| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,253.23 |
2,249.39 |
-3.84 |
-0.2% |
2,288.61 |
| High |
2,267.76 |
2,250.88 |
-16.88 |
-0.7% |
2,299.39 |
| Low |
2,246.49 |
2,220.83 |
-25.66 |
-1.1% |
2,220.83 |
| Close |
2,256.64 |
2,221.09 |
-35.55 |
-1.6% |
2,221.09 |
| Range |
21.27 |
30.05 |
8.78 |
41.3% |
78.56 |
| ATR |
27.73 |
28.31 |
0.58 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.08 |
2,301.14 |
2,237.62 |
|
| R3 |
2,291.03 |
2,271.09 |
2,229.35 |
|
| R2 |
2,260.98 |
2,260.98 |
2,226.60 |
|
| R1 |
2,241.04 |
2,241.04 |
2,223.84 |
2,235.99 |
| PP |
2,230.93 |
2,230.93 |
2,230.93 |
2,228.41 |
| S1 |
2,210.99 |
2,210.99 |
2,218.34 |
2,205.94 |
| S2 |
2,200.88 |
2,200.88 |
2,215.58 |
|
| S3 |
2,170.83 |
2,180.94 |
2,212.83 |
|
| S4 |
2,140.78 |
2,150.89 |
2,204.56 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.78 |
2,430.50 |
2,264.30 |
|
| R3 |
2,404.22 |
2,351.94 |
2,242.69 |
|
| R2 |
2,325.66 |
2,325.66 |
2,235.49 |
|
| R1 |
2,273.38 |
2,273.38 |
2,228.29 |
2,260.24 |
| PP |
2,247.10 |
2,247.10 |
2,247.10 |
2,240.54 |
| S1 |
2,194.82 |
2,194.82 |
2,213.89 |
2,181.68 |
| S2 |
2,168.54 |
2,168.54 |
2,206.69 |
|
| S3 |
2,089.98 |
2,116.26 |
2,199.49 |
|
| S4 |
2,011.42 |
2,037.70 |
2,177.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,299.39 |
2,220.83 |
78.56 |
3.5% |
23.91 |
1.1% |
0% |
False |
True |
|
| 10 |
2,373.82 |
2,220.83 |
152.99 |
6.9% |
25.90 |
1.2% |
0% |
False |
True |
|
| 20 |
2,406.01 |
2,220.83 |
185.18 |
8.3% |
25.43 |
1.1% |
0% |
False |
True |
|
| 40 |
2,417.83 |
2,220.83 |
197.00 |
8.9% |
24.75 |
1.1% |
0% |
False |
True |
|
| 60 |
2,417.83 |
2,217.95 |
199.88 |
9.0% |
25.02 |
1.1% |
2% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
10.3% |
27.31 |
1.2% |
14% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
10.3% |
26.98 |
1.2% |
14% |
False |
False |
|
| 120 |
2,417.83 |
2,188.92 |
228.91 |
10.3% |
25.54 |
1.1% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,378.59 |
|
2.618 |
2,329.55 |
|
1.618 |
2,299.50 |
|
1.000 |
2,280.93 |
|
0.618 |
2,269.45 |
|
HIGH |
2,250.88 |
|
0.618 |
2,239.40 |
|
0.500 |
2,235.86 |
|
0.382 |
2,232.31 |
|
LOW |
2,220.83 |
|
0.618 |
2,202.26 |
|
1.000 |
2,190.78 |
|
1.618 |
2,172.21 |
|
2.618 |
2,142.16 |
|
4.250 |
2,093.12 |
|
|