| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,209.75 |
2,220.04 |
10.29 |
0.5% |
2,225.21 |
| High |
2,216.74 |
2,222.51 |
5.77 |
0.3% |
2,256.46 |
| Low |
2,180.94 |
2,186.78 |
5.84 |
0.3% |
2,180.94 |
| Close |
2,199.93 |
2,192.96 |
-6.97 |
-0.3% |
2,192.96 |
| Range |
35.80 |
35.73 |
-0.07 |
-0.2% |
75.52 |
| ATR |
29.91 |
30.32 |
0.42 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.94 |
2,286.18 |
2,212.61 |
|
| R3 |
2,272.21 |
2,250.45 |
2,202.79 |
|
| R2 |
2,236.48 |
2,236.48 |
2,199.51 |
|
| R1 |
2,214.72 |
2,214.72 |
2,196.24 |
2,207.74 |
| PP |
2,200.75 |
2,200.75 |
2,200.75 |
2,197.26 |
| S1 |
2,178.99 |
2,178.99 |
2,189.68 |
2,172.01 |
| S2 |
2,165.02 |
2,165.02 |
2,186.41 |
|
| S3 |
2,129.29 |
2,143.26 |
2,183.13 |
|
| S4 |
2,093.56 |
2,107.53 |
2,173.31 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,436.68 |
2,390.34 |
2,234.50 |
|
| R3 |
2,361.16 |
2,314.82 |
2,213.73 |
|
| R2 |
2,285.64 |
2,285.64 |
2,206.81 |
|
| R1 |
2,239.30 |
2,239.30 |
2,199.88 |
2,224.71 |
| PP |
2,210.12 |
2,210.12 |
2,210.12 |
2,202.83 |
| S1 |
2,163.78 |
2,163.78 |
2,186.04 |
2,149.19 |
| S2 |
2,134.60 |
2,134.60 |
2,179.11 |
|
| S3 |
2,059.08 |
2,088.26 |
2,172.19 |
|
| S4 |
1,983.56 |
2,012.74 |
2,151.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,256.46 |
2,180.94 |
75.52 |
3.4% |
29.30 |
1.3% |
16% |
False |
False |
|
| 10 |
2,299.39 |
2,180.94 |
118.45 |
5.4% |
26.61 |
1.2% |
10% |
False |
False |
|
| 20 |
2,373.82 |
2,180.94 |
192.88 |
8.8% |
25.71 |
1.2% |
6% |
False |
False |
|
| 40 |
2,417.83 |
2,180.94 |
236.89 |
10.8% |
25.37 |
1.2% |
5% |
False |
False |
|
| 60 |
2,417.83 |
2,180.94 |
236.89 |
10.8% |
25.22 |
1.2% |
5% |
False |
False |
|
| 80 |
2,417.83 |
2,180.94 |
236.89 |
10.8% |
27.35 |
1.2% |
5% |
False |
False |
|
| 100 |
2,417.83 |
2,180.94 |
236.89 |
10.8% |
26.95 |
1.2% |
5% |
False |
False |
|
| 120 |
2,417.83 |
2,180.94 |
236.89 |
10.8% |
26.13 |
1.2% |
5% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,374.36 |
|
2.618 |
2,316.05 |
|
1.618 |
2,280.32 |
|
1.000 |
2,258.24 |
|
0.618 |
2,244.59 |
|
HIGH |
2,222.51 |
|
0.618 |
2,208.86 |
|
0.500 |
2,204.65 |
|
0.382 |
2,200.43 |
|
LOW |
2,186.78 |
|
0.618 |
2,164.70 |
|
1.000 |
2,151.05 |
|
1.618 |
2,128.97 |
|
2.618 |
2,093.24 |
|
4.250 |
2,034.93 |
|
|