| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,245.00 |
2,250.00 |
5.00 |
0.2% |
2,282.75 |
| High |
2,263.75 |
2,251.75 |
-12.00 |
-0.5% |
2,296.00 |
| Low |
2,241.75 |
2,215.00 |
-26.75 |
-1.2% |
2,215.00 |
| Close |
2,249.00 |
2,217.75 |
-31.25 |
-1.4% |
2,217.75 |
| Range |
22.00 |
36.75 |
14.75 |
67.0% |
81.00 |
| ATR |
31.40 |
31.78 |
0.38 |
1.2% |
0.00 |
| Volume |
98,538 |
226,830 |
128,292 |
130.2% |
355,632 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,338.50 |
2,314.75 |
2,238.00 |
|
| R3 |
2,301.75 |
2,278.00 |
2,227.75 |
|
| R2 |
2,265.00 |
2,265.00 |
2,224.50 |
|
| R1 |
2,241.25 |
2,241.25 |
2,221.00 |
2,234.75 |
| PP |
2,228.25 |
2,228.25 |
2,228.25 |
2,225.00 |
| S1 |
2,204.50 |
2,204.50 |
2,214.50 |
2,198.00 |
| S2 |
2,191.50 |
2,191.50 |
2,211.00 |
|
| S3 |
2,154.75 |
2,167.75 |
2,207.75 |
|
| S4 |
2,118.00 |
2,131.00 |
2,197.50 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.00 |
2,432.75 |
2,262.25 |
|
| R3 |
2,405.00 |
2,351.75 |
2,240.00 |
|
| R2 |
2,324.00 |
2,324.00 |
2,232.50 |
|
| R1 |
2,270.75 |
2,270.75 |
2,225.25 |
2,257.00 |
| PP |
2,243.00 |
2,243.00 |
2,243.00 |
2,236.00 |
| S1 |
2,189.75 |
2,189.75 |
2,210.25 |
2,176.00 |
| S2 |
2,162.00 |
2,162.00 |
2,203.00 |
|
| S3 |
2,081.00 |
2,108.75 |
2,195.50 |
|
| S4 |
2,000.00 |
2,027.75 |
2,173.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,296.00 |
2,215.00 |
81.00 |
3.7% |
27.50 |
1.2% |
3% |
False |
True |
71,126 |
| 10 |
2,376.75 |
2,215.00 |
161.75 |
7.3% |
32.50 |
1.5% |
2% |
False |
True |
35,937 |
| 20 |
2,410.00 |
2,215.00 |
195.00 |
8.8% |
32.25 |
1.5% |
1% |
False |
True |
18,091 |
| 40 |
2,423.00 |
2,215.00 |
208.00 |
9.4% |
30.75 |
1.4% |
1% |
False |
True |
9,145 |
| 60 |
2,423.00 |
2,185.00 |
238.00 |
10.7% |
30.75 |
1.4% |
14% |
False |
False |
6,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,408.00 |
|
2.618 |
2,348.00 |
|
1.618 |
2,311.25 |
|
1.000 |
2,288.50 |
|
0.618 |
2,274.50 |
|
HIGH |
2,251.75 |
|
0.618 |
2,237.75 |
|
0.500 |
2,233.50 |
|
0.382 |
2,229.00 |
|
LOW |
2,215.00 |
|
0.618 |
2,192.25 |
|
1.000 |
2,178.25 |
|
1.618 |
2,155.50 |
|
2.618 |
2,118.75 |
|
4.250 |
2,058.75 |
|
|