| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,225.00 |
2,210.00 |
-15.00 |
-0.7% |
2,275.00 |
| High |
2,228.00 |
2,210.00 |
-18.00 |
-0.8% |
2,279.75 |
| Low |
2,200.00 |
2,185.00 |
-15.00 |
-0.7% |
2,223.00 |
| Close |
2,201.00 |
2,191.50 |
-9.50 |
-0.4% |
2,214.25 |
| Range |
28.00 |
25.00 |
-3.00 |
-10.7% |
56.75 |
| ATR |
19.34 |
19.75 |
0.40 |
2.1% |
0.00 |
| Volume |
10 |
44 |
34 |
340.0% |
14 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,270.50 |
2,256.00 |
2,205.25 |
|
| R3 |
2,245.50 |
2,231.00 |
2,198.50 |
|
| R2 |
2,220.50 |
2,220.50 |
2,196.00 |
|
| R1 |
2,206.00 |
2,206.00 |
2,193.75 |
2,200.75 |
| PP |
2,195.50 |
2,195.50 |
2,195.50 |
2,193.00 |
| S1 |
2,181.00 |
2,181.00 |
2,189.25 |
2,175.75 |
| S2 |
2,170.50 |
2,170.50 |
2,187.00 |
|
| S3 |
2,145.50 |
2,156.00 |
2,184.50 |
|
| S4 |
2,120.50 |
2,131.00 |
2,177.75 |
|
|
| 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 |
2,245.00 |
2,185.00 |
60.00 |
2.7% |
14.75 |
0.7% |
11% |
False |
True |
11 |
| 10 |
2,280.50 |
2,185.00 |
95.50 |
4.4% |
9.00 |
0.4% |
7% |
False |
True |
7 |
| 20 |
2,361.75 |
2,185.00 |
176.75 |
8.1% |
6.00 |
0.3% |
4% |
False |
True |
4 |
| 40 |
2,402.00 |
2,185.00 |
217.00 |
9.9% |
3.50 |
0.2% |
3% |
False |
True |
3 |
| 60 |
2,402.00 |
2,185.00 |
217.00 |
9.9% |
3.75 |
0.2% |
3% |
False |
True |
4 |
| 80 |
2,402.00 |
2,185.00 |
217.00 |
9.9% |
5.00 |
0.2% |
3% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,316.25 |
|
2.618 |
2,275.50 |
|
1.618 |
2,250.50 |
|
1.000 |
2,235.00 |
|
0.618 |
2,225.50 |
|
HIGH |
2,210.00 |
|
0.618 |
2,200.50 |
|
0.500 |
2,197.50 |
|
0.382 |
2,194.50 |
|
LOW |
2,185.00 |
|
0.618 |
2,169.50 |
|
1.000 |
2,160.00 |
|
1.618 |
2,144.50 |
|
2.618 |
2,119.50 |
|
4.250 |
2,078.75 |
|
|