| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,210.00 |
2,208.00 |
-2.00 |
-0.1% |
2,217.00 |
| High |
2,210.00 |
2,208.00 |
-2.00 |
-0.1% |
2,245.00 |
| Low |
2,185.00 |
2,178.00 |
-7.00 |
-0.3% |
2,178.00 |
| Close |
2,191.50 |
2,186.25 |
-5.25 |
-0.2% |
2,186.25 |
| Range |
25.00 |
30.00 |
5.00 |
20.0% |
67.00 |
| ATR |
19.75 |
20.48 |
0.73 |
3.7% |
0.00 |
| Volume |
44 |
8 |
-36 |
-81.8% |
64 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,280.75 |
2,263.50 |
2,202.75 |
|
| R3 |
2,250.75 |
2,233.50 |
2,194.50 |
|
| R2 |
2,220.75 |
2,220.75 |
2,191.75 |
|
| R1 |
2,203.50 |
2,203.50 |
2,189.00 |
2,197.00 |
| PP |
2,190.75 |
2,190.75 |
2,190.75 |
2,187.50 |
| S1 |
2,173.50 |
2,173.50 |
2,183.50 |
2,167.00 |
| S2 |
2,160.75 |
2,160.75 |
2,180.75 |
|
| S3 |
2,130.75 |
2,143.50 |
2,178.00 |
|
| S4 |
2,100.75 |
2,113.50 |
2,169.75 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,404.00 |
2,362.25 |
2,223.00 |
|
| R3 |
2,337.00 |
2,295.25 |
2,204.75 |
|
| R2 |
2,270.00 |
2,270.00 |
2,198.50 |
|
| R1 |
2,228.25 |
2,228.25 |
2,192.50 |
2,215.50 |
| PP |
2,203.00 |
2,203.00 |
2,203.00 |
2,196.75 |
| S1 |
2,161.25 |
2,161.25 |
2,180.00 |
2,148.50 |
| S2 |
2,136.00 |
2,136.00 |
2,174.00 |
|
| S3 |
2,069.00 |
2,094.25 |
2,167.75 |
|
| S4 |
2,002.00 |
2,027.25 |
2,149.50 |
|
|
| 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 |
2,178.00 |
67.00 |
3.1% |
19.75 |
0.9% |
12% |
False |
True |
12 |
| 10 |
2,279.75 |
2,178.00 |
101.75 |
4.7% |
12.00 |
0.5% |
8% |
False |
True |
7 |
| 20 |
2,350.25 |
2,178.00 |
172.25 |
7.9% |
7.50 |
0.3% |
5% |
False |
True |
4 |
| 40 |
2,402.00 |
2,178.00 |
224.00 |
10.2% |
4.25 |
0.2% |
4% |
False |
True |
3 |
| 60 |
2,402.00 |
2,178.00 |
224.00 |
10.2% |
4.25 |
0.2% |
4% |
False |
True |
4 |
| 80 |
2,402.00 |
2,178.00 |
224.00 |
10.2% |
5.25 |
0.2% |
4% |
False |
True |
5 |
| 100 |
2,402.00 |
2,178.00 |
224.00 |
10.2% |
4.25 |
0.2% |
4% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,335.50 |
|
2.618 |
2,286.50 |
|
1.618 |
2,256.50 |
|
1.000 |
2,238.00 |
|
0.618 |
2,226.50 |
|
HIGH |
2,208.00 |
|
0.618 |
2,196.50 |
|
0.500 |
2,193.00 |
|
0.382 |
2,189.50 |
|
LOW |
2,178.00 |
|
0.618 |
2,159.50 |
|
1.000 |
2,148.00 |
|
1.618 |
2,129.50 |
|
2.618 |
2,099.50 |
|
4.250 |
2,050.50 |
|
|