Day Change Summary |
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Previous |
Current |
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07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,339.62 |
1,352.39 |
12.77 |
1.0% |
1,339.59 |
High |
1,356.48 |
1,352.39 |
-4.09 |
-0.3% |
1,356.48 |
Low |
1,339.62 |
1,333.71 |
-5.91 |
-0.4% |
1,330.92 |
Close |
1,353.22 |
1,343.80 |
-9.42 |
-0.7% |
1,343.80 |
Range |
16.86 |
18.68 |
1.82 |
10.8% |
25.56 |
ATR |
15.38 |
15.67 |
0.30 |
1.9% |
0.00 |
Volume |
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Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.34 |
1,390.25 |
1,354.07 |
|
R3 |
1,380.66 |
1,371.57 |
1,348.94 |
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R2 |
1,361.98 |
1,361.98 |
1,347.22 |
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R1 |
1,352.89 |
1,352.89 |
1,345.51 |
1,348.10 |
PP |
1,343.30 |
1,343.30 |
1,343.30 |
1,340.90 |
S1 |
1,334.21 |
1,334.21 |
1,342.09 |
1,329.42 |
S2 |
1,324.62 |
1,324.62 |
1,340.38 |
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S3 |
1,305.94 |
1,315.53 |
1,338.66 |
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S4 |
1,287.26 |
1,296.85 |
1,333.53 |
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Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.41 |
1,407.67 |
1,357.86 |
|
R3 |
1,394.85 |
1,382.11 |
1,350.83 |
|
R2 |
1,369.29 |
1,369.29 |
1,348.49 |
|
R1 |
1,356.55 |
1,356.55 |
1,346.14 |
1,362.92 |
PP |
1,343.73 |
1,343.73 |
1,343.73 |
1,346.92 |
S1 |
1,330.99 |
1,330.99 |
1,341.46 |
1,337.36 |
S2 |
1,318.17 |
1,318.17 |
1,339.11 |
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S3 |
1,292.61 |
1,305.43 |
1,336.77 |
|
S4 |
1,267.05 |
1,279.87 |
1,329.74 |
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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 |
1,356.48 |
1,318.18 |
38.30 |
2.9% |
15.00 |
1.1% |
67% |
False |
False |
|
10 |
1,356.48 |
1,267.31 |
89.17 |
6.6% |
15.23 |
1.1% |
86% |
False |
False |
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20 |
1,356.48 |
1,258.07 |
98.41 |
7.3% |
16.32 |
1.2% |
87% |
False |
False |
|
40 |
1,356.48 |
1,258.07 |
98.41 |
7.3% |
15.48 |
1.2% |
87% |
False |
False |
|
60 |
1,370.58 |
1,258.07 |
112.51 |
8.4% |
14.36 |
1.1% |
76% |
False |
False |
|
80 |
1,370.58 |
1,250.11 |
120.47 |
9.0% |
13.79 |
1.0% |
78% |
False |
False |
|
100 |
1,370.58 |
1,250.11 |
120.47 |
9.0% |
14.23 |
1.1% |
78% |
False |
False |
|
120 |
1,370.58 |
1,250.11 |
120.47 |
9.0% |
13.73 |
1.0% |
78% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,431.78 |
2.618 |
1,401.29 |
1.618 |
1,382.61 |
1.000 |
1,371.07 |
0.618 |
1,363.93 |
HIGH |
1,352.39 |
0.618 |
1,345.25 |
0.500 |
1,343.05 |
0.382 |
1,340.85 |
LOW |
1,333.71 |
0.618 |
1,322.17 |
1.000 |
1,315.03 |
1.618 |
1,303.49 |
2.618 |
1,284.81 |
4.250 |
1,254.32 |
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