| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,259.50 |
1,266.50 |
7.00 |
0.6% |
1,283.75 |
| High |
1,265.75 |
1,281.25 |
15.50 |
1.2% |
1,287.50 |
| Low |
1,254.50 |
1,260.00 |
5.50 |
0.4% |
1,256.50 |
| Close |
1,260.50 |
1,279.00 |
18.50 |
1.5% |
1,258.25 |
| Range |
11.25 |
21.25 |
10.00 |
88.9% |
31.00 |
| ATR |
15.33 |
15.75 |
0.42 |
2.8% |
0.00 |
| Volume |
119 |
953 |
834 |
700.8% |
634 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.25 |
1,329.25 |
1,290.75 |
|
| R3 |
1,316.00 |
1,308.00 |
1,284.75 |
|
| R2 |
1,294.75 |
1,294.75 |
1,283.00 |
|
| R1 |
1,286.75 |
1,286.75 |
1,281.00 |
1,290.75 |
| PP |
1,273.50 |
1,273.50 |
1,273.50 |
1,275.50 |
| S1 |
1,265.50 |
1,265.50 |
1,277.00 |
1,269.50 |
| S2 |
1,252.25 |
1,252.25 |
1,275.00 |
|
| S3 |
1,231.00 |
1,244.25 |
1,273.25 |
|
| S4 |
1,209.75 |
1,223.00 |
1,267.25 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,360.50 |
1,340.25 |
1,275.25 |
|
| R3 |
1,329.50 |
1,309.25 |
1,266.75 |
|
| R2 |
1,298.50 |
1,298.50 |
1,264.00 |
|
| R1 |
1,278.25 |
1,278.25 |
1,261.00 |
1,273.00 |
| PP |
1,267.50 |
1,267.50 |
1,267.50 |
1,264.75 |
| S1 |
1,247.25 |
1,247.25 |
1,255.50 |
1,242.00 |
| S2 |
1,236.50 |
1,236.50 |
1,252.50 |
|
| S3 |
1,205.50 |
1,216.25 |
1,249.75 |
|
| S4 |
1,174.50 |
1,185.25 |
1,241.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,282.50 |
1,254.50 |
28.00 |
2.2% |
15.75 |
1.2% |
88% |
False |
False |
333 |
| 10 |
1,336.25 |
1,254.50 |
81.75 |
6.4% |
16.50 |
1.3% |
30% |
False |
False |
195 |
| 20 |
1,336.25 |
1,254.50 |
81.75 |
6.4% |
14.75 |
1.2% |
30% |
False |
False |
170 |
| 40 |
1,361.00 |
1,254.50 |
106.50 |
8.3% |
14.75 |
1.1% |
23% |
False |
False |
181 |
| 60 |
1,361.00 |
1,254.50 |
106.50 |
8.3% |
13.75 |
1.1% |
23% |
False |
False |
172 |
| 80 |
1,361.00 |
1,232.00 |
129.00 |
10.1% |
12.00 |
0.9% |
36% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,371.50 |
|
2.618 |
1,337.00 |
|
1.618 |
1,315.75 |
|
1.000 |
1,302.50 |
|
0.618 |
1,294.50 |
|
HIGH |
1,281.25 |
|
0.618 |
1,273.25 |
|
0.500 |
1,270.50 |
|
0.382 |
1,268.00 |
|
LOW |
1,260.00 |
|
0.618 |
1,246.75 |
|
1.000 |
1,238.75 |
|
1.618 |
1,225.50 |
|
2.618 |
1,204.25 |
|
4.250 |
1,169.75 |
|
|