| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,563.0 |
2,553.0 |
-10.0 |
-0.4% |
2,541.0 |
| High |
2,593.0 |
2,616.0 |
23.0 |
0.9% |
2,621.0 |
| Low |
2,516.0 |
2,553.0 |
37.0 |
1.5% |
2,424.0 |
| Close |
2,580.0 |
2,580.0 |
0.0 |
0.0% |
2,590.0 |
| Range |
77.0 |
63.0 |
-14.0 |
-18.2% |
197.0 |
| ATR |
81.7 |
80.3 |
-1.3 |
-1.6% |
0.0 |
| Volume |
2,835 |
6,225 |
3,390 |
119.6% |
6,322 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.0 |
2,739.0 |
2,614.7 |
|
| R3 |
2,709.0 |
2,676.0 |
2,597.3 |
|
| R2 |
2,646.0 |
2,646.0 |
2,591.6 |
|
| R1 |
2,613.0 |
2,613.0 |
2,585.8 |
2,629.5 |
| PP |
2,583.0 |
2,583.0 |
2,583.0 |
2,591.3 |
| S1 |
2,550.0 |
2,550.0 |
2,574.2 |
2,566.5 |
| S2 |
2,520.0 |
2,520.0 |
2,568.5 |
|
| S3 |
2,457.0 |
2,487.0 |
2,562.7 |
|
| S4 |
2,394.0 |
2,424.0 |
2,545.4 |
|
|
| 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 |
2,510.0 |
111.0 |
4.3% |
64.8 |
2.5% |
63% |
False |
False |
2,419 |
| 10 |
2,621.0 |
2,424.0 |
197.0 |
7.6% |
72.9 |
2.8% |
79% |
False |
False |
1,773 |
| 20 |
2,745.0 |
2,387.0 |
358.0 |
13.9% |
90.5 |
3.5% |
54% |
False |
False |
1,288 |
| 40 |
2,937.0 |
2,387.0 |
550.0 |
21.3% |
69.6 |
2.7% |
35% |
False |
False |
882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,883.8 |
|
2.618 |
2,780.9 |
|
1.618 |
2,717.9 |
|
1.000 |
2,679.0 |
|
0.618 |
2,654.9 |
|
HIGH |
2,616.0 |
|
0.618 |
2,591.9 |
|
0.500 |
2,584.5 |
|
0.382 |
2,577.1 |
|
LOW |
2,553.0 |
|
0.618 |
2,514.1 |
|
1.000 |
2,490.0 |
|
1.618 |
2,451.1 |
|
2.618 |
2,388.1 |
|
4.250 |
2,285.3 |
|
|