| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,050.0 |
6,085.0 |
35.0 |
0.6% |
5,861.0 |
| High |
6,080.5 |
6,113.5 |
33.0 |
0.5% |
6,113.5 |
| Low |
6,020.5 |
6,054.0 |
33.5 |
0.6% |
5,823.0 |
| Close |
6,045.0 |
6,079.0 |
34.0 |
0.6% |
6,079.0 |
| Range |
60.0 |
59.5 |
-0.5 |
-0.8% |
290.5 |
| ATR |
123.9 |
120.0 |
-4.0 |
-3.2% |
0.0 |
| Volume |
713 |
2,420 |
1,707 |
239.4% |
4,200 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,260.7 |
6,229.3 |
6,111.7 |
|
| R3 |
6,201.2 |
6,169.8 |
6,095.4 |
|
| R2 |
6,141.7 |
6,141.7 |
6,089.9 |
|
| R1 |
6,110.3 |
6,110.3 |
6,084.5 |
6,096.3 |
| PP |
6,082.2 |
6,082.2 |
6,082.2 |
6,075.1 |
| S1 |
6,050.8 |
6,050.8 |
6,073.5 |
6,036.8 |
| S2 |
6,022.7 |
6,022.7 |
6,068.1 |
|
| S3 |
5,963.2 |
5,991.3 |
6,062.6 |
|
| S4 |
5,903.7 |
5,931.8 |
6,046.3 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,876.7 |
6,768.3 |
6,238.8 |
|
| R3 |
6,586.2 |
6,477.8 |
6,158.9 |
|
| R2 |
6,295.7 |
6,295.7 |
6,132.3 |
|
| R1 |
6,187.3 |
6,187.3 |
6,105.6 |
6,241.5 |
| PP |
6,005.2 |
6,005.2 |
6,005.2 |
6,032.3 |
| S1 |
5,896.8 |
5,896.8 |
6,052.4 |
5,951.0 |
| S2 |
5,714.7 |
5,714.7 |
6,025.7 |
|
| S3 |
5,424.2 |
5,606.3 |
5,999.1 |
|
| S4 |
5,133.7 |
5,315.8 |
5,919.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,113.5 |
5,823.0 |
290.5 |
4.8% |
103.5 |
1.7% |
88% |
True |
False |
840 |
| 10 |
6,183.5 |
5,818.0 |
365.5 |
6.0% |
109.0 |
1.8% |
71% |
False |
False |
549 |
| 20 |
6,364.0 |
5,818.0 |
546.0 |
9.0% |
101.4 |
1.7% |
48% |
False |
False |
2,347 |
| 40 |
6,364.0 |
5,625.0 |
739.0 |
12.2% |
116.7 |
1.9% |
61% |
False |
False |
1,619 |
| 60 |
6,364.0 |
5,602.5 |
761.5 |
12.5% |
120.1 |
2.0% |
63% |
False |
False |
1,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,366.4 |
|
2.618 |
6,269.3 |
|
1.618 |
6,209.8 |
|
1.000 |
6,173.0 |
|
0.618 |
6,150.3 |
|
HIGH |
6,113.5 |
|
0.618 |
6,090.8 |
|
0.500 |
6,083.8 |
|
0.382 |
6,076.7 |
|
LOW |
6,054.0 |
|
0.618 |
6,017.2 |
|
1.000 |
5,994.5 |
|
1.618 |
5,957.7 |
|
2.618 |
5,898.2 |
|
4.250 |
5,801.1 |
|
|