| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,409.00 |
2,391.25 |
-17.75 |
-0.7% |
2,350.00 |
| High |
2,415.50 |
2,391.25 |
-24.25 |
-1.0% |
2,415.50 |
| Low |
2,371.00 |
2,345.75 |
-25.25 |
-1.1% |
2,347.25 |
| Close |
2,402.75 |
2,361.50 |
-41.25 |
-1.7% |
2,402.75 |
| Range |
44.50 |
45.50 |
1.00 |
2.2% |
68.25 |
| ATR |
31.65 |
33.46 |
1.81 |
5.7% |
0.00 |
| Volume |
71 |
128 |
57 |
80.3% |
200 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.75 |
2,477.50 |
2,386.50 |
|
| R3 |
2,457.25 |
2,432.00 |
2,374.00 |
|
| R2 |
2,411.75 |
2,411.75 |
2,369.75 |
|
| R1 |
2,386.50 |
2,386.50 |
2,365.75 |
2,376.50 |
| PP |
2,366.25 |
2,366.25 |
2,366.25 |
2,361.00 |
| S1 |
2,341.00 |
2,341.00 |
2,357.25 |
2,331.00 |
| S2 |
2,320.75 |
2,320.75 |
2,353.25 |
|
| S3 |
2,275.25 |
2,295.50 |
2,349.00 |
|
| S4 |
2,229.75 |
2,250.00 |
2,336.50 |
|
|
| 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 |
2,345.75 |
69.75 |
3.0% |
33.50 |
1.4% |
23% |
False |
True |
65 |
| 10 |
2,415.50 |
2,188.50 |
227.00 |
9.6% |
37.75 |
1.6% |
76% |
False |
False |
85 |
| 20 |
2,415.50 |
2,171.50 |
244.00 |
10.3% |
34.00 |
1.4% |
78% |
False |
False |
59 |
| 40 |
2,415.50 |
2,171.50 |
244.00 |
10.3% |
18.50 |
0.8% |
78% |
False |
False |
30 |
| 60 |
2,415.50 |
2,171.50 |
244.00 |
10.3% |
13.50 |
0.6% |
78% |
False |
False |
21 |
| 80 |
2,415.50 |
2,171.50 |
244.00 |
10.3% |
11.00 |
0.5% |
78% |
False |
False |
18 |
| 100 |
2,415.50 |
2,171.50 |
244.00 |
10.3% |
10.00 |
0.4% |
78% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,584.50 |
|
2.618 |
2,510.25 |
|
1.618 |
2,464.75 |
|
1.000 |
2,436.75 |
|
0.618 |
2,419.25 |
|
HIGH |
2,391.25 |
|
0.618 |
2,373.75 |
|
0.500 |
2,368.50 |
|
0.382 |
2,363.25 |
|
LOW |
2,345.75 |
|
0.618 |
2,317.75 |
|
1.000 |
2,300.25 |
|
1.618 |
2,272.25 |
|
2.618 |
2,226.75 |
|
4.250 |
2,152.50 |
|
|