| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,303.00 |
2,326.16 |
23.16 |
1.0% |
2,217.63 |
| High |
2,327.36 |
2,363.36 |
36.00 |
1.5% |
2,363.36 |
| Low |
2,302.67 |
2,320.57 |
17.90 |
0.8% |
2,215.14 |
| Close |
2,325.07 |
2,361.39 |
36.32 |
1.6% |
2,361.39 |
| Range |
24.69 |
42.79 |
18.10 |
73.3% |
148.22 |
| ATR |
32.92 |
33.62 |
0.71 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.81 |
2,461.89 |
2,384.92 |
|
| R3 |
2,434.02 |
2,419.10 |
2,373.16 |
|
| R2 |
2,391.23 |
2,391.23 |
2,369.23 |
|
| R1 |
2,376.31 |
2,376.31 |
2,365.31 |
2,383.77 |
| PP |
2,348.44 |
2,348.44 |
2,348.44 |
2,352.17 |
| S1 |
2,333.52 |
2,333.52 |
2,357.47 |
2,340.98 |
| S2 |
2,305.65 |
2,305.65 |
2,353.55 |
|
| S3 |
2,262.86 |
2,290.73 |
2,349.62 |
|
| S4 |
2,220.07 |
2,247.94 |
2,337.86 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.96 |
2,707.89 |
2,442.91 |
|
| R3 |
2,609.74 |
2,559.67 |
2,402.15 |
|
| R2 |
2,461.52 |
2,461.52 |
2,388.56 |
|
| R1 |
2,411.45 |
2,411.45 |
2,374.98 |
2,436.49 |
| PP |
2,313.30 |
2,313.30 |
2,313.30 |
2,325.81 |
| S1 |
2,263.23 |
2,263.23 |
2,347.80 |
2,288.27 |
| S2 |
2,165.08 |
2,165.08 |
2,334.22 |
|
| S3 |
2,016.86 |
2,115.01 |
2,320.63 |
|
| S4 |
1,868.64 |
1,966.79 |
2,279.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,363.36 |
2,215.14 |
148.22 |
6.3% |
33.60 |
1.4% |
99% |
True |
False |
|
| 10 |
2,363.36 |
2,186.77 |
176.59 |
7.5% |
34.73 |
1.5% |
99% |
True |
False |
|
| 20 |
2,363.36 |
2,180.94 |
182.42 |
7.7% |
30.67 |
1.3% |
99% |
True |
False |
|
| 40 |
2,415.89 |
2,180.94 |
234.95 |
9.9% |
28.93 |
1.2% |
77% |
False |
False |
|
| 60 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
26.98 |
1.1% |
76% |
False |
False |
|
| 80 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
27.46 |
1.2% |
76% |
False |
False |
|
| 100 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
27.70 |
1.2% |
76% |
False |
False |
|
| 120 |
2,417.83 |
2,180.94 |
236.89 |
10.0% |
27.43 |
1.2% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.22 |
|
2.618 |
2,475.38 |
|
1.618 |
2,432.59 |
|
1.000 |
2,406.15 |
|
0.618 |
2,389.80 |
|
HIGH |
2,363.36 |
|
0.618 |
2,347.01 |
|
0.500 |
2,341.97 |
|
0.382 |
2,336.92 |
|
LOW |
2,320.57 |
|
0.618 |
2,294.13 |
|
1.000 |
2,277.78 |
|
1.618 |
2,251.34 |
|
2.618 |
2,208.55 |
|
4.250 |
2,138.71 |
|
|