| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,295.25 |
2,311.00 |
15.75 |
0.7% |
2,199.75 |
| High |
2,317.75 |
2,355.00 |
37.25 |
1.6% |
2,355.00 |
| Low |
2,283.25 |
2,311.00 |
27.75 |
1.2% |
2,188.50 |
| Close |
2,315.50 |
2,349.75 |
34.25 |
1.5% |
2,349.75 |
| Range |
34.50 |
44.00 |
9.50 |
27.5% |
166.50 |
| ATR |
30.43 |
31.40 |
0.97 |
3.2% |
0.00 |
| Volume |
136 |
230 |
94 |
69.1% |
527 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.50 |
2,454.25 |
2,374.00 |
|
| R3 |
2,426.50 |
2,410.25 |
2,361.75 |
|
| R2 |
2,382.50 |
2,382.50 |
2,357.75 |
|
| R1 |
2,366.25 |
2,366.25 |
2,353.75 |
2,374.50 |
| PP |
2,338.50 |
2,338.50 |
2,338.50 |
2,342.75 |
| S1 |
2,322.25 |
2,322.25 |
2,345.75 |
2,330.50 |
| S2 |
2,294.50 |
2,294.50 |
2,341.75 |
|
| S3 |
2,250.50 |
2,278.25 |
2,337.75 |
|
| S4 |
2,206.50 |
2,234.25 |
2,325.50 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.25 |
2,740.00 |
2,441.25 |
|
| R3 |
2,630.75 |
2,573.50 |
2,395.50 |
|
| R2 |
2,464.25 |
2,464.25 |
2,380.25 |
|
| R1 |
2,407.00 |
2,407.00 |
2,365.00 |
2,435.50 |
| PP |
2,297.75 |
2,297.75 |
2,297.75 |
2,312.00 |
| S1 |
2,240.50 |
2,240.50 |
2,334.50 |
2,269.00 |
| S2 |
2,131.25 |
2,131.25 |
2,319.25 |
|
| S3 |
1,964.75 |
2,074.00 |
2,304.00 |
|
| S4 |
1,798.25 |
1,907.50 |
2,258.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,355.00 |
2,188.50 |
166.50 |
7.1% |
42.00 |
1.8% |
97% |
True |
False |
105 |
| 10 |
2,355.00 |
2,171.50 |
183.50 |
7.8% |
41.50 |
1.8% |
97% |
True |
False |
80 |
| 20 |
2,355.00 |
2,171.50 |
183.50 |
7.8% |
26.50 |
1.1% |
97% |
True |
False |
44 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
9.8% |
14.50 |
0.6% |
77% |
False |
False |
23 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
9.8% |
11.25 |
0.5% |
77% |
False |
False |
16 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
9.8% |
10.50 |
0.4% |
77% |
False |
False |
14 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
9.8% |
8.25 |
0.4% |
77% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,542.00 |
|
2.618 |
2,470.25 |
|
1.618 |
2,426.25 |
|
1.000 |
2,399.00 |
|
0.618 |
2,382.25 |
|
HIGH |
2,355.00 |
|
0.618 |
2,338.25 |
|
0.500 |
2,333.00 |
|
0.382 |
2,327.75 |
|
LOW |
2,311.00 |
|
0.618 |
2,283.75 |
|
1.000 |
2,267.00 |
|
1.618 |
2,239.75 |
|
2.618 |
2,195.75 |
|
4.250 |
2,124.00 |
|
|