Day Change Summary |
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Previous |
Current |
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07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
5,983.0 |
6,000.0 |
17.0 |
0.3% |
5,945.5 |
High |
6,000.5 |
6,000.0 |
-0.5 |
0.0% |
6,000.5 |
Low |
5,983.0 |
5,920.5 |
-62.5 |
-1.0% |
5,919.5 |
Close |
5,997.0 |
5,931.5 |
-65.5 |
-1.1% |
5,931.5 |
Range |
17.5 |
79.5 |
62.0 |
354.3% |
81.0 |
ATR |
45.8 |
48.2 |
2.4 |
5.3% |
0.0 |
Volume |
5 |
3 |
-2 |
-40.0% |
21 |
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Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,189.0 |
6,140.0 |
5,975.0 |
|
R3 |
6,109.5 |
6,060.5 |
5,953.5 |
|
R2 |
6,030.0 |
6,030.0 |
5,946.0 |
|
R1 |
5,981.0 |
5,981.0 |
5,939.0 |
5,966.0 |
PP |
5,950.5 |
5,950.5 |
5,950.5 |
5,943.0 |
S1 |
5,901.5 |
5,901.5 |
5,924.0 |
5,886.0 |
S2 |
5,871.0 |
5,871.0 |
5,917.0 |
|
S3 |
5,791.5 |
5,822.0 |
5,909.5 |
|
S4 |
5,712.0 |
5,742.5 |
5,888.0 |
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Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,193.5 |
6,143.5 |
5,976.0 |
|
R3 |
6,112.5 |
6,062.5 |
5,954.0 |
|
R2 |
6,031.5 |
6,031.5 |
5,946.5 |
|
R1 |
5,981.5 |
5,981.5 |
5,939.0 |
5,966.0 |
PP |
5,950.5 |
5,950.5 |
5,950.5 |
5,943.0 |
S1 |
5,900.5 |
5,900.5 |
5,924.0 |
5,885.0 |
S2 |
5,869.5 |
5,869.5 |
5,916.5 |
|
S3 |
5,788.5 |
5,819.5 |
5,909.0 |
|
S4 |
5,707.5 |
5,738.5 |
5,887.0 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,000.5 |
5,919.5 |
81.0 |
1.4% |
37.0 |
0.6% |
15% |
False |
False |
4 |
10 |
6,000.5 |
5,616.5 |
384.0 |
6.5% |
37.5 |
0.6% |
82% |
False |
False |
18 |
20 |
6,000.5 |
5,586.5 |
414.0 |
7.0% |
29.5 |
0.5% |
83% |
False |
False |
21 |
40 |
6,000.5 |
5,586.5 |
414.0 |
7.0% |
18.5 |
0.3% |
83% |
False |
False |
13 |
60 |
6,000.5 |
5,586.5 |
414.0 |
7.0% |
13.0 |
0.2% |
83% |
False |
False |
9 |
80 |
6,000.5 |
5,514.0 |
486.5 |
8.2% |
11.0 |
0.2% |
86% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,338.0 |
2.618 |
6,208.0 |
1.618 |
6,128.5 |
1.000 |
6,079.5 |
0.618 |
6,049.0 |
HIGH |
6,000.0 |
0.618 |
5,969.5 |
0.500 |
5,960.0 |
0.382 |
5,951.0 |
LOW |
5,920.5 |
0.618 |
5,871.5 |
1.000 |
5,841.0 |
1.618 |
5,792.0 |
2.618 |
5,712.5 |
4.250 |
5,582.5 |
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