| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,217.00 |
2,229.50 |
12.50 |
0.6% |
2,275.00 |
| High |
2,217.00 |
2,245.00 |
28.00 |
1.3% |
2,279.75 |
| Low |
2,217.00 |
2,229.50 |
12.50 |
0.6% |
2,223.00 |
| Close |
2,216.25 |
2,243.50 |
27.25 |
1.2% |
2,214.25 |
| Range |
0.00 |
15.50 |
15.50 |
|
56.75 |
| ATR |
16.62 |
17.48 |
0.87 |
5.2% |
0.00 |
| Volume |
1 |
1 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,285.75 |
2,280.25 |
2,252.00 |
|
| R3 |
2,270.25 |
2,264.75 |
2,247.75 |
|
| R2 |
2,254.75 |
2,254.75 |
2,246.25 |
|
| R1 |
2,249.25 |
2,249.25 |
2,245.00 |
2,252.00 |
| PP |
2,239.25 |
2,239.25 |
2,239.25 |
2,240.75 |
| S1 |
2,233.75 |
2,233.75 |
2,242.00 |
2,236.50 |
| S2 |
2,223.75 |
2,223.75 |
2,240.75 |
|
| S3 |
2,208.25 |
2,218.25 |
2,239.25 |
|
| S4 |
2,192.75 |
2,202.75 |
2,235.00 |
|
|
| 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 |
2,250.75 |
2,217.00 |
33.75 |
1.5% |
5.75 |
0.3% |
79% |
False |
False |
1 |
| 10 |
2,337.00 |
2,217.00 |
120.00 |
5.3% |
5.00 |
0.2% |
22% |
False |
False |
2 |
| 20 |
2,361.75 |
2,217.00 |
144.75 |
6.5% |
3.50 |
0.2% |
18% |
False |
False |
1 |
| 40 |
2,402.00 |
2,217.00 |
185.00 |
8.2% |
3.25 |
0.1% |
14% |
False |
False |
2 |
| 60 |
2,402.00 |
2,217.00 |
185.00 |
8.2% |
2.75 |
0.1% |
14% |
False |
False |
4 |
| 80 |
2,402.00 |
2,193.50 |
208.50 |
9.3% |
4.25 |
0.2% |
24% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,311.00 |
|
2.618 |
2,285.50 |
|
1.618 |
2,270.00 |
|
1.000 |
2,260.50 |
|
0.618 |
2,254.50 |
|
HIGH |
2,245.00 |
|
0.618 |
2,239.00 |
|
0.500 |
2,237.25 |
|
0.382 |
2,235.50 |
|
LOW |
2,229.50 |
|
0.618 |
2,220.00 |
|
1.000 |
2,214.00 |
|
1.618 |
2,204.50 |
|
2.618 |
2,189.00 |
|
4.250 |
2,163.50 |
|
|