Day Change Summary |
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Previous |
Current |
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30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,761.98 |
1,741.93 |
-20.05 |
-1.1% |
1,939.77 |
High |
1,776.61 |
1,747.25 |
-29.36 |
-1.7% |
1,939.77 |
Low |
1,734.90 |
1,700.04 |
-34.86 |
-2.0% |
1,829.30 |
Close |
1,739.14 |
1,734.41 |
-4.73 |
-0.3% |
1,838.52 |
Range |
41.71 |
47.21 |
5.50 |
13.2% |
110.47 |
ATR |
43.06 |
43.36 |
0.30 |
0.7% |
0.00 |
Volume |
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Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.86 |
1,848.85 |
1,760.38 |
|
R3 |
1,821.65 |
1,801.64 |
1,747.39 |
|
R2 |
1,774.44 |
1,774.44 |
1,743.07 |
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R1 |
1,754.43 |
1,754.43 |
1,738.74 |
1,740.83 |
PP |
1,727.23 |
1,727.23 |
1,727.23 |
1,720.44 |
S1 |
1,707.22 |
1,707.22 |
1,730.08 |
1,693.62 |
S2 |
1,680.02 |
1,680.02 |
1,725.75 |
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S3 |
1,632.81 |
1,660.01 |
1,721.43 |
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S4 |
1,585.60 |
1,612.80 |
1,708.44 |
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Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,200.61 |
2,130.03 |
1,899.28 |
|
R3 |
2,090.14 |
2,019.56 |
1,868.90 |
|
R2 |
1,979.67 |
1,979.67 |
1,858.77 |
|
R1 |
1,909.09 |
1,909.09 |
1,848.65 |
1,889.15 |
PP |
1,869.20 |
1,869.20 |
1,869.20 |
1,859.22 |
S1 |
1,798.62 |
1,798.62 |
1,828.39 |
1,778.68 |
S2 |
1,758.73 |
1,758.73 |
1,818.27 |
|
S3 |
1,648.26 |
1,688.15 |
1,808.14 |
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S4 |
1,537.79 |
1,577.68 |
1,777.76 |
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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 |
1,857.31 |
1,700.04 |
157.27 |
9.1% |
40.12 |
2.3% |
22% |
False |
True |
|
10 |
1,939.77 |
1,700.04 |
239.73 |
13.8% |
37.53 |
2.2% |
14% |
False |
True |
|
20 |
1,939.77 |
1,700.04 |
239.73 |
13.8% |
37.96 |
2.2% |
14% |
False |
True |
|
40 |
1,983.13 |
1,700.04 |
283.09 |
16.3% |
45.84 |
2.6% |
12% |
False |
True |
|
60 |
2,059.42 |
1,700.04 |
359.38 |
20.7% |
39.48 |
2.3% |
10% |
False |
True |
|
80 |
2,059.42 |
1,700.04 |
359.38 |
20.7% |
34.53 |
2.0% |
10% |
False |
True |
|
100 |
2,059.42 |
1,700.04 |
359.38 |
20.7% |
31.92 |
1.8% |
10% |
False |
True |
|
120 |
2,059.42 |
1,700.04 |
359.38 |
20.7% |
31.97 |
1.8% |
10% |
False |
True |
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Fibonacci Retracements and Extensions |
4.250 |
1,947.89 |
2.618 |
1,870.85 |
1.618 |
1,823.64 |
1.000 |
1,794.46 |
0.618 |
1,776.43 |
HIGH |
1,747.25 |
0.618 |
1,729.22 |
0.500 |
1,723.65 |
0.382 |
1,718.07 |
LOW |
1,700.04 |
0.618 |
1,670.86 |
1.000 |
1,652.83 |
1.618 |
1,623.65 |
2.618 |
1,576.44 |
4.250 |
1,499.40 |
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