| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,735.0 |
2,757.0 |
22.0 |
0.8% |
2,735.0 |
| High |
2,750.0 |
2,807.0 |
57.0 |
2.1% |
2,784.0 |
| Low |
2,712.0 |
2,755.0 |
43.0 |
1.6% |
2,687.0 |
| Close |
2,744.0 |
2,796.0 |
52.0 |
1.9% |
2,768.0 |
| Range |
38.0 |
52.0 |
14.0 |
36.8% |
97.0 |
| ATR |
49.0 |
50.0 |
1.0 |
2.0% |
0.0 |
| Volume |
477 |
543 |
66 |
13.8% |
98,800 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.0 |
2,921.0 |
2,824.6 |
|
| R3 |
2,890.0 |
2,869.0 |
2,810.3 |
|
| R2 |
2,838.0 |
2,838.0 |
2,805.5 |
|
| R1 |
2,817.0 |
2,817.0 |
2,800.8 |
2,827.5 |
| PP |
2,786.0 |
2,786.0 |
2,786.0 |
2,791.3 |
| S1 |
2,765.0 |
2,765.0 |
2,791.2 |
2,775.5 |
| S2 |
2,734.0 |
2,734.0 |
2,786.5 |
|
| S3 |
2,682.0 |
2,713.0 |
2,781.7 |
|
| S4 |
2,630.0 |
2,661.0 |
2,767.4 |
|
|
| 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 |
2,807.0 |
2,687.0 |
120.0 |
4.3% |
55.4 |
2.0% |
91% |
True |
False |
16,362 |
| 10 |
2,807.0 |
2,687.0 |
120.0 |
4.3% |
49.5 |
1.8% |
91% |
True |
False |
11,848 |
| 20 |
2,866.0 |
2,687.0 |
179.0 |
6.4% |
44.3 |
1.6% |
61% |
False |
False |
8,038 |
| 40 |
2,969.0 |
2,687.0 |
282.0 |
10.1% |
41.6 |
1.5% |
39% |
False |
False |
4,206 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.1% |
36.8 |
1.3% |
39% |
False |
False |
2,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,028.0 |
|
2.618 |
2,943.1 |
|
1.618 |
2,891.1 |
|
1.000 |
2,859.0 |
|
0.618 |
2,839.1 |
|
HIGH |
2,807.0 |
|
0.618 |
2,787.1 |
|
0.500 |
2,781.0 |
|
0.382 |
2,774.9 |
|
LOW |
2,755.0 |
|
0.618 |
2,722.9 |
|
1.000 |
2,703.0 |
|
1.618 |
2,670.9 |
|
2.618 |
2,618.9 |
|
4.250 |
2,534.0 |
|
|