Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
6,080.0 |
6,066.0 |
-14.0 |
-0.2% |
5,967.5 |
High |
6,105.0 |
6,116.0 |
11.0 |
0.2% |
6,116.0 |
Low |
6,039.0 |
5,870.0 |
-169.0 |
-2.8% |
5,839.0 |
Close |
6,054.0 |
5,935.5 |
-118.5 |
-2.0% |
5,935.5 |
Range |
66.0 |
246.0 |
180.0 |
272.7% |
277.0 |
ATR |
152.1 |
158.8 |
6.7 |
4.4% |
0.0 |
Volume |
808 |
1,028 |
220 |
27.2% |
3,707 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,711.8 |
6,569.7 |
6,070.8 |
|
R3 |
6,465.8 |
6,323.7 |
6,003.2 |
|
R2 |
6,219.8 |
6,219.8 |
5,980.6 |
|
R1 |
6,077.7 |
6,077.7 |
5,958.1 |
6,025.8 |
PP |
5,973.8 |
5,973.8 |
5,973.8 |
5,947.9 |
S1 |
5,831.7 |
5,831.7 |
5,913.0 |
5,779.8 |
S2 |
5,727.8 |
5,727.8 |
5,890.4 |
|
S3 |
5,481.8 |
5,585.7 |
5,867.9 |
|
S4 |
5,235.8 |
5,339.7 |
5,800.2 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,794.5 |
6,642.0 |
6,087.9 |
|
R3 |
6,517.5 |
6,365.0 |
6,011.7 |
|
R2 |
6,240.5 |
6,240.5 |
5,986.3 |
|
R1 |
6,088.0 |
6,088.0 |
5,960.9 |
6,025.8 |
PP |
5,963.5 |
5,963.5 |
5,963.5 |
5,932.4 |
S1 |
5,811.0 |
5,811.0 |
5,910.1 |
5,748.8 |
S2 |
5,686.5 |
5,686.5 |
5,884.7 |
|
S3 |
5,409.5 |
5,534.0 |
5,859.3 |
|
S4 |
5,132.5 |
5,257.0 |
5,783.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,116.0 |
5,839.0 |
277.0 |
4.7% |
141.8 |
2.4% |
35% |
True |
False |
741 |
10 |
6,116.0 |
5,615.0 |
501.0 |
8.4% |
138.3 |
2.3% |
64% |
True |
False |
923 |
20 |
6,285.0 |
5,615.0 |
670.0 |
11.3% |
152.9 |
2.6% |
48% |
False |
False |
805 |
40 |
6,348.5 |
5,593.5 |
755.0 |
12.7% |
138.6 |
2.3% |
45% |
False |
False |
613 |
60 |
6,348.5 |
5,593.5 |
755.0 |
12.7% |
112.0 |
1.9% |
45% |
False |
False |
917 |
80 |
6,348.5 |
5,480.0 |
868.5 |
14.6% |
101.0 |
1.7% |
52% |
False |
False |
743 |
100 |
6,348.5 |
5,419.0 |
929.5 |
15.7% |
97.0 |
1.6% |
56% |
False |
False |
616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,161.5 |
2.618 |
6,760.0 |
1.618 |
6,514.0 |
1.000 |
6,362.0 |
0.618 |
6,268.0 |
HIGH |
6,116.0 |
0.618 |
6,022.0 |
0.500 |
5,993.0 |
0.382 |
5,964.0 |
LOW |
5,870.0 |
0.618 |
5,718.0 |
1.000 |
5,624.0 |
1.618 |
5,472.0 |
2.618 |
5,226.0 |
4.250 |
4,824.5 |
|
|