| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,584.0 |
2,563.0 |
-21.0 |
-0.8% |
2,541.0 |
| High |
2,590.0 |
2,593.0 |
3.0 |
0.1% |
2,621.0 |
| Low |
2,584.0 |
2,516.0 |
-68.0 |
-2.6% |
2,424.0 |
| Close |
2,584.0 |
2,580.0 |
-4.0 |
-0.2% |
2,590.0 |
| Range |
6.0 |
77.0 |
71.0 |
1,183.3% |
197.0 |
| ATR |
82.0 |
81.7 |
-0.4 |
-0.4% |
0.0 |
| Volume |
452 |
2,835 |
2,383 |
527.2% |
6,322 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.0 |
2,764.0 |
2,622.4 |
|
| R3 |
2,717.0 |
2,687.0 |
2,601.2 |
|
| R2 |
2,640.0 |
2,640.0 |
2,594.1 |
|
| R1 |
2,610.0 |
2,610.0 |
2,587.1 |
2,625.0 |
| PP |
2,563.0 |
2,563.0 |
2,563.0 |
2,570.5 |
| S1 |
2,533.0 |
2,533.0 |
2,572.9 |
2,548.0 |
| S2 |
2,486.0 |
2,486.0 |
2,565.9 |
|
| S3 |
2,409.0 |
2,456.0 |
2,558.8 |
|
| S4 |
2,332.0 |
2,379.0 |
2,537.7 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,136.0 |
3,060.0 |
2,698.4 |
|
| R3 |
2,939.0 |
2,863.0 |
2,644.2 |
|
| R2 |
2,742.0 |
2,742.0 |
2,626.1 |
|
| R1 |
2,666.0 |
2,666.0 |
2,608.1 |
2,704.0 |
| PP |
2,545.0 |
2,545.0 |
2,545.0 |
2,564.0 |
| S1 |
2,469.0 |
2,469.0 |
2,571.9 |
2,507.0 |
| S2 |
2,348.0 |
2,348.0 |
2,553.9 |
|
| S3 |
2,151.0 |
2,272.0 |
2,535.8 |
|
| S4 |
1,954.0 |
2,075.0 |
2,481.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,621.0 |
2,466.0 |
155.0 |
6.0% |
66.0 |
2.6% |
74% |
False |
False |
1,332 |
| 10 |
2,621.0 |
2,424.0 |
197.0 |
7.6% |
70.9 |
2.7% |
79% |
False |
False |
1,163 |
| 20 |
2,745.0 |
2,387.0 |
358.0 |
13.9% |
90.6 |
3.5% |
54% |
False |
False |
1,037 |
| 40 |
2,937.0 |
2,387.0 |
550.0 |
21.3% |
68.7 |
2.7% |
35% |
False |
False |
731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.3 |
|
2.618 |
2,794.6 |
|
1.618 |
2,717.6 |
|
1.000 |
2,670.0 |
|
0.618 |
2,640.6 |
|
HIGH |
2,593.0 |
|
0.618 |
2,563.6 |
|
0.500 |
2,554.5 |
|
0.382 |
2,545.4 |
|
LOW |
2,516.0 |
|
0.618 |
2,468.4 |
|
1.000 |
2,439.0 |
|
1.618 |
2,391.4 |
|
2.618 |
2,314.4 |
|
4.250 |
2,188.8 |
|
|