Day Change Summary |
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Previous |
Current |
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03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,883.25 |
1,857.83 |
-25.42 |
-1.3% |
1,846.60 |
High |
1,898.93 |
1,879.31 |
-19.62 |
-1.0% |
1,898.93 |
Low |
1,871.59 |
1,824.71 |
-46.88 |
-2.5% |
1,824.71 |
Close |
1,895.66 |
1,832.04 |
-63.62 |
-3.4% |
1,832.04 |
Range |
27.34 |
54.60 |
27.26 |
99.7% |
74.22 |
ATR |
49.14 |
50.70 |
1.56 |
3.2% |
0.00 |
Volume |
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Daily Pivots for day following 04-Jun-2010 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.15 |
1,975.20 |
1,862.07 |
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R3 |
1,954.55 |
1,920.60 |
1,847.06 |
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R2 |
1,899.95 |
1,899.95 |
1,842.05 |
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R1 |
1,866.00 |
1,866.00 |
1,837.05 |
1,855.68 |
PP |
1,845.35 |
1,845.35 |
1,845.35 |
1,840.19 |
S1 |
1,811.40 |
1,811.40 |
1,827.04 |
1,801.08 |
S2 |
1,790.75 |
1,790.75 |
1,822.03 |
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S3 |
1,736.15 |
1,756.80 |
1,817.03 |
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S4 |
1,681.55 |
1,702.20 |
1,802.01 |
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Weekly Pivots for week ending 04-Jun-2010 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,074.55 |
2,027.52 |
1,872.86 |
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R3 |
2,000.33 |
1,953.30 |
1,852.45 |
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R2 |
1,926.11 |
1,926.11 |
1,845.65 |
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R1 |
1,879.08 |
1,879.08 |
1,838.84 |
1,865.49 |
PP |
1,851.89 |
1,851.89 |
1,851.89 |
1,845.10 |
S1 |
1,804.86 |
1,804.86 |
1,825.24 |
1,791.27 |
S2 |
1,777.67 |
1,777.67 |
1,818.43 |
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S3 |
1,703.45 |
1,730.64 |
1,811.63 |
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S4 |
1,629.23 |
1,656.42 |
1,791.22 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,898.93 |
1,824.71 |
74.22 |
4.1% |
41.10 |
2.2% |
10% |
False |
True |
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10 |
1,898.93 |
1,756.63 |
142.30 |
7.8% |
45.07 |
2.5% |
53% |
False |
False |
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20 |
1,983.13 |
1,756.63 |
226.50 |
12.4% |
45.86 |
2.5% |
33% |
False |
False |
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40 |
2,059.42 |
1,752.31 |
307.11 |
16.8% |
41.04 |
2.2% |
26% |
False |
False |
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60 |
2,059.42 |
1,752.31 |
307.11 |
16.8% |
33.98 |
1.9% |
26% |
False |
False |
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80 |
2,059.42 |
1,738.46 |
320.96 |
17.5% |
30.72 |
1.7% |
29% |
False |
False |
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100 |
2,059.42 |
1,712.89 |
346.53 |
18.9% |
31.10 |
1.7% |
34% |
False |
False |
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120 |
2,059.42 |
1,712.89 |
346.53 |
18.9% |
28.74 |
1.6% |
34% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,111.36 |
2.618 |
2,022.25 |
1.618 |
1,967.65 |
1.000 |
1,933.91 |
0.618 |
1,913.05 |
HIGH |
1,879.31 |
0.618 |
1,858.45 |
0.500 |
1,852.01 |
0.382 |
1,845.57 |
LOW |
1,824.71 |
0.618 |
1,790.97 |
1.000 |
1,770.11 |
1.618 |
1,736.37 |
2.618 |
1,681.77 |
4.250 |
1,592.66 |
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