| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
10,000 |
9,995 |
-5 |
-0.1% |
9,625 |
| High |
10,030 |
10,100 |
70 |
0.7% |
10,020 |
| Low |
9,965 |
9,990 |
25 |
0.3% |
9,585 |
| Close |
10,015 |
10,070 |
55 |
0.5% |
10,000 |
| Range |
65 |
110 |
45 |
69.2% |
435 |
| ATR |
130 |
128 |
-1 |
-1.1% |
0 |
| Volume |
8,828 |
9,345 |
517 |
5.9% |
37,173 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,383 |
10,337 |
10,131 |
|
| R3 |
10,273 |
10,227 |
10,100 |
|
| R2 |
10,163 |
10,163 |
10,090 |
|
| R1 |
10,117 |
10,117 |
10,080 |
10,140 |
| PP |
10,053 |
10,053 |
10,053 |
10,065 |
| S1 |
10,007 |
10,007 |
10,060 |
10,030 |
| S2 |
9,943 |
9,943 |
10,050 |
|
| S3 |
9,833 |
9,897 |
10,040 |
|
| S4 |
9,723 |
9,787 |
10,010 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,173 |
11,022 |
10,239 |
|
| R3 |
10,738 |
10,587 |
10,120 |
|
| R2 |
10,303 |
10,303 |
10,080 |
|
| R1 |
10,152 |
10,152 |
10,040 |
10,228 |
| PP |
9,868 |
9,868 |
9,868 |
9,906 |
| S1 |
9,717 |
9,717 |
9,960 |
9,793 |
| S2 |
9,433 |
9,433 |
9,920 |
|
| S3 |
8,998 |
9,282 |
9,881 |
|
| S4 |
8,563 |
8,847 |
9,761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,100 |
9,755 |
345 |
3.4% |
119 |
1.2% |
91% |
True |
False |
8,852 |
| 10 |
10,100 |
9,505 |
595 |
5.9% |
130 |
1.3% |
95% |
True |
False |
8,208 |
| 20 |
10,100 |
9,315 |
785 |
7.8% |
145 |
1.4% |
96% |
True |
False |
7,925 |
| 40 |
10,100 |
9,315 |
785 |
7.8% |
106 |
1.1% |
96% |
True |
False |
4,770 |
| 60 |
10,100 |
9,315 |
785 |
7.8% |
76 |
0.8% |
96% |
True |
False |
3,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,568 |
|
2.618 |
10,388 |
|
1.618 |
10,278 |
|
1.000 |
10,210 |
|
0.618 |
10,168 |
|
HIGH |
10,100 |
|
0.618 |
10,058 |
|
0.500 |
10,045 |
|
0.382 |
10,032 |
|
LOW |
9,990 |
|
0.618 |
9,922 |
|
1.000 |
9,880 |
|
1.618 |
9,812 |
|
2.618 |
9,702 |
|
4.250 |
9,523 |
|
|