| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,256.52 |
2,290.50 |
33.98 |
1.5% |
2,187.21 |
| High |
2,286.92 |
2,299.32 |
12.40 |
0.5% |
2,256.70 |
| Low |
2,254.94 |
2,278.85 |
23.91 |
1.1% |
2,186.77 |
| Close |
2,285.75 |
2,294.43 |
8.68 |
0.4% |
2,217.06 |
| Range |
31.98 |
20.47 |
-11.51 |
-36.0% |
69.93 |
| ATR |
33.88 |
32.92 |
-0.96 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.28 |
2,343.82 |
2,305.69 |
|
| R3 |
2,331.81 |
2,323.35 |
2,300.06 |
|
| R2 |
2,311.34 |
2,311.34 |
2,298.18 |
|
| R1 |
2,302.88 |
2,302.88 |
2,296.31 |
2,307.11 |
| PP |
2,290.87 |
2,290.87 |
2,290.87 |
2,292.98 |
| S1 |
2,282.41 |
2,282.41 |
2,292.55 |
2,286.64 |
| S2 |
2,270.40 |
2,270.40 |
2,290.68 |
|
| S3 |
2,249.93 |
2,261.94 |
2,288.80 |
|
| S4 |
2,229.46 |
2,241.47 |
2,283.17 |
|
|
| 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 |
2,299.32 |
2,204.47 |
94.85 |
4.1% |
37.32 |
1.6% |
95% |
True |
False |
|
| 10 |
2,299.32 |
2,180.94 |
118.38 |
5.2% |
35.14 |
1.5% |
96% |
True |
False |
|
| 20 |
2,335.65 |
2,180.94 |
154.71 |
6.7% |
29.77 |
1.3% |
73% |
False |
False |
|
| 40 |
2,415.89 |
2,180.94 |
234.95 |
10.2% |
28.89 |
1.3% |
48% |
False |
False |
|
| 60 |
2,417.83 |
2,180.94 |
236.89 |
10.3% |
26.70 |
1.2% |
48% |
False |
False |
|
| 80 |
2,417.83 |
2,180.94 |
236.89 |
10.3% |
27.34 |
1.2% |
48% |
False |
False |
|
| 100 |
2,417.83 |
2,180.94 |
236.89 |
10.3% |
27.43 |
1.2% |
48% |
False |
False |
|
| 120 |
2,417.83 |
2,180.94 |
236.89 |
10.3% |
27.30 |
1.2% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,386.32 |
|
2.618 |
2,352.91 |
|
1.618 |
2,332.44 |
|
1.000 |
2,319.79 |
|
0.618 |
2,311.97 |
|
HIGH |
2,299.32 |
|
0.618 |
2,291.50 |
|
0.500 |
2,289.09 |
|
0.382 |
2,286.67 |
|
LOW |
2,278.85 |
|
0.618 |
2,266.20 |
|
1.000 |
2,258.38 |
|
1.618 |
2,245.73 |
|
2.618 |
2,225.26 |
|
4.250 |
2,191.85 |
|
|