| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,199.75 |
2,242.75 |
43.00 |
2.0% |
2,179.00 |
| High |
2,255.50 |
2,279.25 |
23.75 |
1.1% |
2,253.75 |
| Low |
2,188.50 |
2,238.50 |
50.00 |
2.3% |
2,171.50 |
| Close |
2,245.25 |
2,279.25 |
34.00 |
1.5% |
2,204.00 |
| Range |
67.00 |
40.75 |
-26.25 |
-39.2% |
82.25 |
| ATR |
29.80 |
30.58 |
0.78 |
2.6% |
0.00 |
| Volume |
44 |
31 |
-13 |
-29.5% |
280 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.00 |
2,374.25 |
2,301.75 |
|
| R3 |
2,347.25 |
2,333.50 |
2,290.50 |
|
| R2 |
2,306.50 |
2,306.50 |
2,286.75 |
|
| R1 |
2,292.75 |
2,292.75 |
2,283.00 |
2,299.50 |
| PP |
2,265.75 |
2,265.75 |
2,265.75 |
2,269.00 |
| S1 |
2,252.00 |
2,252.00 |
2,275.50 |
2,259.00 |
| S2 |
2,225.00 |
2,225.00 |
2,271.75 |
|
| S3 |
2,184.25 |
2,211.25 |
2,268.00 |
|
| S4 |
2,143.50 |
2,170.50 |
2,256.75 |
|
|
| 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 |
2,279.25 |
2,188.50 |
90.75 |
4.0% |
46.25 |
2.0% |
100% |
True |
False |
52 |
| 10 |
2,279.25 |
2,171.50 |
107.75 |
4.7% |
39.50 |
1.7% |
100% |
True |
False |
41 |
| 20 |
2,337.00 |
2,171.50 |
165.50 |
7.3% |
22.25 |
1.0% |
65% |
False |
False |
21 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
10.1% |
12.00 |
0.5% |
47% |
False |
False |
12 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
10.1% |
9.50 |
0.4% |
47% |
False |
False |
9 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
10.1% |
9.25 |
0.4% |
47% |
False |
False |
9 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
10.1% |
7.25 |
0.3% |
47% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,452.50 |
|
2.618 |
2,386.00 |
|
1.618 |
2,345.25 |
|
1.000 |
2,320.00 |
|
0.618 |
2,304.50 |
|
HIGH |
2,279.25 |
|
0.618 |
2,263.75 |
|
0.500 |
2,259.00 |
|
0.382 |
2,254.00 |
|
LOW |
2,238.50 |
|
0.618 |
2,213.25 |
|
1.000 |
2,197.75 |
|
1.618 |
2,172.50 |
|
2.618 |
2,131.75 |
|
4.250 |
2,065.25 |
|
|