| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,516.0 |
2,490.0 |
-26.0 |
-1.0% |
2,584.0 |
| High |
2,521.0 |
2,535.0 |
14.0 |
0.6% |
2,646.0 |
| Low |
2,450.0 |
2,480.0 |
30.0 |
1.2% |
2,487.0 |
| Close |
2,482.0 |
2,533.0 |
51.0 |
2.1% |
2,524.0 |
| Range |
71.0 |
55.0 |
-16.0 |
-22.5% |
159.0 |
| ATR |
80.1 |
78.3 |
-1.8 |
-2.2% |
0.0 |
| Volume |
5,224 |
1,321 |
-3,903 |
-74.7% |
14,939 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,681.0 |
2,662.0 |
2,563.3 |
|
| R3 |
2,626.0 |
2,607.0 |
2,548.1 |
|
| R2 |
2,571.0 |
2,571.0 |
2,543.1 |
|
| R1 |
2,552.0 |
2,552.0 |
2,538.0 |
2,561.5 |
| PP |
2,516.0 |
2,516.0 |
2,516.0 |
2,520.8 |
| S1 |
2,497.0 |
2,497.0 |
2,528.0 |
2,506.5 |
| S2 |
2,461.0 |
2,461.0 |
2,522.9 |
|
| S3 |
2,406.0 |
2,442.0 |
2,517.9 |
|
| S4 |
2,351.0 |
2,387.0 |
2,502.8 |
|
|
| 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 |
7.7% |
66.4 |
2.6% |
42% |
False |
False |
2,918 |
| 10 |
2,646.0 |
2,450.0 |
196.0 |
7.7% |
65.6 |
2.6% |
42% |
False |
False |
2,668 |
| 20 |
2,745.0 |
2,424.0 |
321.0 |
12.7% |
71.0 |
2.8% |
34% |
False |
False |
1,765 |
| 40 |
2,937.0 |
2,387.0 |
550.0 |
21.7% |
75.8 |
3.0% |
27% |
False |
False |
1,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,768.8 |
|
2.618 |
2,679.0 |
|
1.618 |
2,624.0 |
|
1.000 |
2,590.0 |
|
0.618 |
2,569.0 |
|
HIGH |
2,535.0 |
|
0.618 |
2,514.0 |
|
0.500 |
2,507.5 |
|
0.382 |
2,501.0 |
|
LOW |
2,480.0 |
|
0.618 |
2,446.0 |
|
1.000 |
2,425.0 |
|
1.618 |
2,391.0 |
|
2.618 |
2,336.0 |
|
4.250 |
2,246.3 |
|
|