| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,229.50 |
2,225.00 |
-4.50 |
-0.2% |
2,275.00 |
| High |
2,245.00 |
2,228.00 |
-17.00 |
-0.8% |
2,279.75 |
| Low |
2,229.50 |
2,200.00 |
-29.50 |
-1.3% |
2,223.00 |
| Close |
2,243.50 |
2,201.00 |
-42.50 |
-1.9% |
2,214.25 |
| Range |
15.50 |
28.00 |
12.50 |
80.6% |
56.75 |
| ATR |
17.48 |
19.34 |
1.86 |
10.6% |
0.00 |
| Volume |
1 |
10 |
9 |
900.0% |
14 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,293.75 |
2,275.25 |
2,216.50 |
|
| R3 |
2,265.75 |
2,247.25 |
2,208.75 |
|
| R2 |
2,237.75 |
2,237.75 |
2,206.25 |
|
| R1 |
2,219.25 |
2,219.25 |
2,203.50 |
2,214.50 |
| PP |
2,209.75 |
2,209.75 |
2,209.75 |
2,207.25 |
| S1 |
2,191.25 |
2,191.25 |
2,198.50 |
2,186.50 |
| S2 |
2,181.75 |
2,181.75 |
2,195.75 |
|
| S3 |
2,153.75 |
2,163.25 |
2,193.25 |
|
| S4 |
2,125.75 |
2,135.25 |
2,185.50 |
|
|
| 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 |
2,200.00 |
50.75 |
2.3% |
11.25 |
0.5% |
2% |
False |
True |
2 |
| 10 |
2,319.00 |
2,200.00 |
119.00 |
5.4% |
6.50 |
0.3% |
1% |
False |
True |
2 |
| 20 |
2,361.75 |
2,200.00 |
161.75 |
7.3% |
4.75 |
0.2% |
1% |
False |
True |
2 |
| 40 |
2,402.00 |
2,200.00 |
202.00 |
9.2% |
3.00 |
0.1% |
0% |
False |
True |
2 |
| 60 |
2,402.00 |
2,200.00 |
202.00 |
9.2% |
3.25 |
0.2% |
0% |
False |
True |
4 |
| 80 |
2,402.00 |
2,193.50 |
208.50 |
9.5% |
4.50 |
0.2% |
4% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,347.00 |
|
2.618 |
2,301.25 |
|
1.618 |
2,273.25 |
|
1.000 |
2,256.00 |
|
0.618 |
2,245.25 |
|
HIGH |
2,228.00 |
|
0.618 |
2,217.25 |
|
0.500 |
2,214.00 |
|
0.382 |
2,210.75 |
|
LOW |
2,200.00 |
|
0.618 |
2,182.75 |
|
1.000 |
2,172.00 |
|
1.618 |
2,154.75 |
|
2.618 |
2,126.75 |
|
4.250 |
2,081.00 |
|
|