| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,368.50 |
2,376.25 |
7.75 |
0.3% |
2,199.75 |
| High |
2,375.75 |
2,410.25 |
34.50 |
1.5% |
2,355.00 |
| Low |
2,353.75 |
2,373.75 |
20.00 |
0.8% |
2,188.50 |
| Close |
2,370.00 |
2,410.25 |
40.25 |
1.7% |
2,349.75 |
| Range |
22.00 |
36.50 |
14.50 |
65.9% |
166.50 |
| ATR |
29.92 |
30.66 |
0.74 |
2.5% |
0.00 |
| Volume |
56 |
43 |
-13 |
-23.2% |
527 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.50 |
2,495.50 |
2,430.25 |
|
| R3 |
2,471.00 |
2,459.00 |
2,420.25 |
|
| R2 |
2,434.50 |
2,434.50 |
2,417.00 |
|
| R1 |
2,422.50 |
2,422.50 |
2,413.50 |
2,428.50 |
| PP |
2,398.00 |
2,398.00 |
2,398.00 |
2,401.00 |
| S1 |
2,386.00 |
2,386.00 |
2,407.00 |
2,392.00 |
| S2 |
2,361.50 |
2,361.50 |
2,403.50 |
|
| S3 |
2,325.00 |
2,349.50 |
2,400.25 |
|
| S4 |
2,288.50 |
2,313.00 |
2,390.25 |
|
|
| 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 |
2,410.25 |
2,283.25 |
127.00 |
5.3% |
31.25 |
1.3% |
100% |
True |
False |
99 |
| 10 |
2,410.25 |
2,188.50 |
221.75 |
9.2% |
39.00 |
1.6% |
100% |
True |
False |
76 |
| 20 |
2,410.25 |
2,171.50 |
238.75 |
9.9% |
30.25 |
1.3% |
100% |
True |
False |
50 |
| 40 |
2,410.25 |
2,171.50 |
238.75 |
9.9% |
16.50 |
0.7% |
100% |
True |
False |
26 |
| 60 |
2,410.25 |
2,171.50 |
238.75 |
9.9% |
12.00 |
0.5% |
100% |
True |
False |
18 |
| 80 |
2,410.25 |
2,171.50 |
238.75 |
9.9% |
10.75 |
0.4% |
100% |
True |
False |
15 |
| 100 |
2,410.25 |
2,171.50 |
238.75 |
9.9% |
9.25 |
0.4% |
100% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,565.50 |
|
2.618 |
2,505.75 |
|
1.618 |
2,469.25 |
|
1.000 |
2,446.75 |
|
0.618 |
2,432.75 |
|
HIGH |
2,410.25 |
|
0.618 |
2,396.25 |
|
0.500 |
2,392.00 |
|
0.382 |
2,387.75 |
|
LOW |
2,373.75 |
|
0.618 |
2,351.25 |
|
1.000 |
2,337.25 |
|
1.618 |
2,314.75 |
|
2.618 |
2,278.25 |
|
4.250 |
2,218.50 |
|
|