Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
4,241.0 |
4,233.0 |
-8.0 |
-0.2% |
4,630.0 |
High |
4,290.0 |
4,254.0 |
-36.0 |
-0.8% |
4,630.0 |
Low |
4,239.0 |
4,198.0 |
-41.0 |
-1.0% |
4,403.0 |
Close |
4,262.0 |
4,215.0 |
-47.0 |
-1.1% |
4,416.0 |
Range |
51.0 |
56.0 |
5.0 |
9.8% |
227.0 |
ATR |
71.1 |
70.6 |
-0.5 |
-0.7% |
0.0 |
Volume |
36,165 |
36,229 |
64 |
0.2% |
119,002 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,390.3 |
4,358.7 |
4,245.8 |
|
R3 |
4,334.3 |
4,302.7 |
4,230.4 |
|
R2 |
4,278.3 |
4,278.3 |
4,225.3 |
|
R1 |
4,246.7 |
4,246.7 |
4,220.1 |
4,234.5 |
PP |
4,222.3 |
4,222.3 |
4,222.3 |
4,216.3 |
S1 |
4,190.7 |
4,190.7 |
4,209.9 |
4,178.5 |
S2 |
4,166.3 |
4,166.3 |
4,204.7 |
|
S3 |
4,110.3 |
4,134.7 |
4,199.6 |
|
S4 |
4,054.3 |
4,078.7 |
4,184.2 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,164.0 |
5,017.0 |
4,540.9 |
|
R3 |
4,937.0 |
4,790.0 |
4,478.4 |
|
R2 |
4,710.0 |
4,710.0 |
4,457.6 |
|
R1 |
4,563.0 |
4,563.0 |
4,436.8 |
4,523.0 |
PP |
4,483.0 |
4,483.0 |
4,483.0 |
4,463.0 |
S1 |
4,336.0 |
4,336.0 |
4,395.2 |
4,296.0 |
S2 |
4,256.0 |
4,256.0 |
4,374.4 |
|
S3 |
4,029.0 |
4,109.0 |
4,353.6 |
|
S4 |
3,802.0 |
3,882.0 |
4,291.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,443.0 |
4,198.0 |
245.0 |
5.8% |
59.8 |
1.4% |
7% |
False |
True |
28,374 |
10 |
4,630.0 |
4,198.0 |
432.0 |
10.2% |
53.6 |
1.3% |
4% |
False |
True |
26,207 |
20 |
4,630.0 |
4,198.0 |
432.0 |
10.2% |
48.8 |
1.2% |
4% |
False |
True |
24,868 |
40 |
4,654.0 |
4,184.0 |
470.0 |
11.2% |
47.4 |
1.1% |
7% |
False |
False |
12,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,492.0 |
2.618 |
4,400.6 |
1.618 |
4,344.6 |
1.000 |
4,310.0 |
0.618 |
4,288.6 |
HIGH |
4,254.0 |
0.618 |
4,232.6 |
0.500 |
4,226.0 |
0.382 |
4,219.4 |
LOW |
4,198.0 |
0.618 |
4,163.4 |
1.000 |
4,142.0 |
1.618 |
4,107.4 |
2.618 |
4,051.4 |
4.250 |
3,960.0 |
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