| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,217.63 |
2,256.52 |
38.89 |
1.8% |
2,187.21 |
| High |
2,263.21 |
2,286.92 |
23.71 |
1.0% |
2,256.70 |
| Low |
2,215.14 |
2,254.94 |
39.80 |
1.8% |
2,186.77 |
| Close |
2,252.24 |
2,285.75 |
33.51 |
1.5% |
2,217.06 |
| Range |
48.07 |
31.98 |
-16.09 |
-33.5% |
69.93 |
| ATR |
33.81 |
33.88 |
0.06 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.81 |
2,360.76 |
2,303.34 |
|
| R3 |
2,339.83 |
2,328.78 |
2,294.54 |
|
| R2 |
2,307.85 |
2,307.85 |
2,291.61 |
|
| R1 |
2,296.80 |
2,296.80 |
2,288.68 |
2,302.33 |
| PP |
2,275.87 |
2,275.87 |
2,275.87 |
2,278.63 |
| S1 |
2,264.82 |
2,264.82 |
2,282.82 |
2,270.35 |
| S2 |
2,243.89 |
2,243.89 |
2,279.89 |
|
| S3 |
2,211.91 |
2,232.84 |
2,276.96 |
|
| S4 |
2,179.93 |
2,200.86 |
2,268.16 |
|
|
| 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 |
2,286.92 |
2,204.47 |
82.45 |
3.6% |
37.19 |
1.6% |
99% |
True |
False |
|
| 10 |
2,286.92 |
2,180.94 |
105.98 |
4.6% |
37.00 |
1.6% |
99% |
True |
False |
|
| 20 |
2,373.82 |
2,180.94 |
192.88 |
8.4% |
31.39 |
1.4% |
54% |
False |
False |
|
| 40 |
2,415.89 |
2,180.94 |
234.95 |
10.3% |
29.05 |
1.3% |
45% |
False |
False |
|
| 60 |
2,417.83 |
2,180.94 |
236.89 |
10.4% |
26.80 |
1.2% |
44% |
False |
False |
|
| 80 |
2,417.83 |
2,180.94 |
236.89 |
10.4% |
27.88 |
1.2% |
44% |
False |
False |
|
| 100 |
2,417.83 |
2,180.94 |
236.89 |
10.4% |
27.43 |
1.2% |
44% |
False |
False |
|
| 120 |
2,417.83 |
2,180.94 |
236.89 |
10.4% |
27.22 |
1.2% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,422.84 |
|
2.618 |
2,370.64 |
|
1.618 |
2,338.66 |
|
1.000 |
2,318.90 |
|
0.618 |
2,306.68 |
|
HIGH |
2,286.92 |
|
0.618 |
2,274.70 |
|
0.500 |
2,270.93 |
|
0.382 |
2,267.16 |
|
LOW |
2,254.94 |
|
0.618 |
2,235.18 |
|
1.000 |
2,222.96 |
|
1.618 |
2,203.20 |
|
2.618 |
2,171.22 |
|
4.250 |
2,119.03 |
|
|