| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,814.0 |
2,851.0 |
37.0 |
1.3% |
2,697.0 |
| High |
2,854.0 |
2,887.0 |
33.0 |
1.2% |
2,887.0 |
| Low |
2,798.0 |
2,835.0 |
37.0 |
1.3% |
2,695.0 |
| Close |
2,843.0 |
2,869.0 |
26.0 |
0.9% |
2,869.0 |
| Range |
56.0 |
52.0 |
-4.0 |
-7.1% |
192.0 |
| ATR |
51.5 |
51.5 |
0.0 |
0.1% |
0.0 |
| Volume |
36,681 |
754 |
-35,927 |
-97.9% |
114,456 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,019.7 |
2,996.3 |
2,897.6 |
|
| R3 |
2,967.7 |
2,944.3 |
2,883.3 |
|
| R2 |
2,915.7 |
2,915.7 |
2,878.5 |
|
| R1 |
2,892.3 |
2,892.3 |
2,873.8 |
2,904.0 |
| PP |
2,863.7 |
2,863.7 |
2,863.7 |
2,869.5 |
| S1 |
2,840.3 |
2,840.3 |
2,864.2 |
2,852.0 |
| S2 |
2,811.7 |
2,811.7 |
2,859.5 |
|
| S3 |
2,759.7 |
2,788.3 |
2,854.7 |
|
| S4 |
2,707.7 |
2,736.3 |
2,840.4 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,393.0 |
3,323.0 |
2,974.6 |
|
| R3 |
3,201.0 |
3,131.0 |
2,921.8 |
|
| R2 |
3,009.0 |
3,009.0 |
2,904.2 |
|
| R1 |
2,939.0 |
2,939.0 |
2,886.6 |
2,974.0 |
| PP |
2,817.0 |
2,817.0 |
2,817.0 |
2,834.5 |
| S1 |
2,747.0 |
2,747.0 |
2,851.4 |
2,782.0 |
| S2 |
2,625.0 |
2,625.0 |
2,833.8 |
|
| S3 |
2,433.0 |
2,555.0 |
2,816.2 |
|
| S4 |
2,241.0 |
2,363.0 |
2,763.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,887.0 |
2,695.0 |
192.0 |
6.7% |
49.4 |
1.7% |
91% |
True |
False |
22,891 |
| 10 |
2,887.0 |
2,695.0 |
192.0 |
6.7% |
48.0 |
1.7% |
91% |
True |
False |
11,901 |
| 20 |
2,887.0 |
2,687.0 |
200.0 |
7.0% |
47.6 |
1.7% |
91% |
True |
False |
12,199 |
| 40 |
2,925.0 |
2,687.0 |
238.0 |
8.3% |
43.9 |
1.5% |
76% |
False |
False |
7,039 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
9.8% |
39.4 |
1.4% |
65% |
False |
False |
4,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,108.0 |
|
2.618 |
3,023.1 |
|
1.618 |
2,971.1 |
|
1.000 |
2,939.0 |
|
0.618 |
2,919.1 |
|
HIGH |
2,887.0 |
|
0.618 |
2,867.1 |
|
0.500 |
2,861.0 |
|
0.382 |
2,854.9 |
|
LOW |
2,835.0 |
|
0.618 |
2,802.9 |
|
1.000 |
2,783.0 |
|
1.618 |
2,750.9 |
|
2.618 |
2,698.9 |
|
4.250 |
2,614.0 |
|
|