| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,208.00 |
2,179.00 |
-29.00 |
-1.3% |
2,217.00 |
| High |
2,208.00 |
2,201.50 |
-6.50 |
-0.3% |
2,245.00 |
| Low |
2,178.00 |
2,171.50 |
-6.50 |
-0.3% |
2,178.00 |
| Close |
2,186.25 |
2,196.00 |
9.75 |
0.4% |
2,186.25 |
| Range |
30.00 |
30.00 |
0.00 |
0.0% |
67.00 |
| ATR |
20.48 |
21.16 |
0.68 |
3.3% |
0.00 |
| Volume |
8 |
17 |
9 |
112.5% |
64 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.75 |
2,267.75 |
2,212.50 |
|
| R3 |
2,249.75 |
2,237.75 |
2,204.25 |
|
| R2 |
2,219.75 |
2,219.75 |
2,201.50 |
|
| R1 |
2,207.75 |
2,207.75 |
2,198.75 |
2,213.75 |
| PP |
2,189.75 |
2,189.75 |
2,189.75 |
2,192.50 |
| S1 |
2,177.75 |
2,177.75 |
2,193.25 |
2,183.75 |
| S2 |
2,159.75 |
2,159.75 |
2,190.50 |
|
| S3 |
2,129.75 |
2,147.75 |
2,187.75 |
|
| S4 |
2,099.75 |
2,117.75 |
2,179.50 |
|
|
| 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 |
2,171.50 |
73.50 |
3.3% |
25.75 |
1.2% |
33% |
False |
True |
16 |
| 10 |
2,275.00 |
2,171.50 |
103.50 |
4.7% |
14.50 |
0.7% |
24% |
False |
True |
9 |
| 20 |
2,350.25 |
2,171.50 |
178.75 |
8.1% |
9.00 |
0.4% |
14% |
False |
True |
5 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
10.5% |
5.00 |
0.2% |
11% |
False |
True |
4 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
10.5% |
4.75 |
0.2% |
11% |
False |
True |
4 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
10.5% |
5.75 |
0.3% |
11% |
False |
True |
5 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
10.5% |
4.50 |
0.2% |
11% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,329.00 |
|
2.618 |
2,280.00 |
|
1.618 |
2,250.00 |
|
1.000 |
2,231.50 |
|
0.618 |
2,220.00 |
|
HIGH |
2,201.50 |
|
0.618 |
2,190.00 |
|
0.500 |
2,186.50 |
|
0.382 |
2,183.00 |
|
LOW |
2,171.50 |
|
0.618 |
2,153.00 |
|
1.000 |
2,141.50 |
|
1.618 |
2,123.00 |
|
2.618 |
2,093.00 |
|
4.250 |
2,044.00 |
|
|