| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,235.75 |
2,217.50 |
-18.25 |
-0.8% |
2,217.00 |
| High |
2,245.75 |
2,249.25 |
3.50 |
0.2% |
2,245.00 |
| Low |
2,225.75 |
2,196.50 |
-29.25 |
-1.3% |
2,178.00 |
| Close |
2,225.50 |
2,233.50 |
8.00 |
0.4% |
2,186.25 |
| Range |
20.00 |
52.75 |
32.75 |
163.8% |
67.00 |
| ATR |
23.00 |
25.13 |
2.12 |
9.2% |
0.00 |
| Volume |
77 |
17 |
-60 |
-77.9% |
64 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.75 |
2,361.75 |
2,262.50 |
|
| R3 |
2,332.00 |
2,309.00 |
2,248.00 |
|
| R2 |
2,279.25 |
2,279.25 |
2,243.25 |
|
| R1 |
2,256.25 |
2,256.25 |
2,238.25 |
2,267.75 |
| PP |
2,226.50 |
2,226.50 |
2,226.50 |
2,232.00 |
| S1 |
2,203.50 |
2,203.50 |
2,228.75 |
2,215.00 |
| S2 |
2,173.75 |
2,173.75 |
2,223.75 |
|
| S3 |
2,121.00 |
2,150.75 |
2,219.00 |
|
| S4 |
2,068.25 |
2,098.00 |
2,204.50 |
|
|
| 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 |
2,249.25 |
2,171.50 |
77.75 |
3.5% |
36.50 |
1.6% |
80% |
True |
False |
39 |
| 10 |
2,249.25 |
2,171.50 |
77.75 |
3.5% |
25.75 |
1.1% |
80% |
True |
False |
25 |
| 20 |
2,350.25 |
2,171.50 |
178.75 |
8.0% |
15.00 |
0.7% |
35% |
False |
False |
13 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
8.00 |
0.4% |
27% |
False |
False |
8 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
6.75 |
0.3% |
27% |
False |
False |
7 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
7.25 |
0.3% |
27% |
False |
False |
7 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
10.3% |
5.75 |
0.3% |
27% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,473.50 |
|
2.618 |
2,387.25 |
|
1.618 |
2,334.50 |
|
1.000 |
2,302.00 |
|
0.618 |
2,281.75 |
|
HIGH |
2,249.25 |
|
0.618 |
2,229.00 |
|
0.500 |
2,223.00 |
|
0.382 |
2,216.75 |
|
LOW |
2,196.50 |
|
0.618 |
2,164.00 |
|
1.000 |
2,143.75 |
|
1.618 |
2,111.25 |
|
2.618 |
2,058.50 |
|
4.250 |
1,972.25 |
|
|