| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,245.49 |
2,217.63 |
-27.86 |
-1.2% |
2,187.21 |
| High |
2,246.96 |
2,263.21 |
16.25 |
0.7% |
2,256.70 |
| Low |
2,213.10 |
2,215.14 |
2.04 |
0.1% |
2,186.77 |
| Close |
2,217.06 |
2,252.24 |
35.18 |
1.6% |
2,217.06 |
| Range |
33.86 |
48.07 |
14.21 |
42.0% |
69.93 |
| ATR |
32.72 |
33.81 |
1.10 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,387.74 |
2,368.06 |
2,278.68 |
|
| R3 |
2,339.67 |
2,319.99 |
2,265.46 |
|
| R2 |
2,291.60 |
2,291.60 |
2,261.05 |
|
| R1 |
2,271.92 |
2,271.92 |
2,256.65 |
2,281.76 |
| PP |
2,243.53 |
2,243.53 |
2,243.53 |
2,248.45 |
| S1 |
2,223.85 |
2,223.85 |
2,247.83 |
2,233.69 |
| S2 |
2,195.46 |
2,195.46 |
2,243.43 |
|
| S3 |
2,147.39 |
2,175.78 |
2,239.02 |
|
| S4 |
2,099.32 |
2,127.71 |
2,225.80 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.97 |
2,393.44 |
2,255.52 |
|
| R3 |
2,360.04 |
2,323.51 |
2,236.29 |
|
| R2 |
2,290.11 |
2,290.11 |
2,229.88 |
|
| R1 |
2,253.58 |
2,253.58 |
2,223.47 |
2,271.85 |
| PP |
2,220.18 |
2,220.18 |
2,220.18 |
2,229.31 |
| S1 |
2,183.65 |
2,183.65 |
2,210.65 |
2,201.92 |
| S2 |
2,150.25 |
2,150.25 |
2,204.24 |
|
| S3 |
2,080.32 |
2,113.72 |
2,197.83 |
|
| S4 |
2,010.39 |
2,043.79 |
2,178.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,263.21 |
2,203.71 |
59.50 |
2.6% |
40.71 |
1.8% |
82% |
True |
False |
|
| 10 |
2,263.21 |
2,180.94 |
82.27 |
3.7% |
35.41 |
1.6% |
87% |
True |
False |
|
| 20 |
2,373.82 |
2,180.94 |
192.88 |
8.6% |
31.05 |
1.4% |
37% |
False |
False |
|
| 40 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
28.76 |
1.3% |
30% |
False |
False |
|
| 60 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
26.67 |
1.2% |
30% |
False |
False |
|
| 80 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
27.81 |
1.2% |
30% |
False |
False |
|
| 100 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
27.40 |
1.2% |
30% |
False |
False |
|
| 120 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
27.18 |
1.2% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.51 |
|
2.618 |
2,389.06 |
|
1.618 |
2,340.99 |
|
1.000 |
2,311.28 |
|
0.618 |
2,292.92 |
|
HIGH |
2,263.21 |
|
0.618 |
2,244.85 |
|
0.500 |
2,239.18 |
|
0.382 |
2,233.50 |
|
LOW |
2,215.14 |
|
0.618 |
2,185.43 |
|
1.000 |
2,167.07 |
|
1.618 |
2,137.36 |
|
2.618 |
2,089.29 |
|
4.250 |
2,010.84 |
|
|