| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,859.25 |
1,829.50 |
-29.75 |
-1.6% |
1,815.00 |
| High |
1,876.25 |
1,877.50 |
1.25 |
0.1% |
1,872.50 |
| Low |
1,823.25 |
1,827.50 |
4.25 |
0.2% |
1,753.75 |
| Close |
1,829.25 |
1,877.25 |
48.00 |
2.6% |
1,850.50 |
| Range |
53.00 |
50.00 |
-3.00 |
-5.7% |
118.75 |
| ATR |
55.50 |
55.11 |
-0.39 |
-0.7% |
0.00 |
| Volume |
756 |
2,833 |
2,077 |
274.7% |
2,381 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,010.75 |
1,994.00 |
1,904.75 |
|
| R3 |
1,960.75 |
1,944.00 |
1,891.00 |
|
| R2 |
1,910.75 |
1,910.75 |
1,886.50 |
|
| R1 |
1,894.00 |
1,894.00 |
1,881.75 |
1,902.50 |
| PP |
1,860.75 |
1,860.75 |
1,860.75 |
1,865.00 |
| S1 |
1,844.00 |
1,844.00 |
1,872.75 |
1,852.50 |
| S2 |
1,810.75 |
1,810.75 |
1,868.00 |
|
| S3 |
1,760.75 |
1,794.00 |
1,863.50 |
|
| S4 |
1,710.75 |
1,744.00 |
1,849.75 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.75 |
2,135.00 |
1,915.75 |
|
| R3 |
2,063.00 |
2,016.25 |
1,883.25 |
|
| R2 |
1,944.25 |
1,944.25 |
1,872.25 |
|
| R1 |
1,897.50 |
1,897.50 |
1,861.50 |
1,921.00 |
| PP |
1,825.50 |
1,825.50 |
1,825.50 |
1,837.25 |
| S1 |
1,778.75 |
1,778.75 |
1,839.50 |
1,802.00 |
| S2 |
1,706.75 |
1,706.75 |
1,828.75 |
|
| S3 |
1,588.00 |
1,660.00 |
1,817.75 |
|
| S4 |
1,469.25 |
1,541.25 |
1,785.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,877.50 |
1,782.25 |
95.25 |
5.1% |
56.25 |
3.0% |
100% |
True |
False |
1,075 |
| 10 |
1,891.75 |
1,753.75 |
138.00 |
7.4% |
58.00 |
3.1% |
89% |
False |
False |
670 |
| 20 |
1,980.00 |
1,730.75 |
249.25 |
13.3% |
67.50 |
3.6% |
59% |
False |
False |
480 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
17.3% |
48.75 |
2.6% |
45% |
False |
False |
336 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
17.3% |
37.75 |
2.0% |
45% |
False |
False |
237 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
17.3% |
28.75 |
1.5% |
45% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,090.00 |
|
2.618 |
2,008.50 |
|
1.618 |
1,958.50 |
|
1.000 |
1,927.50 |
|
0.618 |
1,908.50 |
|
HIGH |
1,877.50 |
|
0.618 |
1,858.50 |
|
0.500 |
1,852.50 |
|
0.382 |
1,846.50 |
|
LOW |
1,827.50 |
|
0.618 |
1,796.50 |
|
1.000 |
1,777.50 |
|
1.618 |
1,746.50 |
|
2.618 |
1,696.50 |
|
4.250 |
1,615.00 |
|
|