Day Change Summary |
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Previous |
Current |
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31-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5,967.5 |
5,955.0 |
-12.5 |
-0.2% |
5,842.0 |
High |
6,000.0 |
6,015.0 |
15.0 |
0.3% |
5,985.5 |
Low |
5,938.5 |
5,839.0 |
-99.5 |
-1.7% |
5,615.0 |
Close |
5,967.5 |
5,978.5 |
11.0 |
0.2% |
5,947.5 |
Range |
61.5 |
176.0 |
114.5 |
186.2% |
370.5 |
ATR |
152.9 |
154.5 |
1.7 |
1.1% |
0.0 |
Volume |
246 |
880 |
634 |
257.7% |
5,524 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,472.2 |
6,401.3 |
6,075.3 |
|
R3 |
6,296.2 |
6,225.3 |
6,026.9 |
|
R2 |
6,120.2 |
6,120.2 |
6,010.8 |
|
R1 |
6,049.3 |
6,049.3 |
5,994.6 |
6,084.8 |
PP |
5,944.2 |
5,944.2 |
5,944.2 |
5,961.9 |
S1 |
5,873.3 |
5,873.3 |
5,962.4 |
5,908.8 |
S2 |
5,768.2 |
5,768.2 |
5,946.2 |
|
S3 |
5,592.2 |
5,697.3 |
5,930.1 |
|
S4 |
5,416.2 |
5,521.3 |
5,881.7 |
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|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,960.8 |
6,824.7 |
6,151.3 |
|
R3 |
6,590.3 |
6,454.2 |
6,049.4 |
|
R2 |
6,219.8 |
6,219.8 |
6,015.4 |
|
R1 |
6,083.7 |
6,083.7 |
5,981.5 |
6,151.8 |
PP |
5,849.3 |
5,849.3 |
5,849.3 |
5,883.4 |
S1 |
5,713.2 |
5,713.2 |
5,913.5 |
5,781.3 |
S2 |
5,478.8 |
5,478.8 |
5,879.6 |
|
S3 |
5,108.3 |
5,342.7 |
5,845.6 |
|
S4 |
4,737.8 |
4,972.2 |
5,743.7 |
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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 |
6,015.0 |
5,710.0 |
305.0 |
5.1% |
130.0 |
2.2% |
88% |
True |
False |
820 |
10 |
6,126.5 |
5,615.0 |
511.5 |
8.6% |
150.6 |
2.5% |
71% |
False |
False |
1,057 |
20 |
6,285.0 |
5,593.5 |
691.5 |
11.6% |
166.4 |
2.8% |
56% |
False |
False |
755 |
40 |
6,348.5 |
5,593.5 |
755.0 |
12.6% |
131.2 |
2.2% |
51% |
False |
False |
569 |
60 |
6,348.5 |
5,593.5 |
755.0 |
12.6% |
107.0 |
1.8% |
51% |
False |
False |
897 |
80 |
6,348.5 |
5,442.0 |
906.5 |
15.2% |
97.8 |
1.6% |
59% |
False |
False |
717 |
100 |
6,348.5 |
5,419.0 |
929.5 |
15.5% |
93.0 |
1.6% |
60% |
False |
False |
590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,763.0 |
2.618 |
6,475.8 |
1.618 |
6,299.8 |
1.000 |
6,191.0 |
0.618 |
6,123.8 |
HIGH |
6,015.0 |
0.618 |
5,947.8 |
0.500 |
5,927.0 |
0.382 |
5,906.2 |
LOW |
5,839.0 |
0.618 |
5,730.2 |
1.000 |
5,663.0 |
1.618 |
5,554.2 |
2.618 |
5,378.2 |
4.250 |
5,091.0 |
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