| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,350.00 |
2,368.50 |
18.50 |
0.8% |
2,199.75 |
| High |
2,366.50 |
2,375.75 |
9.25 |
0.4% |
2,355.00 |
| Low |
2,347.25 |
2,353.75 |
6.50 |
0.3% |
2,188.50 |
| Close |
2,366.75 |
2,370.00 |
3.25 |
0.1% |
2,349.75 |
| Range |
19.25 |
22.00 |
2.75 |
14.3% |
166.50 |
| ATR |
30.53 |
29.92 |
-0.61 |
-2.0% |
0.00 |
| Volume |
30 |
56 |
26 |
86.7% |
527 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,432.50 |
2,423.25 |
2,382.00 |
|
| R3 |
2,410.50 |
2,401.25 |
2,376.00 |
|
| R2 |
2,388.50 |
2,388.50 |
2,374.00 |
|
| R1 |
2,379.25 |
2,379.25 |
2,372.00 |
2,384.00 |
| PP |
2,366.50 |
2,366.50 |
2,366.50 |
2,368.75 |
| S1 |
2,357.25 |
2,357.25 |
2,368.00 |
2,362.00 |
| S2 |
2,344.50 |
2,344.50 |
2,366.00 |
|
| S3 |
2,322.50 |
2,335.25 |
2,364.00 |
|
| S4 |
2,300.50 |
2,313.25 |
2,358.00 |
|
|
| 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 |
2,375.75 |
2,270.75 |
105.00 |
4.4% |
28.75 |
1.2% |
95% |
True |
False |
107 |
| 10 |
2,375.75 |
2,188.50 |
187.25 |
7.9% |
37.50 |
1.6% |
97% |
True |
False |
79 |
| 20 |
2,375.75 |
2,171.50 |
204.25 |
8.6% |
28.25 |
1.2% |
97% |
True |
False |
48 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
9.7% |
15.50 |
0.7% |
86% |
False |
False |
25 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
9.7% |
11.50 |
0.5% |
86% |
False |
False |
17 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
9.7% |
10.25 |
0.4% |
86% |
False |
False |
15 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
9.7% |
8.75 |
0.4% |
86% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,469.25 |
|
2.618 |
2,433.25 |
|
1.618 |
2,411.25 |
|
1.000 |
2,397.75 |
|
0.618 |
2,389.25 |
|
HIGH |
2,375.75 |
|
0.618 |
2,367.25 |
|
0.500 |
2,364.75 |
|
0.382 |
2,362.25 |
|
LOW |
2,353.75 |
|
0.618 |
2,340.25 |
|
1.000 |
2,331.75 |
|
1.618 |
2,318.25 |
|
2.618 |
2,296.25 |
|
4.250 |
2,260.25 |
|
|