| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,632.0 |
2,570.0 |
-62.0 |
-2.4% |
2,584.0 |
| High |
2,646.0 |
2,578.0 |
-68.0 |
-2.6% |
2,646.0 |
| Low |
2,594.0 |
2,487.0 |
-107.0 |
-4.1% |
2,487.0 |
| Close |
2,607.0 |
2,524.0 |
-83.0 |
-3.2% |
2,524.0 |
| Range |
52.0 |
91.0 |
39.0 |
75.0% |
159.0 |
| ATR |
79.3 |
82.2 |
2.9 |
3.7% |
0.0 |
| Volume |
471 |
4,956 |
4,485 |
952.2% |
14,939 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.7 |
2,754.3 |
2,574.1 |
|
| R3 |
2,711.7 |
2,663.3 |
2,549.0 |
|
| R2 |
2,620.7 |
2,620.7 |
2,540.7 |
|
| R1 |
2,572.3 |
2,572.3 |
2,532.3 |
2,551.0 |
| PP |
2,529.7 |
2,529.7 |
2,529.7 |
2,519.0 |
| S1 |
2,481.3 |
2,481.3 |
2,515.7 |
2,460.0 |
| S2 |
2,438.7 |
2,438.7 |
2,507.3 |
|
| S3 |
2,347.7 |
2,390.3 |
2,499.0 |
|
| S4 |
2,256.7 |
2,299.3 |
2,474.0 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.3 |
2,935.7 |
2,611.5 |
|
| R3 |
2,870.3 |
2,776.7 |
2,567.7 |
|
| R2 |
2,711.3 |
2,711.3 |
2,553.2 |
|
| R1 |
2,617.7 |
2,617.7 |
2,538.6 |
2,585.0 |
| PP |
2,552.3 |
2,552.3 |
2,552.3 |
2,536.0 |
| S1 |
2,458.7 |
2,458.7 |
2,509.4 |
2,426.0 |
| S2 |
2,393.3 |
2,393.3 |
2,494.9 |
|
| S3 |
2,234.3 |
2,299.7 |
2,480.3 |
|
| S4 |
2,075.3 |
2,140.7 |
2,436.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,646.0 |
2,487.0 |
159.0 |
6.3% |
57.8 |
2.3% |
23% |
False |
True |
2,987 |
| 10 |
2,646.0 |
2,424.0 |
222.0 |
8.8% |
65.5 |
2.6% |
45% |
False |
False |
2,126 |
| 20 |
2,745.0 |
2,424.0 |
321.0 |
12.7% |
78.2 |
3.1% |
31% |
False |
False |
1,483 |
| 40 |
2,937.0 |
2,387.0 |
550.0 |
21.8% |
71.6 |
2.8% |
25% |
False |
False |
1,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,964.8 |
|
2.618 |
2,816.2 |
|
1.618 |
2,725.2 |
|
1.000 |
2,669.0 |
|
0.618 |
2,634.2 |
|
HIGH |
2,578.0 |
|
0.618 |
2,543.2 |
|
0.500 |
2,532.5 |
|
0.382 |
2,521.8 |
|
LOW |
2,487.0 |
|
0.618 |
2,430.8 |
|
1.000 |
2,396.0 |
|
1.618 |
2,339.8 |
|
2.618 |
2,248.8 |
|
4.250 |
2,100.3 |
|
|