| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,238.25 |
2,199.75 |
-38.50 |
-1.7% |
2,179.00 |
| High |
2,253.75 |
2,255.50 |
1.75 |
0.1% |
2,253.75 |
| Low |
2,203.25 |
2,188.50 |
-14.75 |
-0.7% |
2,171.50 |
| Close |
2,204.00 |
2,245.25 |
41.25 |
1.9% |
2,204.00 |
| Range |
50.50 |
67.00 |
16.50 |
32.7% |
82.25 |
| ATR |
26.94 |
29.80 |
2.86 |
10.6% |
0.00 |
| Volume |
91 |
44 |
-47 |
-51.6% |
280 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.75 |
2,405.00 |
2,282.00 |
|
| R3 |
2,363.75 |
2,338.00 |
2,263.75 |
|
| R2 |
2,296.75 |
2,296.75 |
2,257.50 |
|
| R1 |
2,271.00 |
2,271.00 |
2,251.50 |
2,284.00 |
| PP |
2,229.75 |
2,229.75 |
2,229.75 |
2,236.25 |
| S1 |
2,204.00 |
2,204.00 |
2,239.00 |
2,217.00 |
| S2 |
2,162.75 |
2,162.75 |
2,233.00 |
|
| S3 |
2,095.75 |
2,137.00 |
2,226.75 |
|
| S4 |
2,028.75 |
2,070.00 |
2,208.50 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.50 |
2,412.50 |
2,249.25 |
|
| R3 |
2,374.25 |
2,330.25 |
2,226.50 |
|
| R2 |
2,292.00 |
2,292.00 |
2,219.00 |
|
| R1 |
2,248.00 |
2,248.00 |
2,211.50 |
2,270.00 |
| PP |
2,209.75 |
2,209.75 |
2,209.75 |
2,220.75 |
| S1 |
2,165.75 |
2,165.75 |
2,196.50 |
2,187.75 |
| S2 |
2,127.50 |
2,127.50 |
2,189.00 |
|
| S3 |
2,045.25 |
2,083.50 |
2,181.50 |
|
| S4 |
1,963.00 |
2,001.25 |
2,158.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,255.50 |
2,188.50 |
67.00 |
3.0% |
48.00 |
2.1% |
85% |
True |
True |
61 |
| 10 |
2,255.50 |
2,171.50 |
84.00 |
3.7% |
37.00 |
1.6% |
88% |
True |
False |
38 |
| 20 |
2,350.25 |
2,171.50 |
178.75 |
8.0% |
21.00 |
0.9% |
41% |
False |
False |
20 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
11.00 |
0.5% |
32% |
False |
False |
11 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
8.75 |
0.4% |
32% |
False |
False |
9 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
8.75 |
0.4% |
32% |
False |
False |
8 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
7.00 |
0.3% |
32% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.25 |
|
2.618 |
2,431.00 |
|
1.618 |
2,364.00 |
|
1.000 |
2,322.50 |
|
0.618 |
2,297.00 |
|
HIGH |
2,255.50 |
|
0.618 |
2,230.00 |
|
0.500 |
2,222.00 |
|
0.382 |
2,214.00 |
|
LOW |
2,188.50 |
|
0.618 |
2,147.00 |
|
1.000 |
2,121.50 |
|
1.618 |
2,080.00 |
|
2.618 |
2,013.00 |
|
4.250 |
1,903.75 |
|
|