| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,893.25 |
1,833.50 |
-59.75 |
-3.2% |
1,859.25 |
| High |
1,902.25 |
1,843.75 |
-58.50 |
-3.1% |
1,902.25 |
| Low |
1,823.00 |
1,794.00 |
-29.00 |
-1.6% |
1,823.00 |
| Close |
1,832.50 |
1,794.00 |
-38.50 |
-2.1% |
1,832.50 |
| Range |
79.25 |
49.75 |
-29.50 |
-37.2% |
79.25 |
| ATR |
55.00 |
54.63 |
-0.38 |
-0.7% |
0.00 |
| Volume |
787 |
1,612 |
825 |
104.8% |
5,284 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.75 |
1,926.75 |
1,821.25 |
|
| R3 |
1,910.00 |
1,877.00 |
1,807.75 |
|
| R2 |
1,860.25 |
1,860.25 |
1,803.00 |
|
| R1 |
1,827.25 |
1,827.25 |
1,798.50 |
1,819.00 |
| PP |
1,810.50 |
1,810.50 |
1,810.50 |
1,806.50 |
| S1 |
1,777.50 |
1,777.50 |
1,789.50 |
1,769.00 |
| S2 |
1,760.75 |
1,760.75 |
1,785.00 |
|
| S3 |
1,711.00 |
1,727.75 |
1,780.25 |
|
| S4 |
1,661.25 |
1,678.00 |
1,766.75 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.25 |
2,040.75 |
1,876.00 |
|
| R3 |
2,011.00 |
1,961.50 |
1,854.25 |
|
| R2 |
1,931.75 |
1,931.75 |
1,847.00 |
|
| R1 |
1,882.25 |
1,882.25 |
1,839.75 |
1,867.50 |
| PP |
1,852.50 |
1,852.50 |
1,852.50 |
1,845.25 |
| S1 |
1,803.00 |
1,803.00 |
1,825.25 |
1,788.00 |
| S2 |
1,773.25 |
1,773.25 |
1,818.00 |
|
| S3 |
1,694.00 |
1,723.75 |
1,810.75 |
|
| S4 |
1,614.75 |
1,644.50 |
1,789.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,902.25 |
1,794.00 |
108.25 |
6.0% |
52.00 |
2.9% |
0% |
False |
True |
1,379 |
| 10 |
1,902.25 |
1,753.75 |
148.50 |
8.3% |
54.50 |
3.0% |
27% |
False |
False |
927 |
| 20 |
1,980.00 |
1,753.75 |
226.25 |
12.6% |
57.00 |
3.2% |
18% |
False |
False |
590 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
18.1% |
51.25 |
2.9% |
19% |
False |
False |
415 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
18.1% |
40.25 |
2.2% |
19% |
False |
False |
292 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
18.1% |
30.50 |
1.7% |
19% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,055.25 |
|
2.618 |
1,974.00 |
|
1.618 |
1,924.25 |
|
1.000 |
1,893.50 |
|
0.618 |
1,874.50 |
|
HIGH |
1,843.75 |
|
0.618 |
1,824.75 |
|
0.500 |
1,819.00 |
|
0.382 |
1,813.00 |
|
LOW |
1,794.00 |
|
0.618 |
1,763.25 |
|
1.000 |
1,744.25 |
|
1.618 |
1,713.50 |
|
2.618 |
1,663.75 |
|
4.250 |
1,582.50 |
|
|