| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,368.75 |
2,396.64 |
27.89 |
1.2% |
2,217.63 |
| High |
2,383.77 |
2,418.99 |
35.22 |
1.5% |
2,363.36 |
| Low |
2,361.47 |
2,394.55 |
33.08 |
1.4% |
2,215.14 |
| Close |
2,378.58 |
2,412.89 |
34.31 |
1.4% |
2,361.39 |
| Range |
22.30 |
24.44 |
2.14 |
9.6% |
148.22 |
| ATR |
31.72 |
32.34 |
0.62 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.13 |
2,471.95 |
2,426.33 |
|
| R3 |
2,457.69 |
2,447.51 |
2,419.61 |
|
| R2 |
2,433.25 |
2,433.25 |
2,417.37 |
|
| R1 |
2,423.07 |
2,423.07 |
2,415.13 |
2,428.16 |
| PP |
2,408.81 |
2,408.81 |
2,408.81 |
2,411.36 |
| S1 |
2,398.63 |
2,398.63 |
2,410.65 |
2,403.72 |
| S2 |
2,384.37 |
2,384.37 |
2,408.41 |
|
| S3 |
2,359.93 |
2,374.19 |
2,406.17 |
|
| S4 |
2,335.49 |
2,349.75 |
2,399.45 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.96 |
2,707.89 |
2,442.91 |
|
| R3 |
2,609.74 |
2,559.67 |
2,402.15 |
|
| R2 |
2,461.52 |
2,461.52 |
2,388.56 |
|
| R1 |
2,411.45 |
2,411.45 |
2,374.98 |
2,436.49 |
| PP |
2,313.30 |
2,313.30 |
2,313.30 |
2,325.81 |
| S1 |
2,263.23 |
2,263.23 |
2,347.80 |
2,288.27 |
| S2 |
2,165.08 |
2,165.08 |
2,334.22 |
|
| S3 |
2,016.86 |
2,115.01 |
2,320.63 |
|
| S4 |
1,868.64 |
1,966.79 |
2,279.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,418.99 |
2,302.67 |
116.32 |
4.8% |
26.26 |
1.1% |
95% |
True |
False |
|
| 10 |
2,418.99 |
2,204.47 |
214.52 |
8.9% |
31.79 |
1.3% |
97% |
True |
False |
|
| 20 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
30.45 |
1.3% |
97% |
True |
False |
|
| 40 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
28.57 |
1.2% |
97% |
True |
False |
|
| 60 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
26.52 |
1.1% |
97% |
True |
False |
|
| 80 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
27.21 |
1.1% |
97% |
True |
False |
|
| 100 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
27.66 |
1.1% |
97% |
True |
False |
|
| 120 |
2,418.99 |
2,180.94 |
238.05 |
9.9% |
27.59 |
1.1% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.86 |
|
2.618 |
2,482.97 |
|
1.618 |
2,458.53 |
|
1.000 |
2,443.43 |
|
0.618 |
2,434.09 |
|
HIGH |
2,418.99 |
|
0.618 |
2,409.65 |
|
0.500 |
2,406.77 |
|
0.382 |
2,403.89 |
|
LOW |
2,394.55 |
|
0.618 |
2,379.45 |
|
1.000 |
2,370.11 |
|
1.618 |
2,355.01 |
|
2.618 |
2,330.57 |
|
4.250 |
2,290.68 |
|
|