| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,243.25 |
2,228.25 |
-15.00 |
-0.7% |
2,275.00 |
| High |
2,250.75 |
2,228.25 |
-22.50 |
-1.0% |
2,279.75 |
| Low |
2,243.25 |
2,223.00 |
-20.25 |
-0.9% |
2,223.00 |
| Close |
2,245.50 |
2,214.25 |
-31.25 |
-1.4% |
2,214.25 |
| Range |
7.50 |
5.25 |
-2.25 |
-30.0% |
56.75 |
| ATR |
17.31 |
17.68 |
0.37 |
2.1% |
0.00 |
| Volume |
1 |
1 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,237.50 |
2,231.25 |
2,217.25 |
|
| R3 |
2,232.25 |
2,226.00 |
2,215.75 |
|
| R2 |
2,227.00 |
2,227.00 |
2,215.25 |
|
| R1 |
2,220.75 |
2,220.75 |
2,214.75 |
2,221.25 |
| PP |
2,221.75 |
2,221.75 |
2,221.75 |
2,222.00 |
| S1 |
2,215.50 |
2,215.50 |
2,213.75 |
2,216.00 |
| S2 |
2,216.50 |
2,216.50 |
2,213.25 |
|
| S3 |
2,211.25 |
2,210.25 |
2,212.75 |
|
| S4 |
2,206.00 |
2,205.00 |
2,211.25 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,409.25 |
2,368.50 |
2,245.50 |
|
| R3 |
2,352.50 |
2,311.75 |
2,229.75 |
|
| R2 |
2,295.75 |
2,295.75 |
2,224.75 |
|
| R1 |
2,255.00 |
2,255.00 |
2,219.50 |
2,247.00 |
| PP |
2,239.00 |
2,239.00 |
2,239.00 |
2,235.00 |
| S1 |
2,198.25 |
2,198.25 |
2,209.00 |
2,190.25 |
| S2 |
2,182.25 |
2,182.25 |
2,203.75 |
|
| S3 |
2,125.50 |
2,141.50 |
2,198.75 |
|
| S4 |
2,068.75 |
2,084.75 |
2,183.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,279.75 |
2,223.00 |
56.75 |
2.6% |
4.00 |
0.2% |
-15% |
False |
True |
2 |
| 10 |
2,350.25 |
2,223.00 |
127.25 |
5.7% |
5.00 |
0.2% |
-7% |
False |
True |
2 |
| 20 |
2,362.75 |
2,223.00 |
139.75 |
6.3% |
2.75 |
0.1% |
-6% |
False |
True |
1 |
| 40 |
2,402.00 |
2,223.00 |
179.00 |
8.1% |
3.25 |
0.1% |
-5% |
False |
True |
2 |
| 60 |
2,402.00 |
2,193.50 |
208.50 |
9.4% |
3.25 |
0.1% |
10% |
False |
False |
4 |
| 80 |
2,402.00 |
2,193.50 |
208.50 |
9.4% |
4.00 |
0.2% |
10% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,250.50 |
|
2.618 |
2,242.00 |
|
1.618 |
2,236.75 |
|
1.000 |
2,233.50 |
|
0.618 |
2,231.50 |
|
HIGH |
2,228.25 |
|
0.618 |
2,226.25 |
|
0.500 |
2,225.50 |
|
0.382 |
2,225.00 |
|
LOW |
2,223.00 |
|
0.618 |
2,219.75 |
|
1.000 |
2,217.75 |
|
1.618 |
2,214.50 |
|
2.618 |
2,209.25 |
|
4.250 |
2,200.75 |
|
|