| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,476.0 |
2,516.0 |
40.0 |
1.6% |
2,584.0 |
| High |
2,533.0 |
2,521.0 |
-12.0 |
-0.5% |
2,646.0 |
| Low |
2,470.0 |
2,450.0 |
-20.0 |
-0.8% |
2,487.0 |
| Close |
2,499.0 |
2,482.0 |
-17.0 |
-0.7% |
2,524.0 |
| Range |
63.0 |
71.0 |
8.0 |
12.7% |
159.0 |
| ATR |
80.8 |
80.1 |
-0.7 |
-0.9% |
0.0 |
| Volume |
2,621 |
5,224 |
2,603 |
99.3% |
14,939 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,697.3 |
2,660.7 |
2,521.1 |
|
| R3 |
2,626.3 |
2,589.7 |
2,501.5 |
|
| R2 |
2,555.3 |
2,555.3 |
2,495.0 |
|
| R1 |
2,518.7 |
2,518.7 |
2,488.5 |
2,501.5 |
| PP |
2,484.3 |
2,484.3 |
2,484.3 |
2,475.8 |
| S1 |
2,447.7 |
2,447.7 |
2,475.5 |
2,430.5 |
| S2 |
2,413.3 |
2,413.3 |
2,469.0 |
|
| S3 |
2,342.3 |
2,376.7 |
2,462.5 |
|
| S4 |
2,271.3 |
2,305.7 |
2,443.0 |
|
|
| 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 |
2,450.0 |
196.0 |
7.9% |
68.0 |
2.7% |
16% |
False |
True |
3,899 |
| 10 |
2,646.0 |
2,450.0 |
196.0 |
7.9% |
67.0 |
2.7% |
16% |
False |
True |
2,615 |
| 20 |
2,745.0 |
2,424.0 |
321.0 |
12.9% |
72.4 |
2.9% |
18% |
False |
False |
1,772 |
| 40 |
2,937.0 |
2,387.0 |
550.0 |
22.2% |
74.4 |
3.0% |
17% |
False |
False |
1,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,822.8 |
|
2.618 |
2,706.9 |
|
1.618 |
2,635.9 |
|
1.000 |
2,592.0 |
|
0.618 |
2,564.9 |
|
HIGH |
2,521.0 |
|
0.618 |
2,493.9 |
|
0.500 |
2,485.5 |
|
0.382 |
2,477.1 |
|
LOW |
2,450.0 |
|
0.618 |
2,406.1 |
|
1.000 |
2,379.0 |
|
1.618 |
2,335.1 |
|
2.618 |
2,264.1 |
|
4.250 |
2,148.3 |
|
|