Day Change Summary |
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Previous |
Current |
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|
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27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,148.5 |
7,208.0 |
59.5 |
0.8% |
7,160.5 |
High |
7,195.5 |
7,260.0 |
64.5 |
0.9% |
7,365.5 |
Low |
7,135.0 |
7,128.0 |
-7.0 |
-0.1% |
7,125.0 |
Close |
7,159.0 |
7,222.5 |
63.5 |
0.9% |
7,180.0 |
Range |
60.5 |
132.0 |
71.5 |
118.2% |
240.5 |
ATR |
112.9 |
114.3 |
1.4 |
1.2% |
0.0 |
Volume |
119 |
271 |
152 |
127.7% |
1,319 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,599.5 |
7,543.0 |
7,295.1 |
|
R3 |
7,467.5 |
7,411.0 |
7,258.8 |
|
R2 |
7,335.5 |
7,335.5 |
7,246.7 |
|
R1 |
7,279.0 |
7,279.0 |
7,234.6 |
7,307.3 |
PP |
7,203.5 |
7,203.5 |
7,203.5 |
7,217.6 |
S1 |
7,147.0 |
7,147.0 |
7,210.4 |
7,175.3 |
S2 |
7,071.5 |
7,071.5 |
7,198.3 |
|
S3 |
6,939.5 |
7,015.0 |
7,186.2 |
|
S4 |
6,807.5 |
6,883.0 |
7,149.9 |
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|
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 |
7,364.0 |
7,128.0 |
236.0 |
3.3% |
106.0 |
1.5% |
40% |
False |
True |
256 |
10 |
7,365.5 |
7,071.0 |
294.5 |
4.1% |
115.4 |
1.6% |
51% |
False |
False |
4,327 |
20 |
7,365.5 |
7,054.5 |
311.0 |
4.3% |
105.2 |
1.5% |
54% |
False |
False |
2,914 |
40 |
7,593.5 |
7,054.5 |
539.0 |
7.5% |
94.5 |
1.3% |
31% |
False |
False |
1,505 |
60 |
7,680.0 |
7,054.5 |
625.5 |
8.7% |
79.6 |
1.1% |
27% |
False |
False |
1,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,821.0 |
2.618 |
7,605.6 |
1.618 |
7,473.6 |
1.000 |
7,392.0 |
0.618 |
7,341.6 |
HIGH |
7,260.0 |
0.618 |
7,209.6 |
0.500 |
7,194.0 |
0.382 |
7,178.4 |
LOW |
7,128.0 |
0.618 |
7,046.4 |
1.000 |
6,996.0 |
1.618 |
6,914.4 |
2.618 |
6,782.4 |
4.250 |
6,567.0 |
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