Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,273.0 |
7,362.5 |
89.5 |
1.2% |
7,160.5 |
High |
7,367.0 |
7,444.0 |
77.0 |
1.0% |
7,365.5 |
Low |
7,267.5 |
7,341.5 |
74.0 |
1.0% |
7,125.0 |
Close |
7,351.0 |
7,421.0 |
70.0 |
1.0% |
7,180.0 |
Range |
99.5 |
102.5 |
3.0 |
3.0% |
240.5 |
ATR |
116.4 |
115.4 |
-1.0 |
-0.9% |
0.0 |
Volume |
823 |
406 |
-417 |
-50.7% |
1,319 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,709.7 |
7,667.8 |
7,477.4 |
|
R3 |
7,607.2 |
7,565.3 |
7,449.2 |
|
R2 |
7,504.7 |
7,504.7 |
7,439.8 |
|
R1 |
7,462.8 |
7,462.8 |
7,430.4 |
7,483.8 |
PP |
7,402.2 |
7,402.2 |
7,402.2 |
7,412.6 |
S1 |
7,360.3 |
7,360.3 |
7,411.6 |
7,381.3 |
S2 |
7,299.7 |
7,299.7 |
7,402.2 |
|
S3 |
7,197.2 |
7,257.8 |
7,392.8 |
|
S4 |
7,094.7 |
7,155.3 |
7,364.6 |
|
|
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 |
7,444.0 |
7,128.0 |
316.0 |
4.3% |
113.8 |
1.5% |
93% |
True |
False |
368 |
10 |
7,444.0 |
7,091.0 |
353.0 |
4.8% |
114.1 |
1.5% |
93% |
True |
False |
779 |
20 |
7,444.0 |
7,054.5 |
389.5 |
5.2% |
104.8 |
1.4% |
94% |
True |
False |
2,967 |
40 |
7,593.5 |
7,054.5 |
539.0 |
7.3% |
93.9 |
1.3% |
68% |
False |
False |
1,527 |
60 |
7,680.0 |
7,054.5 |
625.5 |
8.4% |
82.6 |
1.1% |
59% |
False |
False |
1,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,879.6 |
2.618 |
7,712.3 |
1.618 |
7,609.8 |
1.000 |
7,546.5 |
0.618 |
7,507.3 |
HIGH |
7,444.0 |
0.618 |
7,404.8 |
0.500 |
7,392.8 |
0.382 |
7,380.7 |
LOW |
7,341.5 |
0.618 |
7,278.2 |
1.000 |
7,239.0 |
1.618 |
7,175.7 |
2.618 |
7,073.2 |
4.250 |
6,905.9 |
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