| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,243.21 |
2,210.49 |
-32.72 |
-1.5% |
2,225.21 |
| High |
2,254.64 |
2,256.70 |
2.06 |
0.1% |
2,256.46 |
| Low |
2,234.83 |
2,204.47 |
-30.36 |
-1.4% |
2,180.94 |
| Close |
2,235.75 |
2,255.05 |
19.30 |
0.9% |
2,192.96 |
| Range |
19.81 |
52.23 |
32.42 |
163.7% |
75.52 |
| ATR |
30.45 |
32.01 |
1.56 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,395.43 |
2,377.47 |
2,283.78 |
|
| R3 |
2,343.20 |
2,325.24 |
2,269.41 |
|
| R2 |
2,290.97 |
2,290.97 |
2,264.63 |
|
| R1 |
2,273.01 |
2,273.01 |
2,259.84 |
2,281.99 |
| PP |
2,238.74 |
2,238.74 |
2,238.74 |
2,243.23 |
| S1 |
2,220.78 |
2,220.78 |
2,250.26 |
2,229.76 |
| S2 |
2,186.51 |
2,186.51 |
2,245.47 |
|
| S3 |
2,134.28 |
2,168.55 |
2,240.69 |
|
| S4 |
2,082.05 |
2,116.32 |
2,226.32 |
|
|
| 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 |
2,256.70 |
2,186.77 |
69.93 |
3.1% |
36.24 |
1.6% |
98% |
True |
False |
|
| 10 |
2,256.70 |
2,180.94 |
75.76 |
3.4% |
32.20 |
1.4% |
98% |
True |
False |
|
| 20 |
2,373.82 |
2,180.94 |
192.88 |
8.6% |
28.84 |
1.3% |
38% |
False |
False |
|
| 40 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
27.34 |
1.2% |
31% |
False |
False |
|
| 60 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
25.74 |
1.1% |
31% |
False |
False |
|
| 80 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
27.47 |
1.2% |
31% |
False |
False |
|
| 100 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
27.04 |
1.2% |
31% |
False |
False |
|
| 120 |
2,417.83 |
2,180.94 |
236.89 |
10.5% |
26.96 |
1.2% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.68 |
|
2.618 |
2,393.44 |
|
1.618 |
2,341.21 |
|
1.000 |
2,308.93 |
|
0.618 |
2,288.98 |
|
HIGH |
2,256.70 |
|
0.618 |
2,236.75 |
|
0.500 |
2,230.59 |
|
0.382 |
2,224.42 |
|
LOW |
2,204.47 |
|
0.618 |
2,172.19 |
|
1.000 |
2,152.24 |
|
1.618 |
2,119.96 |
|
2.618 |
2,067.73 |
|
4.250 |
1,982.49 |
|
|