| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,229.81 |
2,209.75 |
-20.06 |
-0.9% |
2,288.61 |
| High |
2,243.22 |
2,216.74 |
-26.48 |
-1.2% |
2,299.39 |
| Low |
2,204.15 |
2,180.94 |
-23.21 |
-1.1% |
2,220.83 |
| Close |
2,209.01 |
2,199.93 |
-9.08 |
-0.4% |
2,221.09 |
| Range |
39.07 |
35.80 |
-3.27 |
-8.4% |
78.56 |
| ATR |
29.46 |
29.91 |
0.45 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.60 |
2,289.07 |
2,219.62 |
|
| R3 |
2,270.80 |
2,253.27 |
2,209.78 |
|
| R2 |
2,235.00 |
2,235.00 |
2,206.49 |
|
| R1 |
2,217.47 |
2,217.47 |
2,203.21 |
2,208.34 |
| PP |
2,199.20 |
2,199.20 |
2,199.20 |
2,194.64 |
| S1 |
2,181.67 |
2,181.67 |
2,196.65 |
2,172.54 |
| S2 |
2,163.40 |
2,163.40 |
2,193.37 |
|
| S3 |
2,127.60 |
2,145.87 |
2,190.09 |
|
| S4 |
2,091.80 |
2,110.07 |
2,180.24 |
|
|
| 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 |
2,256.46 |
2,180.94 |
75.52 |
3.4% |
28.17 |
1.3% |
25% |
False |
True |
|
| 10 |
2,317.93 |
2,180.94 |
136.99 |
6.2% |
25.89 |
1.2% |
14% |
False |
True |
|
| 20 |
2,374.22 |
2,180.94 |
193.28 |
8.8% |
24.86 |
1.1% |
10% |
False |
True |
|
| 40 |
2,417.83 |
2,180.94 |
236.89 |
10.8% |
24.89 |
1.1% |
8% |
False |
True |
|
| 60 |
2,417.83 |
2,180.94 |
236.89 |
10.8% |
25.32 |
1.2% |
8% |
False |
True |
|
| 80 |
2,417.83 |
2,180.94 |
236.89 |
10.8% |
27.46 |
1.2% |
8% |
False |
True |
|
| 100 |
2,417.83 |
2,180.94 |
236.89 |
10.8% |
26.80 |
1.2% |
8% |
False |
True |
|
| 120 |
2,417.83 |
2,180.94 |
236.89 |
10.8% |
26.04 |
1.2% |
8% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,368.89 |
|
2.618 |
2,310.46 |
|
1.618 |
2,274.66 |
|
1.000 |
2,252.54 |
|
0.618 |
2,238.86 |
|
HIGH |
2,216.74 |
|
0.618 |
2,203.06 |
|
0.500 |
2,198.84 |
|
0.382 |
2,194.62 |
|
LOW |
2,180.94 |
|
0.618 |
2,158.82 |
|
1.000 |
2,145.14 |
|
1.618 |
2,123.02 |
|
2.618 |
2,087.22 |
|
4.250 |
2,028.79 |
|
|