| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,757.0 |
2,791.0 |
34.0 |
1.2% |
2,735.0 |
| High |
2,807.0 |
2,800.0 |
-7.0 |
-0.2% |
2,784.0 |
| Low |
2,755.0 |
2,780.0 |
25.0 |
0.9% |
2,687.0 |
| Close |
2,796.0 |
2,792.0 |
-4.0 |
-0.1% |
2,768.0 |
| Range |
52.0 |
20.0 |
-32.0 |
-61.5% |
97.0 |
| ATR |
50.0 |
47.9 |
-2.1 |
-4.3% |
0.0 |
| Volume |
543 |
145 |
-398 |
-73.3% |
98,800 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.7 |
2,841.3 |
2,803.0 |
|
| R3 |
2,830.7 |
2,821.3 |
2,797.5 |
|
| R2 |
2,810.7 |
2,810.7 |
2,795.7 |
|
| R1 |
2,801.3 |
2,801.3 |
2,793.8 |
2,806.0 |
| PP |
2,790.7 |
2,790.7 |
2,790.7 |
2,793.0 |
| S1 |
2,781.3 |
2,781.3 |
2,790.2 |
2,786.0 |
| S2 |
2,770.7 |
2,770.7 |
2,788.3 |
|
| S3 |
2,750.7 |
2,761.3 |
2,786.5 |
|
| S4 |
2,730.7 |
2,741.3 |
2,781.0 |
|
|
| 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% |
46.0 |
1.6% |
88% |
False |
False |
10,316 |
| 10 |
2,807.0 |
2,687.0 |
120.0 |
4.3% |
48.3 |
1.7% |
88% |
False |
False |
11,317 |
| 20 |
2,866.0 |
2,687.0 |
179.0 |
6.4% |
42.7 |
1.5% |
59% |
False |
False |
7,992 |
| 40 |
2,969.0 |
2,687.0 |
282.0 |
10.1% |
40.9 |
1.5% |
37% |
False |
False |
4,194 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.1% |
36.7 |
1.3% |
37% |
False |
False |
2,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.0 |
|
2.618 |
2,852.4 |
|
1.618 |
2,832.4 |
|
1.000 |
2,820.0 |
|
0.618 |
2,812.4 |
|
HIGH |
2,800.0 |
|
0.618 |
2,792.4 |
|
0.500 |
2,790.0 |
|
0.382 |
2,787.6 |
|
LOW |
2,780.0 |
|
0.618 |
2,767.6 |
|
1.000 |
2,760.0 |
|
1.618 |
2,747.6 |
|
2.618 |
2,727.6 |
|
4.250 |
2,695.0 |
|
|