| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,290.50 |
2,303.00 |
12.50 |
0.5% |
2,187.21 |
| High |
2,299.32 |
2,327.36 |
28.04 |
1.2% |
2,256.70 |
| Low |
2,278.85 |
2,302.67 |
23.82 |
1.0% |
2,186.77 |
| Close |
2,294.43 |
2,325.07 |
30.64 |
1.3% |
2,217.06 |
| Range |
20.47 |
24.69 |
4.22 |
20.6% |
69.93 |
| ATR |
32.92 |
32.92 |
0.00 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.44 |
2,383.44 |
2,338.65 |
|
| R3 |
2,367.75 |
2,358.75 |
2,331.86 |
|
| R2 |
2,343.06 |
2,343.06 |
2,329.60 |
|
| R1 |
2,334.06 |
2,334.06 |
2,327.33 |
2,338.56 |
| PP |
2,318.37 |
2,318.37 |
2,318.37 |
2,320.62 |
| S1 |
2,309.37 |
2,309.37 |
2,322.81 |
2,313.87 |
| S2 |
2,293.68 |
2,293.68 |
2,320.54 |
|
| S3 |
2,268.99 |
2,284.68 |
2,318.28 |
|
| S4 |
2,244.30 |
2,259.99 |
2,311.49 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.97 |
2,393.44 |
2,255.52 |
|
| R3 |
2,360.04 |
2,323.51 |
2,236.29 |
|
| R2 |
2,290.11 |
2,290.11 |
2,229.88 |
|
| R1 |
2,253.58 |
2,253.58 |
2,223.47 |
2,271.85 |
| PP |
2,220.18 |
2,220.18 |
2,220.18 |
2,229.31 |
| S1 |
2,183.65 |
2,183.65 |
2,210.65 |
2,201.92 |
| S2 |
2,150.25 |
2,150.25 |
2,204.24 |
|
| S3 |
2,080.32 |
2,113.72 |
2,197.83 |
|
| S4 |
2,010.39 |
2,043.79 |
2,178.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,327.36 |
2,213.10 |
114.26 |
4.9% |
31.81 |
1.4% |
98% |
True |
False |
|
| 10 |
2,327.36 |
2,186.77 |
140.59 |
6.0% |
34.03 |
1.5% |
98% |
True |
False |
|
| 20 |
2,327.36 |
2,180.94 |
146.42 |
6.3% |
29.96 |
1.3% |
98% |
True |
False |
|
| 40 |
2,415.89 |
2,180.94 |
234.95 |
10.1% |
28.74 |
1.2% |
61% |
False |
False |
|
| 60 |
2,417.83 |
2,180.94 |
236.89 |
10.2% |
26.80 |
1.2% |
61% |
False |
False |
|
| 80 |
2,417.83 |
2,180.94 |
236.89 |
10.2% |
27.19 |
1.2% |
61% |
False |
False |
|
| 100 |
2,417.83 |
2,180.94 |
236.89 |
10.2% |
27.46 |
1.2% |
61% |
False |
False |
|
| 120 |
2,417.83 |
2,180.94 |
236.89 |
10.2% |
27.27 |
1.2% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,432.29 |
|
2.618 |
2,392.00 |
|
1.618 |
2,367.31 |
|
1.000 |
2,352.05 |
|
0.618 |
2,342.62 |
|
HIGH |
2,327.36 |
|
0.618 |
2,317.93 |
|
0.500 |
2,315.02 |
|
0.382 |
2,312.10 |
|
LOW |
2,302.67 |
|
0.618 |
2,287.41 |
|
1.000 |
2,277.98 |
|
1.618 |
2,262.72 |
|
2.618 |
2,238.03 |
|
4.250 |
2,197.74 |
|
|