| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,697.0 |
2,730.0 |
33.0 |
1.2% |
2,735.0 |
| High |
2,730.0 |
2,759.0 |
29.0 |
1.1% |
2,807.0 |
| Low |
2,695.0 |
2,711.0 |
16.0 |
0.6% |
2,703.0 |
| Close |
2,718.0 |
2,745.0 |
27.0 |
1.0% |
2,713.0 |
| Range |
35.0 |
48.0 |
13.0 |
37.1% |
104.0 |
| ATR |
50.0 |
49.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
6,960 |
529 |
-6,431 |
-92.4% |
4,563 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,882.3 |
2,861.7 |
2,771.4 |
|
| R3 |
2,834.3 |
2,813.7 |
2,758.2 |
|
| R2 |
2,786.3 |
2,786.3 |
2,753.8 |
|
| R1 |
2,765.7 |
2,765.7 |
2,749.4 |
2,776.0 |
| PP |
2,738.3 |
2,738.3 |
2,738.3 |
2,743.5 |
| S1 |
2,717.7 |
2,717.7 |
2,740.6 |
2,728.0 |
| S2 |
2,690.3 |
2,690.3 |
2,736.2 |
|
| S3 |
2,642.3 |
2,669.7 |
2,731.8 |
|
| S4 |
2,594.3 |
2,621.7 |
2,718.6 |
|
|
| 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 |
2,800.0 |
2,695.0 |
105.0 |
3.8% |
45.2 |
1.6% |
48% |
False |
False |
2,206 |
| 10 |
2,807.0 |
2,687.0 |
120.0 |
4.4% |
50.3 |
1.8% |
48% |
False |
False |
9,284 |
| 20 |
2,858.0 |
2,687.0 |
171.0 |
6.2% |
47.0 |
1.7% |
34% |
False |
False |
8,352 |
| 40 |
2,954.0 |
2,687.0 |
267.0 |
9.7% |
43.8 |
1.6% |
22% |
False |
False |
4,421 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.3% |
38.1 |
1.4% |
21% |
False |
False |
3,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,963.0 |
|
2.618 |
2,884.7 |
|
1.618 |
2,836.7 |
|
1.000 |
2,807.0 |
|
0.618 |
2,788.7 |
|
HIGH |
2,759.0 |
|
0.618 |
2,740.7 |
|
0.500 |
2,735.0 |
|
0.382 |
2,729.3 |
|
LOW |
2,711.0 |
|
0.618 |
2,681.3 |
|
1.000 |
2,663.0 |
|
1.618 |
2,633.3 |
|
2.618 |
2,585.3 |
|
4.250 |
2,507.0 |
|
|