| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,217.50 |
2,238.25 |
20.75 |
0.9% |
2,179.00 |
| High |
2,249.25 |
2,253.75 |
4.50 |
0.2% |
2,253.75 |
| Low |
2,196.50 |
2,203.25 |
6.75 |
0.3% |
2,171.50 |
| Close |
2,233.50 |
2,204.00 |
-29.50 |
-1.3% |
2,204.00 |
| Range |
52.75 |
50.50 |
-2.25 |
-4.3% |
82.25 |
| ATR |
25.13 |
26.94 |
1.81 |
7.2% |
0.00 |
| Volume |
17 |
91 |
74 |
435.3% |
280 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.75 |
2,338.50 |
2,231.75 |
|
| R3 |
2,321.25 |
2,288.00 |
2,218.00 |
|
| R2 |
2,270.75 |
2,270.75 |
2,213.25 |
|
| R1 |
2,237.50 |
2,237.50 |
2,208.75 |
2,229.00 |
| PP |
2,220.25 |
2,220.25 |
2,220.25 |
2,216.00 |
| S1 |
2,187.00 |
2,187.00 |
2,199.25 |
2,178.50 |
| S2 |
2,169.75 |
2,169.75 |
2,194.75 |
|
| S3 |
2,119.25 |
2,136.50 |
2,190.00 |
|
| S4 |
2,068.75 |
2,086.00 |
2,176.25 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.50 |
2,412.50 |
2,249.25 |
|
| R3 |
2,374.25 |
2,330.25 |
2,226.50 |
|
| R2 |
2,292.00 |
2,292.00 |
2,219.00 |
|
| R1 |
2,248.00 |
2,248.00 |
2,211.50 |
2,270.00 |
| PP |
2,209.75 |
2,209.75 |
2,209.75 |
2,220.75 |
| S1 |
2,165.75 |
2,165.75 |
2,196.50 |
2,187.75 |
| S2 |
2,127.50 |
2,127.50 |
2,189.00 |
|
| S3 |
2,045.25 |
2,083.50 |
2,181.50 |
|
| S4 |
1,963.00 |
2,001.25 |
2,158.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,253.75 |
2,171.50 |
82.25 |
3.7% |
40.75 |
1.8% |
40% |
True |
False |
56 |
| 10 |
2,253.75 |
2,171.50 |
82.25 |
3.7% |
30.25 |
1.4% |
40% |
True |
False |
34 |
| 20 |
2,350.25 |
2,171.50 |
178.75 |
8.1% |
17.50 |
0.8% |
18% |
False |
False |
18 |
| 40 |
2,402.00 |
2,171.50 |
230.50 |
10.5% |
9.25 |
0.4% |
14% |
False |
False |
10 |
| 60 |
2,402.00 |
2,171.50 |
230.50 |
10.5% |
7.50 |
0.3% |
14% |
False |
False |
8 |
| 80 |
2,402.00 |
2,171.50 |
230.50 |
10.5% |
7.75 |
0.4% |
14% |
False |
False |
8 |
| 100 |
2,402.00 |
2,171.50 |
230.50 |
10.5% |
6.25 |
0.3% |
14% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.50 |
|
2.618 |
2,386.00 |
|
1.618 |
2,335.50 |
|
1.000 |
2,304.25 |
|
0.618 |
2,285.00 |
|
HIGH |
2,253.75 |
|
0.618 |
2,234.50 |
|
0.500 |
2,228.50 |
|
0.382 |
2,222.50 |
|
LOW |
2,203.25 |
|
0.618 |
2,172.00 |
|
1.000 |
2,152.75 |
|
1.618 |
2,121.50 |
|
2.618 |
2,071.00 |
|
4.250 |
1,988.50 |
|
|