| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,770.0 |
2,760.0 |
-10.0 |
-0.4% |
2,735.0 |
| High |
2,771.0 |
2,772.0 |
1.0 |
0.0% |
2,807.0 |
| Low |
2,717.0 |
2,703.0 |
-14.0 |
-0.5% |
2,703.0 |
| Close |
2,724.0 |
2,713.0 |
-11.0 |
-0.4% |
2,713.0 |
| Range |
54.0 |
69.0 |
15.0 |
27.8% |
104.0 |
| ATR |
49.8 |
51.2 |
1.4 |
2.7% |
0.0 |
| Volume |
1,841 |
1,557 |
-284 |
-15.4% |
4,563 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.3 |
2,893.7 |
2,751.0 |
|
| R3 |
2,867.3 |
2,824.7 |
2,732.0 |
|
| R2 |
2,798.3 |
2,798.3 |
2,725.7 |
|
| R1 |
2,755.7 |
2,755.7 |
2,719.3 |
2,742.5 |
| PP |
2,729.3 |
2,729.3 |
2,729.3 |
2,722.8 |
| S1 |
2,686.7 |
2,686.7 |
2,706.7 |
2,673.5 |
| S2 |
2,660.3 |
2,660.3 |
2,700.4 |
|
| S3 |
2,591.3 |
2,617.7 |
2,694.0 |
|
| S4 |
2,522.3 |
2,548.7 |
2,675.1 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.0 |
2,987.0 |
2,770.2 |
|
| R3 |
2,949.0 |
2,883.0 |
2,741.6 |
|
| R2 |
2,845.0 |
2,845.0 |
2,732.1 |
|
| R1 |
2,779.0 |
2,779.0 |
2,722.5 |
2,760.0 |
| PP |
2,741.0 |
2,741.0 |
2,741.0 |
2,731.5 |
| S1 |
2,675.0 |
2,675.0 |
2,703.5 |
2,656.0 |
| S2 |
2,637.0 |
2,637.0 |
2,693.9 |
|
| S3 |
2,533.0 |
2,571.0 |
2,684.4 |
|
| S4 |
2,429.0 |
2,467.0 |
2,655.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,807.0 |
2,703.0 |
104.0 |
3.8% |
46.6 |
1.7% |
10% |
False |
True |
912 |
| 10 |
2,807.0 |
2,687.0 |
120.0 |
4.4% |
49.7 |
1.8% |
22% |
False |
False |
10,336 |
| 20 |
2,866.0 |
2,687.0 |
179.0 |
6.6% |
45.6 |
1.7% |
15% |
False |
False |
8,048 |
| 40 |
2,969.0 |
2,687.0 |
282.0 |
10.4% |
43.0 |
1.6% |
9% |
False |
False |
4,254 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.4% |
37.9 |
1.4% |
9% |
False |
False |
2,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,065.3 |
|
2.618 |
2,952.6 |
|
1.618 |
2,883.6 |
|
1.000 |
2,841.0 |
|
0.618 |
2,814.6 |
|
HIGH |
2,772.0 |
|
0.618 |
2,745.6 |
|
0.500 |
2,737.5 |
|
0.382 |
2,729.4 |
|
LOW |
2,703.0 |
|
0.618 |
2,660.4 |
|
1.000 |
2,634.0 |
|
1.618 |
2,591.4 |
|
2.618 |
2,522.4 |
|
4.250 |
2,409.8 |
|
|