| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,735.0 |
2,739.0 |
4.0 |
0.1% |
2,765.0 |
| High |
2,741.0 |
2,784.0 |
43.0 |
1.6% |
2,783.0 |
| Low |
2,709.0 |
2,739.0 |
30.0 |
1.1% |
2,712.0 |
| Close |
2,730.0 |
2,771.0 |
41.0 |
1.5% |
2,727.0 |
| Range |
32.0 |
45.0 |
13.0 |
40.6% |
71.0 |
| ATR |
43.9 |
44.6 |
0.7 |
1.6% |
0.0 |
| Volume |
6,617 |
11,389 |
4,772 |
72.1% |
26,179 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.7 |
2,880.3 |
2,795.8 |
|
| R3 |
2,854.7 |
2,835.3 |
2,783.4 |
|
| R2 |
2,809.7 |
2,809.7 |
2,779.3 |
|
| R1 |
2,790.3 |
2,790.3 |
2,775.1 |
2,800.0 |
| PP |
2,764.7 |
2,764.7 |
2,764.7 |
2,769.5 |
| S1 |
2,745.3 |
2,745.3 |
2,766.9 |
2,755.0 |
| S2 |
2,719.7 |
2,719.7 |
2,762.8 |
|
| S3 |
2,674.7 |
2,700.3 |
2,758.6 |
|
| S4 |
2,629.7 |
2,655.3 |
2,746.3 |
|
|
| 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 |
2,784.0 |
2,709.0 |
75.0 |
2.7% |
43.6 |
1.6% |
83% |
True |
False |
7,334 |
| 10 |
2,858.0 |
2,709.0 |
149.0 |
5.4% |
43.7 |
1.6% |
42% |
False |
False |
7,420 |
| 20 |
2,885.0 |
2,709.0 |
176.0 |
6.4% |
39.6 |
1.4% |
35% |
False |
False |
4,027 |
| 40 |
2,969.0 |
2,709.0 |
260.0 |
9.4% |
38.3 |
1.4% |
24% |
False |
False |
2,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.3 |
|
2.618 |
2,901.8 |
|
1.618 |
2,856.8 |
|
1.000 |
2,829.0 |
|
0.618 |
2,811.8 |
|
HIGH |
2,784.0 |
|
0.618 |
2,766.8 |
|
0.500 |
2,761.5 |
|
0.382 |
2,756.2 |
|
LOW |
2,739.0 |
|
0.618 |
2,711.2 |
|
1.000 |
2,694.0 |
|
1.618 |
2,666.2 |
|
2.618 |
2,621.2 |
|
4.250 |
2,547.8 |
|
|