| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,220.04 |
2,187.21 |
-32.83 |
-1.5% |
2,225.21 |
| High |
2,222.51 |
2,210.64 |
-11.87 |
-0.5% |
2,256.46 |
| Low |
2,186.78 |
2,186.77 |
-0.01 |
0.0% |
2,180.94 |
| Close |
2,192.96 |
2,204.36 |
11.40 |
0.5% |
2,192.96 |
| Range |
35.73 |
23.87 |
-11.86 |
-33.2% |
75.52 |
| ATR |
30.32 |
29.86 |
-0.46 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.20 |
2,262.15 |
2,217.49 |
|
| R3 |
2,248.33 |
2,238.28 |
2,210.92 |
|
| R2 |
2,224.46 |
2,224.46 |
2,208.74 |
|
| R1 |
2,214.41 |
2,214.41 |
2,206.55 |
2,219.44 |
| PP |
2,200.59 |
2,200.59 |
2,200.59 |
2,203.10 |
| S1 |
2,190.54 |
2,190.54 |
2,202.17 |
2,195.57 |
| S2 |
2,176.72 |
2,176.72 |
2,199.98 |
|
| S3 |
2,152.85 |
2,166.67 |
2,197.80 |
|
| S4 |
2,128.98 |
2,142.80 |
2,191.23 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,436.68 |
2,390.34 |
2,234.50 |
|
| R3 |
2,361.16 |
2,314.82 |
2,213.73 |
|
| R2 |
2,285.64 |
2,285.64 |
2,206.81 |
|
| R1 |
2,239.30 |
2,239.30 |
2,199.88 |
2,224.71 |
| PP |
2,210.12 |
2,210.12 |
2,210.12 |
2,202.83 |
| S1 |
2,163.78 |
2,163.78 |
2,186.04 |
2,149.19 |
| S2 |
2,134.60 |
2,134.60 |
2,179.11 |
|
| S3 |
2,059.08 |
2,088.26 |
2,172.19 |
|
| S4 |
1,983.56 |
2,012.74 |
2,151.42 |
|
|
| 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% |
30.11 |
1.4% |
31% |
False |
False |
|
| 10 |
2,288.76 |
2,180.94 |
107.82 |
4.9% |
26.38 |
1.2% |
22% |
False |
False |
|
| 20 |
2,373.82 |
2,180.94 |
192.88 |
8.7% |
25.89 |
1.2% |
12% |
False |
False |
|
| 40 |
2,417.83 |
2,180.94 |
236.89 |
10.7% |
25.70 |
1.2% |
10% |
False |
False |
|
| 60 |
2,417.83 |
2,180.94 |
236.89 |
10.7% |
24.95 |
1.1% |
10% |
False |
False |
|
| 80 |
2,417.83 |
2,180.94 |
236.89 |
10.7% |
27.20 |
1.2% |
10% |
False |
False |
|
| 100 |
2,417.83 |
2,180.94 |
236.89 |
10.7% |
26.98 |
1.2% |
10% |
False |
False |
|
| 120 |
2,417.83 |
2,180.94 |
236.89 |
10.7% |
26.21 |
1.2% |
10% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,312.09 |
|
2.618 |
2,273.13 |
|
1.618 |
2,249.26 |
|
1.000 |
2,234.51 |
|
0.618 |
2,225.39 |
|
HIGH |
2,210.64 |
|
0.618 |
2,201.52 |
|
0.500 |
2,198.71 |
|
0.382 |
2,195.89 |
|
LOW |
2,186.77 |
|
0.618 |
2,172.02 |
|
1.000 |
2,162.90 |
|
1.618 |
2,148.15 |
|
2.618 |
2,124.28 |
|
4.250 |
2,085.32 |
|
|