Day Change Summary |
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Previous |
Current |
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01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5,955.0 |
5,924.0 |
-31.0 |
-0.5% |
5,842.0 |
High |
6,015.0 |
6,040.0 |
25.0 |
0.4% |
5,985.5 |
Low |
5,839.0 |
5,880.5 |
41.5 |
0.7% |
5,615.0 |
Close |
5,978.5 |
5,988.5 |
10.0 |
0.2% |
5,947.5 |
Range |
176.0 |
159.5 |
-16.5 |
-9.4% |
370.5 |
ATR |
154.5 |
154.9 |
0.4 |
0.2% |
0.0 |
Volume |
880 |
745 |
-135 |
-15.3% |
5,524 |
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Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,448.2 |
6,377.8 |
6,076.2 |
|
R3 |
6,288.7 |
6,218.3 |
6,032.4 |
|
R2 |
6,129.2 |
6,129.2 |
6,017.7 |
|
R1 |
6,058.8 |
6,058.8 |
6,003.1 |
6,094.0 |
PP |
5,969.7 |
5,969.7 |
5,969.7 |
5,987.3 |
S1 |
5,899.3 |
5,899.3 |
5,973.9 |
5,934.5 |
S2 |
5,810.2 |
5,810.2 |
5,959.3 |
|
S3 |
5,650.7 |
5,739.8 |
5,944.6 |
|
S4 |
5,491.2 |
5,580.3 |
5,900.8 |
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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 |
6,040.0 |
5,765.5 |
274.5 |
4.6% |
137.4 |
2.3% |
81% |
True |
False |
854 |
10 |
6,050.0 |
5,615.0 |
435.0 |
7.3% |
150.9 |
2.5% |
86% |
False |
False |
1,025 |
20 |
6,285.0 |
5,593.5 |
691.5 |
11.5% |
169.8 |
2.8% |
57% |
False |
False |
760 |
40 |
6,348.5 |
5,593.5 |
755.0 |
12.6% |
133.7 |
2.2% |
52% |
False |
False |
585 |
60 |
6,348.5 |
5,593.5 |
755.0 |
12.6% |
109.3 |
1.8% |
52% |
False |
False |
904 |
80 |
6,348.5 |
5,480.0 |
868.5 |
14.5% |
99.0 |
1.7% |
59% |
False |
False |
722 |
100 |
6,348.5 |
5,419.0 |
929.5 |
15.5% |
94.6 |
1.6% |
61% |
False |
False |
598 |
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Fibonacci Retracements and Extensions |
4.250 |
6,717.9 |
2.618 |
6,457.6 |
1.618 |
6,298.1 |
1.000 |
6,199.5 |
0.618 |
6,138.6 |
HIGH |
6,040.0 |
0.618 |
5,979.1 |
0.500 |
5,960.3 |
0.382 |
5,941.4 |
LOW |
5,880.5 |
0.618 |
5,781.9 |
1.000 |
5,721.0 |
1.618 |
5,622.4 |
2.618 |
5,462.9 |
4.250 |
5,202.6 |
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