| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,829.50 |
1,875.75 |
46.25 |
2.5% |
1,815.00 |
| High |
1,877.50 |
1,897.00 |
19.50 |
1.0% |
1,872.50 |
| Low |
1,827.50 |
1,869.50 |
42.00 |
2.3% |
1,753.75 |
| Close |
1,877.25 |
1,896.00 |
18.75 |
1.0% |
1,850.50 |
| Range |
50.00 |
27.50 |
-22.50 |
-45.0% |
118.75 |
| ATR |
55.11 |
53.14 |
-1.97 |
-3.6% |
0.00 |
| Volume |
2,833 |
908 |
-1,925 |
-67.9% |
2,381 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.00 |
1,960.50 |
1,911.00 |
|
| R3 |
1,942.50 |
1,933.00 |
1,903.50 |
|
| R2 |
1,915.00 |
1,915.00 |
1,901.00 |
|
| R1 |
1,905.50 |
1,905.50 |
1,898.50 |
1,910.25 |
| PP |
1,887.50 |
1,887.50 |
1,887.50 |
1,890.00 |
| S1 |
1,878.00 |
1,878.00 |
1,893.50 |
1,882.75 |
| S2 |
1,860.00 |
1,860.00 |
1,891.00 |
|
| S3 |
1,832.50 |
1,850.50 |
1,888.50 |
|
| S4 |
1,805.00 |
1,823.00 |
1,881.00 |
|
|
| 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 |
1,897.00 |
1,782.25 |
114.75 |
6.1% |
49.75 |
2.6% |
99% |
True |
False |
1,131 |
| 10 |
1,897.00 |
1,753.75 |
143.25 |
7.6% |
56.25 |
3.0% |
99% |
True |
False |
736 |
| 20 |
1,980.00 |
1,730.75 |
249.25 |
13.1% |
67.25 |
3.5% |
66% |
False |
False |
519 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
17.2% |
49.00 |
2.6% |
51% |
False |
False |
358 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
17.2% |
38.00 |
2.0% |
51% |
False |
False |
252 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
17.2% |
29.25 |
1.5% |
51% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,014.00 |
|
2.618 |
1,969.00 |
|
1.618 |
1,941.50 |
|
1.000 |
1,924.50 |
|
0.618 |
1,914.00 |
|
HIGH |
1,897.00 |
|
0.618 |
1,886.50 |
|
0.500 |
1,883.25 |
|
0.382 |
1,880.00 |
|
LOW |
1,869.50 |
|
0.618 |
1,852.50 |
|
1.000 |
1,842.00 |
|
1.618 |
1,825.00 |
|
2.618 |
1,797.50 |
|
4.250 |
1,752.50 |
|
|