| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,755.0 |
2,814.0 |
59.0 |
2.1% |
2,735.0 |
| High |
2,811.0 |
2,854.0 |
43.0 |
1.5% |
2,807.0 |
| Low |
2,755.0 |
2,798.0 |
43.0 |
1.6% |
2,703.0 |
| Close |
2,797.0 |
2,843.0 |
46.0 |
1.6% |
2,713.0 |
| Range |
56.0 |
56.0 |
0.0 |
0.0% |
104.0 |
| ATR |
51.0 |
51.5 |
0.4 |
0.8% |
0.0 |
| Volume |
69,532 |
36,681 |
-32,851 |
-47.2% |
4,563 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,999.7 |
2,977.3 |
2,873.8 |
|
| R3 |
2,943.7 |
2,921.3 |
2,858.4 |
|
| R2 |
2,887.7 |
2,887.7 |
2,853.3 |
|
| R1 |
2,865.3 |
2,865.3 |
2,848.1 |
2,876.5 |
| PP |
2,831.7 |
2,831.7 |
2,831.7 |
2,837.3 |
| S1 |
2,809.3 |
2,809.3 |
2,837.9 |
2,820.5 |
| S2 |
2,775.7 |
2,775.7 |
2,832.7 |
|
| S3 |
2,719.7 |
2,753.3 |
2,827.6 |
|
| S4 |
2,663.7 |
2,697.3 |
2,812.2 |
|
|
| 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 |
2,854.0 |
2,695.0 |
159.0 |
5.6% |
52.8 |
1.9% |
93% |
True |
False |
23,051 |
| 10 |
2,854.0 |
2,694.0 |
160.0 |
5.6% |
50.8 |
1.8% |
93% |
True |
False |
12,630 |
| 20 |
2,854.0 |
2,687.0 |
167.0 |
5.9% |
47.5 |
1.7% |
93% |
True |
False |
12,258 |
| 40 |
2,925.0 |
2,687.0 |
238.0 |
8.4% |
43.9 |
1.5% |
66% |
False |
False |
7,025 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
9.9% |
39.3 |
1.4% |
55% |
False |
False |
4,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.0 |
|
2.618 |
3,000.6 |
|
1.618 |
2,944.6 |
|
1.000 |
2,910.0 |
|
0.618 |
2,888.6 |
|
HIGH |
2,854.0 |
|
0.618 |
2,832.6 |
|
0.500 |
2,826.0 |
|
0.382 |
2,819.4 |
|
LOW |
2,798.0 |
|
0.618 |
2,763.4 |
|
1.000 |
2,742.0 |
|
1.618 |
2,707.4 |
|
2.618 |
2,651.4 |
|
4.250 |
2,560.0 |
|
|