.0 |
| Close |
2,790.0 |
2,706.0 |
-84.0 |
-3.0% |
2,790.0 |
| Range |
72.0 |
84.0 |
12.0 |
16.7% |
88.0 |
| ATR |
41.6 |
45.7 |
4.1 |
9.8% |
0.0 |
| Volume |
710 |
547 |
-163 |
-23.0% |
1,104 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.0 |
2,925.0 |
2,752.2 |
|
| R3 |
2,892.0 |
2,841.0 |
2,729.1 |
|
| R2 |
2,808.0 |
2,808.0 |
2,721.4 |
|
| R1 |
2,757.0 |
2,757.0 |
2,713.7 |
2,740.5 |
| PP |
2,724.0 |
2,724.0 |
2,724.0 |
2,715.8 |
| S1 |
2,673.0 |
2,673.0 |
2,698.3 |
2,656.5 |
| S2 |
2,640.0 |
2,640.0 |
2,690.6 |
|
| S3 |
2,556.0 |
2,589.0 |
2,682.9 |
|
| S4 |
2,472.0 |
2,505.0 |
2,659.8 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,080.7 |
3,023.3 |
2,838.4 |
|
| R3 |
2,992.7 |
2,935.3 |
2,814.2 |
|
| R2 |
2,904.7 |
2,904.7 |
2,806.1 |
|
| R1 |
2,847.3 |
2,847.3 |
2,798.1 |
2,832.0 |
| PP |
2,816.7 |
2,816.7 |
2,816.7 |
2,809.0 |
| S1 |
2,759.3 |
2,759.3 |
2,781.9 |
2,744.0 |
| S2 |
2,728.7 |
2,728.7 |
2,773.9 |
|
| S3 |
2,640.7 |
2,671.3 |
2,765.8 |
|
| S4 |
2,552.7 |
2,583.3 |
2,741.6 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,132.0 |
|
2.618 |
2,994.9 |
|
1.618 |
2,910.9 |
|
1.000 |
2,859.0 |
|
0.618 |
2,826.9 |
|
HIGH |
2,775.0 |
|
0.618 |
2,742.9 |
|
0.500 |
2,733.0 |
|
0.382 |
2,723.1 |
|
LOW |
2,691.0 |
|
0.618 |
2,639.1 |
|
1.000 |
2,607.0 |
|
1.618 |
2,555.1 |
|
2.618 |
2,471.1 |
|
4.250 |
2,334.0 |
|
|