Day Change Summary |
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Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,284.5 |
7,148.5 |
-136.0 |
-1.9% |
7,160.5 |
High |
7,325.0 |
7,195.5 |
-129.5 |
-1.8% |
7,365.5 |
Low |
7,150.5 |
7,135.0 |
-15.5 |
-0.2% |
7,125.0 |
Close |
7,180.0 |
7,159.0 |
-21.0 |
-0.3% |
7,180.0 |
Range |
174.5 |
60.5 |
-114.0 |
-65.3% |
240.5 |
ATR |
117.0 |
112.9 |
-4.0 |
-3.4% |
0.0 |
Volume |
222 |
119 |
-103 |
-46.4% |
1,319 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,344.7 |
7,312.3 |
7,192.3 |
|
R3 |
7,284.2 |
7,251.8 |
7,175.6 |
|
R2 |
7,223.7 |
7,223.7 |
7,170.1 |
|
R1 |
7,191.3 |
7,191.3 |
7,164.5 |
7,207.5 |
PP |
7,163.2 |
7,163.2 |
7,163.2 |
7,171.3 |
S1 |
7,130.8 |
7,130.8 |
7,153.5 |
7,147.0 |
S2 |
7,102.7 |
7,102.7 |
7,147.9 |
|
S3 |
7,042.2 |
7,070.3 |
7,142.4 |
|
S4 |
6,981.7 |
7,009.8 |
7,125.7 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,945.0 |
7,803.0 |
7,312.3 |
|
R3 |
7,704.5 |
7,562.5 |
7,246.1 |
|
R2 |
7,464.0 |
7,464.0 |
7,224.1 |
|
R1 |
7,322.0 |
7,322.0 |
7,202.0 |
7,393.0 |
PP |
7,223.5 |
7,223.5 |
7,223.5 |
7,259.0 |
S1 |
7,081.5 |
7,081.5 |
7,158.0 |
7,152.5 |
S2 |
6,983.0 |
6,983.0 |
7,135.9 |
|
S3 |
6,742.5 |
6,841.0 |
7,113.9 |
|
S4 |
6,502.0 |
6,600.5 |
7,047.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,365.5 |
7,135.0 |
230.5 |
3.2% |
105.0 |
1.5% |
10% |
False |
True |
241 |
10 |
7,365.5 |
7,071.0 |
294.5 |
4.1% |
109.1 |
1.5% |
30% |
False |
False |
4,799 |
20 |
7,365.5 |
7,054.5 |
311.0 |
4.3% |
100.0 |
1.4% |
34% |
False |
False |
2,903 |
40 |
7,593.5 |
7,054.5 |
539.0 |
7.5% |
92.3 |
1.3% |
19% |
False |
False |
1,502 |
60 |
7,680.0 |
7,054.5 |
625.5 |
8.7% |
78.6 |
1.1% |
17% |
False |
False |
1,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,452.6 |
2.618 |
7,353.9 |
1.618 |
7,293.4 |
1.000 |
7,256.0 |
0.618 |
7,232.9 |
HIGH |
7,195.5 |
0.618 |
7,172.4 |
0.500 |
7,165.3 |
0.382 |
7,158.1 |
LOW |
7,135.0 |
0.618 |
7,097.6 |
1.000 |
7,074.5 |
1.618 |
7,037.1 |
2.618 |
6,976.6 |
4.250 |
6,877.9 |
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