| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,276.75 |
2,295.25 |
18.50 |
0.8% |
2,179.00 |
| High |
2,294.75 |
2,317.75 |
23.00 |
1.0% |
2,253.75 |
| Low |
2,270.75 |
2,283.25 |
12.50 |
0.6% |
2,171.50 |
| Close |
2,289.25 |
2,315.50 |
26.25 |
1.1% |
2,204.00 |
| Range |
24.00 |
34.50 |
10.50 |
43.8% |
82.25 |
| ATR |
30.11 |
30.43 |
0.31 |
1.0% |
0.00 |
| Volume |
86 |
136 |
50 |
58.1% |
280 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,409.00 |
2,396.75 |
2,334.50 |
|
| R3 |
2,374.50 |
2,362.25 |
2,325.00 |
|
| R2 |
2,340.00 |
2,340.00 |
2,321.75 |
|
| R1 |
2,327.75 |
2,327.75 |
2,318.75 |
2,334.00 |
| PP |
2,305.50 |
2,305.50 |
2,305.50 |
2,308.50 |
| S1 |
2,293.25 |
2,293.25 |
2,312.25 |
2,299.50 |
| S2 |
2,271.00 |
2,271.00 |
2,309.25 |
|
| S3 |
2,236.50 |
2,258.75 |
2,306.00 |
|
| S4 |
2,202.00 |
2,224.25 |
2,296.50 |
|
|
| 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 |
2,317.75 |
2,188.50 |
129.25 |
5.6% |
43.25 |
1.9% |
98% |
True |
False |
77 |
| 10 |
2,317.75 |
2,171.50 |
146.25 |
6.3% |
40.00 |
1.7% |
98% |
True |
False |
58 |
| 20 |
2,317.75 |
2,171.50 |
146.25 |
6.3% |
24.50 |
1.1% |
98% |
True |
False |
32 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
10.0% |
13.50 |
0.6% |
62% |
False |
False |
17 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
10.0% |
10.50 |
0.4% |
62% |
False |
False |
12 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
10.0% |
10.00 |
0.4% |
62% |
False |
False |
11 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
10.0% |
8.00 |
0.3% |
62% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.50 |
|
2.618 |
2,408.00 |
|
1.618 |
2,373.50 |
|
1.000 |
2,352.25 |
|
0.618 |
2,339.00 |
|
HIGH |
2,317.75 |
|
0.618 |
2,304.50 |
|
0.500 |
2,300.50 |
|
0.382 |
2,296.50 |
|
LOW |
2,283.25 |
|
0.618 |
2,262.00 |
|
1.000 |
2,248.75 |
|
1.618 |
2,227.50 |
|
2.618 |
2,193.00 |
|
4.250 |
2,136.50 |
|
|