| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,242.75 |
2,276.75 |
34.00 |
1.5% |
2,179.00 |
| High |
2,279.25 |
2,294.75 |
15.50 |
0.7% |
2,253.75 |
| Low |
2,238.50 |
2,270.75 |
32.25 |
1.4% |
2,171.50 |
| Close |
2,279.25 |
2,289.25 |
10.00 |
0.4% |
2,204.00 |
| Range |
40.75 |
24.00 |
-16.75 |
-41.1% |
82.25 |
| ATR |
30.58 |
30.11 |
-0.47 |
-1.5% |
0.00 |
| Volume |
31 |
86 |
55 |
177.4% |
280 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,357.00 |
2,347.00 |
2,302.50 |
|
| R3 |
2,333.00 |
2,323.00 |
2,295.75 |
|
| R2 |
2,309.00 |
2,309.00 |
2,293.75 |
|
| R1 |
2,299.00 |
2,299.00 |
2,291.50 |
2,304.00 |
| PP |
2,285.00 |
2,285.00 |
2,285.00 |
2,287.50 |
| S1 |
2,275.00 |
2,275.00 |
2,287.00 |
2,280.00 |
| S2 |
2,261.00 |
2,261.00 |
2,284.75 |
|
| S3 |
2,237.00 |
2,251.00 |
2,282.75 |
|
| S4 |
2,213.00 |
2,227.00 |
2,276.00 |
|
|
| 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 |
2,294.75 |
2,188.50 |
106.25 |
4.6% |
47.00 |
2.1% |
95% |
True |
False |
53 |
| 10 |
2,294.75 |
2,171.50 |
123.25 |
5.4% |
39.00 |
1.7% |
96% |
True |
False |
49 |
| 20 |
2,319.00 |
2,171.50 |
147.50 |
6.4% |
22.75 |
1.0% |
80% |
False |
False |
26 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
10.1% |
12.50 |
0.5% |
51% |
False |
False |
14 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
10.1% |
9.75 |
0.4% |
51% |
False |
False |
10 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
10.1% |
9.50 |
0.4% |
51% |
False |
False |
10 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
10.1% |
7.50 |
0.3% |
51% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,396.75 |
|
2.618 |
2,357.50 |
|
1.618 |
2,333.50 |
|
1.000 |
2,318.75 |
|
0.618 |
2,309.50 |
|
HIGH |
2,294.75 |
|
0.618 |
2,285.50 |
|
0.500 |
2,282.75 |
|
0.382 |
2,280.00 |
|
LOW |
2,270.75 |
|
0.618 |
2,256.00 |
|
1.000 |
2,246.75 |
|
1.618 |
2,232.00 |
|
2.618 |
2,208.00 |
|
4.250 |
2,168.75 |
|
|