| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,764.0 |
2,735.0 |
-29.0 |
-1.0% |
2,765.0 |
| High |
2,770.0 |
2,741.0 |
-29.0 |
-1.0% |
2,783.0 |
| Low |
2,712.0 |
2,709.0 |
-3.0 |
-0.1% |
2,712.0 |
| Close |
2,727.0 |
2,730.0 |
3.0 |
0.1% |
2,727.0 |
| Range |
58.0 |
32.0 |
-26.0 |
-44.8% |
71.0 |
| ATR |
44.8 |
43.9 |
-0.9 |
-2.0% |
0.0 |
| Volume |
6,115 |
6,617 |
502 |
8.2% |
26,179 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,822.7 |
2,808.3 |
2,747.6 |
|
| R3 |
2,790.7 |
2,776.3 |
2,738.8 |
|
| R2 |
2,758.7 |
2,758.7 |
2,735.9 |
|
| R1 |
2,744.3 |
2,744.3 |
2,732.9 |
2,735.5 |
| PP |
2,726.7 |
2,726.7 |
2,726.7 |
2,722.3 |
| S1 |
2,712.3 |
2,712.3 |
2,727.1 |
2,703.5 |
| S2 |
2,694.7 |
2,694.7 |
2,724.1 |
|
| S3 |
2,662.7 |
2,680.3 |
2,721.2 |
|
| S4 |
2,630.7 |
2,648.3 |
2,712.4 |
|
|
| 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 |
2,709.0 |
74.0 |
2.7% |
40.2 |
1.5% |
28% |
False |
True |
5,621 |
| 10 |
2,866.0 |
2,709.0 |
157.0 |
5.8% |
43.1 |
1.6% |
13% |
False |
True |
6,407 |
| 20 |
2,885.0 |
2,709.0 |
176.0 |
6.4% |
39.6 |
1.5% |
12% |
False |
True |
3,467 |
| 40 |
2,969.0 |
2,709.0 |
260.0 |
9.5% |
37.4 |
1.4% |
8% |
False |
True |
1,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,877.0 |
|
2.618 |
2,824.8 |
|
1.618 |
2,792.8 |
|
1.000 |
2,773.0 |
|
0.618 |
2,760.8 |
|
HIGH |
2,741.0 |
|
0.618 |
2,728.8 |
|
0.500 |
2,725.0 |
|
0.382 |
2,721.2 |
|
LOW |
2,709.0 |
|
0.618 |
2,689.2 |
|
1.000 |
2,677.0 |
|
1.618 |
2,657.2 |
|
2.618 |
2,625.2 |
|
4.250 |
2,573.0 |
|
|