| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,744.0 |
2,764.0 |
20.0 |
0.7% |
2,765.0 |
| High |
2,783.0 |
2,770.0 |
-13.0 |
-0.5% |
2,783.0 |
| Low |
2,732.0 |
2,712.0 |
-20.0 |
-0.7% |
2,712.0 |
| Close |
2,766.0 |
2,727.0 |
-39.0 |
-1.4% |
2,727.0 |
| Range |
51.0 |
58.0 |
7.0 |
13.7% |
71.0 |
| ATR |
43.8 |
44.8 |
1.0 |
2.3% |
0.0 |
| Volume |
7,096 |
6,115 |
-981 |
-13.8% |
26,179 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.3 |
2,876.7 |
2,758.9 |
|
| R3 |
2,852.3 |
2,818.7 |
2,743.0 |
|
| R2 |
2,794.3 |
2,794.3 |
2,737.6 |
|
| R1 |
2,760.7 |
2,760.7 |
2,732.3 |
2,748.5 |
| PP |
2,736.3 |
2,736.3 |
2,736.3 |
2,730.3 |
| S1 |
2,702.7 |
2,702.7 |
2,721.7 |
2,690.5 |
| S2 |
2,678.3 |
2,678.3 |
2,716.4 |
|
| S3 |
2,620.3 |
2,644.7 |
2,711.1 |
|
| S4 |
2,562.3 |
2,586.7 |
2,695.1 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.7 |
2,911.3 |
2,766.1 |
|
| R3 |
2,882.7 |
2,840.3 |
2,746.5 |
|
| R2 |
2,811.7 |
2,811.7 |
2,740.0 |
|
| R1 |
2,769.3 |
2,769.3 |
2,733.5 |
2,755.0 |
| PP |
2,740.7 |
2,740.7 |
2,740.7 |
2,733.5 |
| S1 |
2,698.3 |
2,698.3 |
2,720.5 |
2,684.0 |
| S2 |
2,669.7 |
2,669.7 |
2,714.0 |
|
| S3 |
2,598.7 |
2,627.3 |
2,707.5 |
|
| S4 |
2,527.7 |
2,556.3 |
2,688.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,783.0 |
2,712.0 |
71.0 |
2.6% |
41.6 |
1.5% |
21% |
False |
True |
5,235 |
| 10 |
2,866.0 |
2,712.0 |
154.0 |
5.6% |
41.4 |
1.5% |
10% |
False |
True |
5,760 |
| 20 |
2,885.0 |
2,712.0 |
173.0 |
6.3% |
39.7 |
1.5% |
9% |
False |
True |
3,139 |
| 40 |
2,969.0 |
2,712.0 |
257.0 |
9.4% |
37.6 |
1.4% |
6% |
False |
True |
1,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,016.5 |
|
2.618 |
2,921.8 |
|
1.618 |
2,863.8 |
|
1.000 |
2,828.0 |
|
0.618 |
2,805.8 |
|
HIGH |
2,770.0 |
|
0.618 |
2,747.8 |
|
0.500 |
2,741.0 |
|
0.382 |
2,734.2 |
|
LOW |
2,712.0 |
|
0.618 |
2,676.2 |
|
1.000 |
2,654.0 |
|
1.618 |
2,618.2 |
|
2.618 |
2,560.2 |
|
4.250 |
2,465.5 |
|
|