| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,376.25 |
2,409.00 |
32.75 |
1.4% |
2,350.00 |
| High |
2,410.25 |
2,415.50 |
5.25 |
0.2% |
2,415.50 |
| Low |
2,373.75 |
2,371.00 |
-2.75 |
-0.1% |
2,347.25 |
| Close |
2,410.25 |
2,402.75 |
-7.50 |
-0.3% |
2,402.75 |
| Range |
36.50 |
44.50 |
8.00 |
21.9% |
68.25 |
| ATR |
30.66 |
31.65 |
0.99 |
3.2% |
0.00 |
| Volume |
43 |
71 |
28 |
65.1% |
200 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,530.00 |
2,510.75 |
2,427.25 |
|
| R3 |
2,485.50 |
2,466.25 |
2,415.00 |
|
| R2 |
2,441.00 |
2,441.00 |
2,411.00 |
|
| R1 |
2,421.75 |
2,421.75 |
2,406.75 |
2,409.00 |
| PP |
2,396.50 |
2,396.50 |
2,396.50 |
2,390.00 |
| S1 |
2,377.25 |
2,377.25 |
2,398.75 |
2,364.50 |
| S2 |
2,352.00 |
2,352.00 |
2,394.50 |
|
| S3 |
2,307.50 |
2,332.75 |
2,390.50 |
|
| S4 |
2,263.00 |
2,288.25 |
2,378.25 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,593.25 |
2,566.25 |
2,440.25 |
|
| R3 |
2,525.00 |
2,498.00 |
2,421.50 |
|
| R2 |
2,456.75 |
2,456.75 |
2,415.25 |
|
| R1 |
2,429.75 |
2,429.75 |
2,409.00 |
2,443.25 |
| PP |
2,388.50 |
2,388.50 |
2,388.50 |
2,395.25 |
| S1 |
2,361.50 |
2,361.50 |
2,396.50 |
2,375.00 |
| S2 |
2,320.25 |
2,320.25 |
2,390.25 |
|
| S3 |
2,252.00 |
2,293.25 |
2,384.00 |
|
| S4 |
2,183.75 |
2,225.00 |
2,365.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,415.50 |
2,311.00 |
104.50 |
4.3% |
33.25 |
1.4% |
88% |
True |
False |
86 |
| 10 |
2,415.50 |
2,188.50 |
227.00 |
9.4% |
38.25 |
1.6% |
94% |
True |
False |
81 |
| 20 |
2,415.50 |
2,171.50 |
244.00 |
10.2% |
32.00 |
1.3% |
95% |
True |
False |
53 |
| 40 |
2,415.50 |
2,171.50 |
244.00 |
10.2% |
17.25 |
0.7% |
95% |
True |
False |
27 |
| 60 |
2,415.50 |
2,171.50 |
244.00 |
10.2% |
12.75 |
0.5% |
95% |
True |
False |
19 |
| 80 |
2,415.50 |
2,171.50 |
244.00 |
10.2% |
10.75 |
0.4% |
95% |
True |
False |
16 |
| 100 |
2,415.50 |
2,171.50 |
244.00 |
10.2% |
9.50 |
0.4% |
95% |
True |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,604.50 |
|
2.618 |
2,532.00 |
|
1.618 |
2,487.50 |
|
1.000 |
2,460.00 |
|
0.618 |
2,443.00 |
|
HIGH |
2,415.50 |
|
0.618 |
2,398.50 |
|
0.500 |
2,393.25 |
|
0.382 |
2,388.00 |
|
LOW |
2,371.00 |
|
0.618 |
2,343.50 |
|
1.000 |
2,326.50 |
|
1.618 |
2,299.00 |
|
2.618 |
2,254.50 |
|
4.250 |
2,182.00 |
|
|