| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,311.00 |
2,350.00 |
39.00 |
1.7% |
2,199.75 |
| High |
2,355.00 |
2,366.50 |
11.50 |
0.5% |
2,355.00 |
| Low |
2,311.00 |
2,347.25 |
36.25 |
1.6% |
2,188.50 |
| Close |
2,349.75 |
2,366.75 |
17.00 |
0.7% |
2,349.75 |
| Range |
44.00 |
19.25 |
-24.75 |
-56.3% |
166.50 |
| ATR |
31.40 |
30.53 |
-0.87 |
-2.8% |
0.00 |
| Volume |
230 |
30 |
-200 |
-87.0% |
527 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.00 |
2,411.50 |
2,377.25 |
|
| R3 |
2,398.75 |
2,392.25 |
2,372.00 |
|
| R2 |
2,379.50 |
2,379.50 |
2,370.25 |
|
| R1 |
2,373.00 |
2,373.00 |
2,368.50 |
2,376.25 |
| PP |
2,360.25 |
2,360.25 |
2,360.25 |
2,361.75 |
| S1 |
2,353.75 |
2,353.75 |
2,365.00 |
2,357.00 |
| S2 |
2,341.00 |
2,341.00 |
2,363.25 |
|
| S3 |
2,321.75 |
2,334.50 |
2,361.50 |
|
| S4 |
2,302.50 |
2,315.25 |
2,356.25 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.25 |
2,740.00 |
2,441.25 |
|
| R3 |
2,630.75 |
2,573.50 |
2,395.50 |
|
| R2 |
2,464.25 |
2,464.25 |
2,380.25 |
|
| R1 |
2,407.00 |
2,407.00 |
2,365.00 |
2,435.50 |
| PP |
2,297.75 |
2,297.75 |
2,297.75 |
2,312.00 |
| S1 |
2,240.50 |
2,240.50 |
2,334.50 |
2,269.00 |
| S2 |
2,131.25 |
2,131.25 |
2,319.25 |
|
| S3 |
1,964.75 |
2,074.00 |
2,304.00 |
|
| S4 |
1,798.25 |
1,907.50 |
2,258.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,366.50 |
2,238.50 |
128.00 |
5.4% |
32.50 |
1.4% |
100% |
True |
False |
102 |
| 10 |
2,366.50 |
2,188.50 |
178.00 |
7.5% |
40.25 |
1.7% |
100% |
True |
False |
82 |
| 20 |
2,366.50 |
2,171.50 |
195.00 |
8.2% |
27.25 |
1.2% |
100% |
True |
False |
45 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
9.7% |
15.00 |
0.6% |
85% |
False |
False |
23 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
9.7% |
11.25 |
0.5% |
85% |
False |
False |
16 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
9.7% |
10.50 |
0.4% |
85% |
False |
False |
14 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
9.7% |
8.50 |
0.4% |
85% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,448.25 |
|
2.618 |
2,417.00 |
|
1.618 |
2,397.75 |
|
1.000 |
2,385.75 |
|
0.618 |
2,378.50 |
|
HIGH |
2,366.50 |
|
0.618 |
2,359.25 |
|
0.500 |
2,357.00 |
|
0.382 |
2,354.50 |
|
LOW |
2,347.25 |
|
0.618 |
2,335.25 |
|
1.000 |
2,328.00 |
|
1.618 |
2,316.00 |
|
2.618 |
2,296.75 |
|
4.250 |
2,265.50 |
|
|