| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,770.0 |
2,678.0 |
-92.0 |
-3.3% |
2,874.0 |
| High |
2,775.0 |
2,694.0 |
-81.0 |
-2.9% |
2,874.0 |
| Low |
2,691.0 |
2,658.0 |
-33.0 |
-1.2% |
2,786.0 |
| Close |
2,706.0 |
2,688.0 |
-18.0 |
-0.7% |
2,790.0 |
| Range |
84.0 |
36.0 |
-48.0 |
-57.1% |
88.0 |
| ATR |
45.7 |
45.9 |
0.2 |
0.4% |
0.0 |
| Volume |
547 |
1,911 |
1,364 |
249.4% |
1,104 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,788.0 |
2,774.0 |
2,707.8 |
|
| R3 |
2,752.0 |
2,738.0 |
2,697.9 |
|
| R2 |
2,716.0 |
2,716.0 |
2,694.6 |
|
| R1 |
2,702.0 |
2,702.0 |
2,691.3 |
2,709.0 |
| PP |
2,680.0 |
2,680.0 |
2,680.0 |
2,683.5 |
| S1 |
2,666.0 |
2,666.0 |
2,684.7 |
2,673.0 |
| S2 |
2,644.0 |
2,644.0 |
2,681.4 |
|
| S3 |
2,608.0 |
2,630.0 |
2,678.1 |
|
| S4 |
2,572.0 |
2,594.0 |
2,668.2 |
|
|
| 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 |
2,847.0 |
|
2.618 |
2,788.2 |
|
1.618 |
2,752.2 |
|
1.000 |
2,730.0 |
|
0.618 |
2,716.2 |
|
HIGH |
2,694.0 |
|
0.618 |
2,680.2 |
|
0.500 |
2,676.0 |
|
0.382 |
2,671.8 |
|
LOW |
2,658.0 |
|
0.618 |
2,635.8 |
|
1.000 |
2,622.0 |
|
1.618 |
2,599.8 |
|
2.618 |
2,563.8 |
|
4.250 |
2,505.0 |
|
|