| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,490.0 |
2,512.0 |
22.0 |
0.9% |
2,584.0 |
| High |
2,535.0 |
2,599.0 |
64.0 |
2.5% |
2,646.0 |
| Low |
2,480.0 |
2,500.0 |
20.0 |
0.8% |
2,487.0 |
| Close |
2,533.0 |
2,583.0 |
50.0 |
2.0% |
2,524.0 |
| Range |
55.0 |
99.0 |
44.0 |
80.0% |
159.0 |
| ATR |
78.3 |
79.8 |
1.5 |
1.9% |
0.0 |
| Volume |
1,321 |
13,125 |
11,804 |
893.6% |
14,939 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.7 |
2,819.3 |
2,637.5 |
|
| R3 |
2,758.7 |
2,720.3 |
2,610.2 |
|
| R2 |
2,659.7 |
2,659.7 |
2,601.2 |
|
| R1 |
2,621.3 |
2,621.3 |
2,592.1 |
2,640.5 |
| PP |
2,560.7 |
2,560.7 |
2,560.7 |
2,570.3 |
| S1 |
2,522.3 |
2,522.3 |
2,573.9 |
2,541.5 |
| S2 |
2,461.7 |
2,461.7 |
2,564.9 |
|
| S3 |
2,362.7 |
2,423.3 |
2,555.8 |
|
| S4 |
2,263.7 |
2,324.3 |
2,528.6 |
|
|
| 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 |
2,599.0 |
2,450.0 |
149.0 |
5.8% |
75.8 |
2.9% |
89% |
True |
False |
5,449 |
| 10 |
2,646.0 |
2,450.0 |
196.0 |
7.6% |
65.0 |
2.5% |
68% |
False |
False |
3,878 |
| 20 |
2,696.0 |
2,424.0 |
272.0 |
10.5% |
73.7 |
2.9% |
58% |
False |
False |
2,368 |
| 40 |
2,935.0 |
2,387.0 |
548.0 |
21.2% |
77.4 |
3.0% |
36% |
False |
False |
1,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,019.8 |
|
2.618 |
2,858.2 |
|
1.618 |
2,759.2 |
|
1.000 |
2,698.0 |
|
0.618 |
2,660.2 |
|
HIGH |
2,599.0 |
|
0.618 |
2,561.2 |
|
0.500 |
2,549.5 |
|
0.382 |
2,537.8 |
|
LOW |
2,500.0 |
|
0.618 |
2,438.8 |
|
1.000 |
2,401.0 |
|
1.618 |
2,339.8 |
|
2.618 |
2,240.8 |
|
4.250 |
2,079.3 |
|
|