| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,709.0 |
2,735.0 |
26.0 |
1.0% |
2,735.0 |
| High |
2,774.0 |
2,750.0 |
-24.0 |
-0.9% |
2,784.0 |
| Low |
2,694.0 |
2,712.0 |
18.0 |
0.7% |
2,687.0 |
| Close |
2,768.0 |
2,744.0 |
-24.0 |
-0.9% |
2,768.0 |
| Range |
80.0 |
38.0 |
-42.0 |
-52.5% |
97.0 |
| ATR |
48.5 |
49.0 |
0.5 |
1.1% |
0.0 |
| Volume |
8,038 |
477 |
-7,561 |
-94.1% |
98,800 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.3 |
2,834.7 |
2,764.9 |
|
| R3 |
2,811.3 |
2,796.7 |
2,754.5 |
|
| R2 |
2,773.3 |
2,773.3 |
2,751.0 |
|
| R1 |
2,758.7 |
2,758.7 |
2,747.5 |
2,766.0 |
| PP |
2,735.3 |
2,735.3 |
2,735.3 |
2,739.0 |
| S1 |
2,720.7 |
2,720.7 |
2,740.5 |
2,728.0 |
| S2 |
2,697.3 |
2,697.3 |
2,737.0 |
|
| S3 |
2,659.3 |
2,682.7 |
2,733.6 |
|
| S4 |
2,621.3 |
2,644.7 |
2,723.1 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,037.3 |
2,999.7 |
2,821.4 |
|
| R3 |
2,940.3 |
2,902.7 |
2,794.7 |
|
| R2 |
2,843.3 |
2,843.3 |
2,785.8 |
|
| R1 |
2,805.7 |
2,805.7 |
2,776.9 |
2,824.5 |
| PP |
2,746.3 |
2,746.3 |
2,746.3 |
2,755.8 |
| S1 |
2,708.7 |
2,708.7 |
2,759.1 |
2,727.5 |
| S2 |
2,649.3 |
2,649.3 |
2,750.2 |
|
| S3 |
2,552.3 |
2,611.7 |
2,741.3 |
|
| S4 |
2,455.3 |
2,514.7 |
2,714.7 |
|
|
| 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 |
2,687.0 |
97.0 |
3.5% |
54.0 |
2.0% |
59% |
False |
False |
18,532 |
| 10 |
2,784.0 |
2,687.0 |
97.0 |
3.5% |
47.1 |
1.7% |
59% |
False |
False |
12,076 |
| 20 |
2,866.0 |
2,687.0 |
179.0 |
6.5% |
43.1 |
1.6% |
32% |
False |
False |
8,023 |
| 40 |
2,969.0 |
2,687.0 |
282.0 |
10.3% |
41.2 |
1.5% |
20% |
False |
False |
4,195 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.3% |
36.2 |
1.3% |
20% |
False |
False |
2,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,911.5 |
|
2.618 |
2,849.5 |
|
1.618 |
2,811.5 |
|
1.000 |
2,788.0 |
|
0.618 |
2,773.5 |
|
HIGH |
2,750.0 |
|
0.618 |
2,735.5 |
|
0.500 |
2,731.0 |
|
0.382 |
2,726.5 |
|
LOW |
2,712.0 |
|
0.618 |
2,688.5 |
|
1.000 |
2,674.0 |
|
1.618 |
2,650.5 |
|
2.618 |
2,612.5 |
|
4.250 |
2,550.5 |
|
|