| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,570.0 |
2,476.0 |
-94.0 |
-3.7% |
2,584.0 |
| High |
2,578.0 |
2,533.0 |
-45.0 |
-1.7% |
2,646.0 |
| Low |
2,487.0 |
2,470.0 |
-17.0 |
-0.7% |
2,487.0 |
| Close |
2,524.0 |
2,499.0 |
-25.0 |
-1.0% |
2,524.0 |
| Range |
91.0 |
63.0 |
-28.0 |
-30.8% |
159.0 |
| ATR |
82.2 |
80.8 |
-1.4 |
-1.7% |
0.0 |
| Volume |
4,956 |
2,621 |
-2,335 |
-47.1% |
14,939 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,689.7 |
2,657.3 |
2,533.7 |
|
| R3 |
2,626.7 |
2,594.3 |
2,516.3 |
|
| R2 |
2,563.7 |
2,563.7 |
2,510.6 |
|
| R1 |
2,531.3 |
2,531.3 |
2,504.8 |
2,547.5 |
| PP |
2,500.7 |
2,500.7 |
2,500.7 |
2,508.8 |
| S1 |
2,468.3 |
2,468.3 |
2,493.2 |
2,484.5 |
| S2 |
2,437.7 |
2,437.7 |
2,487.5 |
|
| S3 |
2,374.7 |
2,405.3 |
2,481.7 |
|
| S4 |
2,311.7 |
2,342.3 |
2,464.4 |
|
|
| 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 |
2,470.0 |
176.0 |
7.0% |
69.2 |
2.8% |
16% |
False |
True |
3,421 |
| 10 |
2,646.0 |
2,424.0 |
222.0 |
8.9% |
67.4 |
2.7% |
34% |
False |
False |
2,270 |
| 20 |
2,745.0 |
2,424.0 |
321.0 |
12.8% |
73.2 |
2.9% |
23% |
False |
False |
1,550 |
| 40 |
2,937.0 |
2,387.0 |
550.0 |
22.0% |
72.6 |
2.9% |
20% |
False |
False |
1,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.8 |
|
2.618 |
2,697.9 |
|
1.618 |
2,634.9 |
|
1.000 |
2,596.0 |
|
0.618 |
2,571.9 |
|
HIGH |
2,533.0 |
|
0.618 |
2,508.9 |
|
0.500 |
2,501.5 |
|
0.382 |
2,494.1 |
|
LOW |
2,470.0 |
|
0.618 |
2,431.1 |
|
1.000 |
2,407.0 |
|
1.618 |
2,368.1 |
|
2.618 |
2,305.1 |
|
4.250 |
2,202.3 |
|
|