| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,255.75 |
1,258.75 |
3.00 |
0.2% |
1,259.50 |
| High |
1,263.00 |
1,271.25 |
8.25 |
0.7% |
1,281.25 |
| Low |
1,247.50 |
1,253.75 |
6.25 |
0.5% |
1,247.50 |
| Close |
1,258.25 |
1,260.50 |
2.25 |
0.2% |
1,260.50 |
| Range |
15.50 |
17.50 |
2.00 |
12.9% |
33.75 |
| ATR |
16.56 |
16.63 |
0.07 |
0.4% |
0.00 |
| Volume |
165 |
914 |
749 |
453.9% |
5,337 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.25 |
1,305.00 |
1,270.00 |
|
| R3 |
1,296.75 |
1,287.50 |
1,265.25 |
|
| R2 |
1,279.25 |
1,279.25 |
1,263.75 |
|
| R1 |
1,270.00 |
1,270.00 |
1,262.00 |
1,274.50 |
| PP |
1,261.75 |
1,261.75 |
1,261.75 |
1,264.25 |
| S1 |
1,252.50 |
1,252.50 |
1,259.00 |
1,257.00 |
| S2 |
1,244.25 |
1,244.25 |
1,257.25 |
|
| S3 |
1,226.75 |
1,235.00 |
1,255.75 |
|
| S4 |
1,209.25 |
1,217.50 |
1,251.00 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,364.25 |
1,346.25 |
1,279.00 |
|
| R3 |
1,330.50 |
1,312.50 |
1,269.75 |
|
| R2 |
1,296.75 |
1,296.75 |
1,266.75 |
|
| R1 |
1,278.75 |
1,278.75 |
1,263.50 |
1,287.75 |
| PP |
1,263.00 |
1,263.00 |
1,263.00 |
1,267.50 |
| S1 |
1,245.00 |
1,245.00 |
1,257.50 |
1,254.00 |
| S2 |
1,229.25 |
1,229.25 |
1,254.25 |
|
| S3 |
1,195.50 |
1,211.25 |
1,251.25 |
|
| S4 |
1,161.75 |
1,177.50 |
1,242.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,281.25 |
1,247.50 |
33.75 |
2.7% |
18.50 |
1.5% |
39% |
False |
False |
1,067 |
| 10 |
1,287.50 |
1,247.50 |
40.00 |
3.2% |
16.50 |
1.3% |
33% |
False |
False |
597 |
| 20 |
1,336.25 |
1,247.50 |
88.75 |
7.0% |
15.75 |
1.3% |
15% |
False |
False |
320 |
| 40 |
1,361.00 |
1,247.50 |
113.50 |
9.0% |
15.00 |
1.2% |
11% |
False |
False |
261 |
| 60 |
1,361.00 |
1,247.50 |
113.50 |
9.0% |
14.00 |
1.1% |
11% |
False |
False |
234 |
| 80 |
1,361.00 |
1,232.00 |
129.00 |
10.2% |
12.75 |
1.0% |
22% |
False |
False |
201 |
| 100 |
1,361.00 |
1,232.00 |
129.00 |
10.2% |
10.50 |
0.8% |
22% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,345.50 |
|
2.618 |
1,317.00 |
|
1.618 |
1,299.50 |
|
1.000 |
1,288.75 |
|
0.618 |
1,282.00 |
|
HIGH |
1,271.25 |
|
0.618 |
1,264.50 |
|
0.500 |
1,262.50 |
|
0.382 |
1,260.50 |
|
LOW |
1,253.75 |
|
0.618 |
1,243.00 |
|
1.000 |
1,236.25 |
|
1.618 |
1,225.50 |
|
2.618 |
1,208.00 |
|
4.250 |
1,179.50 |
|
|