Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
5,690.0 |
5,642.0 |
-48.0 |
-0.8% |
5,660.0 |
High |
5,732.5 |
5,720.0 |
-12.5 |
-0.2% |
5,754.0 |
Low |
5,640.0 |
5,627.0 |
-13.0 |
-0.2% |
5,610.0 |
Close |
5,654.5 |
5,706.0 |
51.5 |
0.9% |
5,654.5 |
Range |
92.5 |
93.0 |
0.5 |
0.5% |
144.0 |
ATR |
81.3 |
82.2 |
0.8 |
1.0% |
0.0 |
Volume |
105,197 |
77,192 |
-28,005 |
-26.6% |
468,870 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,963.5 |
5,927.5 |
5,757.0 |
|
R3 |
5,870.5 |
5,834.5 |
5,731.5 |
|
R2 |
5,777.5 |
5,777.5 |
5,723.0 |
|
R1 |
5,741.5 |
5,741.5 |
5,714.5 |
5,759.5 |
PP |
5,684.5 |
5,684.5 |
5,684.5 |
5,693.0 |
S1 |
5,648.5 |
5,648.5 |
5,697.5 |
5,666.5 |
S2 |
5,591.5 |
5,591.5 |
5,689.0 |
|
S3 |
5,498.5 |
5,555.5 |
5,680.5 |
|
S4 |
5,405.5 |
5,462.5 |
5,655.0 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,105.0 |
6,023.5 |
5,733.5 |
|
R3 |
5,961.0 |
5,879.5 |
5,694.0 |
|
R2 |
5,817.0 |
5,817.0 |
5,681.0 |
|
R1 |
5,735.5 |
5,735.5 |
5,667.5 |
5,704.0 |
PP |
5,673.0 |
5,673.0 |
5,673.0 |
5,657.0 |
S1 |
5,591.5 |
5,591.5 |
5,641.5 |
5,560.0 |
S2 |
5,529.0 |
5,529.0 |
5,628.0 |
|
S3 |
5,385.0 |
5,447.5 |
5,615.0 |
|
S4 |
5,241.0 |
5,303.5 |
5,575.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,754.0 |
5,625.5 |
128.5 |
2.3% |
84.5 |
1.5% |
63% |
False |
False |
92,472 |
10 |
5,789.0 |
5,605.5 |
183.5 |
3.2% |
85.0 |
1.5% |
55% |
False |
False |
132,531 |
20 |
5,957.0 |
5,605.5 |
351.5 |
6.2% |
78.5 |
1.4% |
29% |
False |
False |
78,814 |
40 |
6,030.0 |
5,605.5 |
424.5 |
7.4% |
71.0 |
1.2% |
24% |
False |
False |
39,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,115.0 |
2.618 |
5,963.5 |
1.618 |
5,870.5 |
1.000 |
5,813.0 |
0.618 |
5,777.5 |
HIGH |
5,720.0 |
0.618 |
5,684.5 |
0.500 |
5,673.5 |
0.382 |
5,662.5 |
LOW |
5,627.0 |
0.618 |
5,569.5 |
1.000 |
5,534.0 |
1.618 |
5,476.5 |
2.618 |
5,383.5 |
4.250 |
5,232.0 |
|
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