| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,240.39 |
2,229.81 |
-10.58 |
-0.5% |
2,288.61 |
| High |
2,256.46 |
2,243.22 |
-13.24 |
-0.6% |
2,299.39 |
| Low |
2,240.39 |
2,204.15 |
-36.24 |
-1.6% |
2,220.83 |
| Close |
2,250.34 |
2,209.01 |
-41.33 |
-1.8% |
2,221.09 |
| Range |
16.07 |
39.07 |
23.00 |
143.1% |
78.56 |
| ATR |
28.17 |
29.46 |
1.29 |
4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,336.00 |
2,311.58 |
2,230.50 |
|
| R3 |
2,296.93 |
2,272.51 |
2,219.75 |
|
| R2 |
2,257.86 |
2,257.86 |
2,216.17 |
|
| R1 |
2,233.44 |
2,233.44 |
2,212.59 |
2,226.12 |
| PP |
2,218.79 |
2,218.79 |
2,218.79 |
2,215.13 |
| S1 |
2,194.37 |
2,194.37 |
2,205.43 |
2,187.05 |
| S2 |
2,179.72 |
2,179.72 |
2,201.85 |
|
| S3 |
2,140.65 |
2,155.30 |
2,198.27 |
|
| S4 |
2,101.58 |
2,116.23 |
2,187.52 |
|
|
| 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 |
2,267.76 |
2,204.15 |
63.61 |
2.9% |
25.26 |
1.1% |
8% |
False |
True |
|
| 10 |
2,335.65 |
2,204.15 |
131.50 |
6.0% |
24.40 |
1.1% |
4% |
False |
True |
|
| 20 |
2,374.22 |
2,204.15 |
170.07 |
7.7% |
24.52 |
1.1% |
3% |
False |
True |
|
| 40 |
2,417.83 |
2,204.15 |
213.68 |
9.7% |
24.50 |
1.1% |
2% |
False |
True |
|
| 60 |
2,417.83 |
2,204.15 |
213.68 |
9.7% |
24.94 |
1.1% |
2% |
False |
True |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
10.4% |
27.61 |
1.2% |
9% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
10.4% |
26.75 |
1.2% |
9% |
False |
False |
|
| 120 |
2,417.83 |
2,188.92 |
228.91 |
10.4% |
25.83 |
1.2% |
9% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.27 |
|
2.618 |
2,345.51 |
|
1.618 |
2,306.44 |
|
1.000 |
2,282.29 |
|
0.618 |
2,267.37 |
|
HIGH |
2,243.22 |
|
0.618 |
2,228.30 |
|
0.500 |
2,223.69 |
|
0.382 |
2,219.07 |
|
LOW |
2,204.15 |
|
0.618 |
2,180.00 |
|
1.000 |
2,165.08 |
|
1.618 |
2,140.93 |
|
2.618 |
2,101.86 |
|
4.250 |
2,038.10 |
|
|