| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5,762.0 |
5,826.5 |
64.5 |
1.1% |
5,660.0 |
| High |
5,843.0 |
5,925.0 |
82.0 |
1.4% |
5,754.0 |
| Low |
5,753.5 |
5,825.5 |
72.0 |
1.3% |
5,610.0 |
| Close |
5,825.0 |
5,921.5 |
96.5 |
1.7% |
5,654.5 |
| Range |
89.5 |
99.5 |
10.0 |
11.2% |
144.0 |
| ATR |
82.0 |
83.3 |
1.3 |
1.6% |
0.0 |
| Volume |
104,456 |
123,329 |
18,873 |
18.1% |
468,870 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,189.0 |
6,155.0 |
5,976.0 |
|
| R3 |
6,089.5 |
6,055.5 |
5,949.0 |
|
| R2 |
5,990.0 |
5,990.0 |
5,939.5 |
|
| R1 |
5,956.0 |
5,956.0 |
5,930.5 |
5,973.0 |
| PP |
5,890.5 |
5,890.5 |
5,890.5 |
5,899.0 |
| S1 |
5,856.5 |
5,856.5 |
5,912.5 |
5,873.5 |
| S2 |
5,791.0 |
5,791.0 |
5,903.5 |
|
| S3 |
5,691.5 |
5,757.0 |
5,894.0 |
|
| S4 |
5,592.0 |
5,657.5 |
5,867.0 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,105.0 |
6,023.5 |
5,733.5 |
|
| R3 |
5,961.0 |
5,879.5 |
5,694.0 |
|
| R2 |
5,817.0 |
5,817.0 |
5,681.0 |
|
| R1 |
5,735.5 |
5,735.5 |
5,667.5 |
5,704.0 |
| PP |
5,673.0 |
5,673.0 |
5,673.0 |
5,657.0 |
| S1 |
5,591.5 |
5,591.5 |
5,641.5 |
5,560.0 |
| S2 |
5,529.0 |
5,529.0 |
5,628.0 |
|
| S3 |
5,385.0 |
5,447.5 |
5,615.0 |
|
| S4 |
5,241.0 |
5,303.5 |
5,575.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,925.0 |
5,627.0 |
298.0 |
5.0% |
89.5 |
1.5% |
99% |
True |
False |
101,707 |
| 10 |
5,925.0 |
5,606.0 |
319.0 |
5.4% |
84.0 |
1.4% |
99% |
True |
False |
101,731 |
| 20 |
5,925.0 |
5,605.5 |
319.5 |
5.4% |
82.0 |
1.4% |
99% |
True |
False |
95,030 |
| 40 |
5,978.0 |
5,605.5 |
372.5 |
6.3% |
73.0 |
1.2% |
85% |
False |
False |
47,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,348.0 |
|
2.618 |
6,185.5 |
|
1.618 |
6,086.0 |
|
1.000 |
6,024.5 |
|
0.618 |
5,986.5 |
|
HIGH |
5,925.0 |
|
0.618 |
5,887.0 |
|
0.500 |
5,875.0 |
|
0.382 |
5,863.5 |
|
LOW |
5,825.5 |
|
0.618 |
5,764.0 |
|
1.000 |
5,726.0 |
|
1.618 |
5,664.5 |
|
2.618 |
5,565.0 |
|
4.250 |
5,402.5 |
|
|