| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,187.21 |
2,210.97 |
23.76 |
1.1% |
2,225.21 |
| High |
2,210.64 |
2,253.27 |
42.63 |
1.9% |
2,256.46 |
| Low |
2,186.77 |
2,203.71 |
16.94 |
0.8% |
2,180.94 |
| Close |
2,204.36 |
2,251.82 |
47.46 |
2.2% |
2,192.96 |
| Range |
23.87 |
49.56 |
25.69 |
107.6% |
75.52 |
| ATR |
29.86 |
31.27 |
1.41 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.95 |
2,367.94 |
2,279.08 |
|
| R3 |
2,335.39 |
2,318.38 |
2,265.45 |
|
| R2 |
2,285.83 |
2,285.83 |
2,260.91 |
|
| R1 |
2,268.82 |
2,268.82 |
2,256.36 |
2,277.33 |
| PP |
2,236.27 |
2,236.27 |
2,236.27 |
2,240.52 |
| S1 |
2,219.26 |
2,219.26 |
2,247.28 |
2,227.77 |
| S2 |
2,186.71 |
2,186.71 |
2,242.73 |
|
| S3 |
2,137.15 |
2,169.70 |
2,238.19 |
|
| S4 |
2,087.59 |
2,120.14 |
2,224.56 |
|
|
| 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 |
2,253.27 |
2,180.94 |
72.33 |
3.2% |
36.81 |
1.6% |
98% |
True |
False |
|
| 10 |
2,268.00 |
2,180.94 |
87.06 |
3.9% |
29.27 |
1.3% |
81% |
False |
False |
|
| 20 |
2,373.82 |
2,180.94 |
192.88 |
8.6% |
27.39 |
1.2% |
37% |
False |
False |
|
| 40 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
26.69 |
1.2% |
30% |
False |
False |
|
| 60 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
25.49 |
1.1% |
30% |
False |
False |
|
| 80 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
27.52 |
1.2% |
30% |
False |
False |
|
| 100 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
27.31 |
1.2% |
30% |
False |
False |
|
| 120 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
26.57 |
1.2% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.90 |
|
2.618 |
2,383.02 |
|
1.618 |
2,333.46 |
|
1.000 |
2,302.83 |
|
0.618 |
2,283.90 |
|
HIGH |
2,253.27 |
|
0.618 |
2,234.34 |
|
0.500 |
2,228.49 |
|
0.382 |
2,222.64 |
|
LOW |
2,203.71 |
|
0.618 |
2,173.08 |
|
1.000 |
2,154.15 |
|
1.618 |
2,123.52 |
|
2.618 |
2,073.96 |
|
4.250 |
1,993.08 |
|
|