| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,206.00 |
2,235.75 |
29.75 |
1.3% |
2,217.00 |
| High |
2,245.25 |
2,245.75 |
0.50 |
0.0% |
2,245.00 |
| Low |
2,195.00 |
2,225.75 |
30.75 |
1.4% |
2,178.00 |
| Close |
2,240.00 |
2,225.50 |
-14.50 |
-0.6% |
2,186.25 |
| Range |
50.25 |
20.00 |
-30.25 |
-60.2% |
67.00 |
| ATR |
23.24 |
23.00 |
-0.23 |
-1.0% |
0.00 |
| Volume |
78 |
77 |
-1 |
-1.3% |
64 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.25 |
2,279.00 |
2,236.50 |
|
| R3 |
2,272.25 |
2,259.00 |
2,231.00 |
|
| R2 |
2,252.25 |
2,252.25 |
2,229.25 |
|
| R1 |
2,239.00 |
2,239.00 |
2,227.25 |
2,235.50 |
| PP |
2,232.25 |
2,232.25 |
2,232.25 |
2,230.75 |
| S1 |
2,219.00 |
2,219.00 |
2,223.75 |
2,215.50 |
| S2 |
2,212.25 |
2,212.25 |
2,221.75 |
|
| S3 |
2,192.25 |
2,199.00 |
2,220.00 |
|
| S4 |
2,172.25 |
2,179.00 |
2,214.50 |
|
|
| 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 |
2,245.75 |
2,171.50 |
74.25 |
3.3% |
31.00 |
1.4% |
73% |
True |
False |
44 |
| 10 |
2,250.75 |
2,171.50 |
79.25 |
3.6% |
21.25 |
1.0% |
68% |
False |
False |
23 |
| 20 |
2,350.25 |
2,171.50 |
178.75 |
8.0% |
12.50 |
0.6% |
30% |
False |
False |
13 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
10.4% |
6.75 |
0.3% |
23% |
False |
False |
7 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
10.4% |
6.00 |
0.3% |
23% |
False |
False |
7 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
10.4% |
6.50 |
0.3% |
23% |
False |
False |
7 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
10.4% |
5.25 |
0.2% |
23% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,330.75 |
|
2.618 |
2,298.00 |
|
1.618 |
2,278.00 |
|
1.000 |
2,265.75 |
|
0.618 |
2,258.00 |
|
HIGH |
2,245.75 |
|
0.618 |
2,238.00 |
|
0.500 |
2,235.75 |
|
0.382 |
2,233.50 |
|
LOW |
2,225.75 |
|
0.618 |
2,213.50 |
|
1.000 |
2,205.75 |
|
1.618 |
2,193.50 |
|
2.618 |
2,173.50 |
|
4.250 |
2,140.75 |
|
|