| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,512.0 |
2,593.0 |
81.0 |
3.2% |
2,476.0 |
| High |
2,599.0 |
2,632.0 |
33.0 |
1.3% |
2,632.0 |
| Low |
2,500.0 |
2,581.0 |
81.0 |
3.2% |
2,450.0 |
| Close |
2,583.0 |
2,613.0 |
30.0 |
1.2% |
2,613.0 |
| Range |
99.0 |
51.0 |
-48.0 |
-48.5% |
182.0 |
| ATR |
79.8 |
77.8 |
-2.1 |
-2.6% |
0.0 |
| Volume |
13,125 |
8,480 |
-4,645 |
-35.4% |
30,771 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.7 |
2,738.3 |
2,641.1 |
|
| R3 |
2,710.7 |
2,687.3 |
2,627.0 |
|
| R2 |
2,659.7 |
2,659.7 |
2,622.4 |
|
| R1 |
2,636.3 |
2,636.3 |
2,617.7 |
2,648.0 |
| PP |
2,608.7 |
2,608.7 |
2,608.7 |
2,614.5 |
| S1 |
2,585.3 |
2,585.3 |
2,608.3 |
2,597.0 |
| S2 |
2,557.7 |
2,557.7 |
2,603.7 |
|
| S3 |
2,506.7 |
2,534.3 |
2,599.0 |
|
| S4 |
2,455.7 |
2,483.3 |
2,585.0 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,111.0 |
3,044.0 |
2,713.1 |
|
| R3 |
2,929.0 |
2,862.0 |
2,663.1 |
|
| R2 |
2,747.0 |
2,747.0 |
2,646.4 |
|
| R1 |
2,680.0 |
2,680.0 |
2,629.7 |
2,713.5 |
| PP |
2,565.0 |
2,565.0 |
2,565.0 |
2,581.8 |
| S1 |
2,498.0 |
2,498.0 |
2,596.3 |
2,531.5 |
| S2 |
2,383.0 |
2,383.0 |
2,579.6 |
|
| S3 |
2,201.0 |
2,316.0 |
2,563.0 |
|
| S4 |
2,019.0 |
2,134.0 |
2,512.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,632.0 |
2,450.0 |
182.0 |
7.0% |
67.8 |
2.6% |
90% |
True |
False |
6,154 |
| 10 |
2,646.0 |
2,450.0 |
196.0 |
7.5% |
62.8 |
2.4% |
83% |
False |
False |
4,571 |
| 20 |
2,670.0 |
2,424.0 |
246.0 |
9.4% |
70.3 |
2.7% |
77% |
False |
False |
2,782 |
| 40 |
2,909.0 |
2,387.0 |
522.0 |
20.0% |
76.6 |
2.9% |
43% |
False |
False |
1,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,848.8 |
|
2.618 |
2,765.5 |
|
1.618 |
2,714.5 |
|
1.000 |
2,683.0 |
|
0.618 |
2,663.5 |
|
HIGH |
2,632.0 |
|
0.618 |
2,612.5 |
|
0.500 |
2,606.5 |
|
0.382 |
2,600.5 |
|
LOW |
2,581.0 |
|
0.618 |
2,549.5 |
|
1.000 |
2,530.0 |
|
1.618 |
2,498.5 |
|
2.618 |
2,447.5 |
|
4.250 |
2,364.3 |
|
|