| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,179.00 |
2,206.00 |
27.00 |
1.2% |
2,217.00 |
| High |
2,201.50 |
2,245.25 |
43.75 |
2.0% |
2,245.00 |
| Low |
2,171.50 |
2,195.00 |
23.50 |
1.1% |
2,178.00 |
| Close |
2,196.00 |
2,240.00 |
44.00 |
2.0% |
2,186.25 |
| Range |
30.00 |
50.25 |
20.25 |
67.5% |
67.00 |
| ATR |
21.16 |
23.24 |
2.08 |
9.8% |
0.00 |
| Volume |
17 |
78 |
61 |
358.8% |
64 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.50 |
2,359.00 |
2,267.75 |
|
| R3 |
2,327.25 |
2,308.75 |
2,253.75 |
|
| R2 |
2,277.00 |
2,277.00 |
2,249.25 |
|
| R1 |
2,258.50 |
2,258.50 |
2,244.50 |
2,267.75 |
| PP |
2,226.75 |
2,226.75 |
2,226.75 |
2,231.50 |
| S1 |
2,208.25 |
2,208.25 |
2,235.50 |
2,217.50 |
| S2 |
2,176.50 |
2,176.50 |
2,230.75 |
|
| S3 |
2,126.25 |
2,158.00 |
2,226.25 |
|
| S4 |
2,076.00 |
2,107.75 |
2,212.25 |
|
|
| 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 |
2,245.25 |
2,171.50 |
73.75 |
3.3% |
32.75 |
1.5% |
93% |
True |
False |
31 |
| 10 |
2,250.75 |
2,171.50 |
79.25 |
3.5% |
19.25 |
0.9% |
86% |
False |
False |
16 |
| 20 |
2,350.25 |
2,171.50 |
178.75 |
8.0% |
11.50 |
0.5% |
38% |
False |
False |
9 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
6.25 |
0.3% |
30% |
False |
False |
5 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
5.50 |
0.2% |
30% |
False |
False |
5 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
6.25 |
0.3% |
30% |
False |
False |
6 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
5.00 |
0.2% |
30% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.75 |
|
2.618 |
2,376.75 |
|
1.618 |
2,326.50 |
|
1.000 |
2,295.50 |
|
0.618 |
2,276.25 |
|
HIGH |
2,245.25 |
|
0.618 |
2,226.00 |
|
0.500 |
2,220.00 |
|
0.382 |
2,214.25 |
|
LOW |
2,195.00 |
|
0.618 |
2,164.00 |
|
1.000 |
2,144.75 |
|
1.618 |
2,113.75 |
|
2.618 |
2,063.50 |
|
4.250 |
1,981.50 |
|
|