| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,593.0 |
2,645.0 |
52.0 |
2.0% |
2,476.0 |
| High |
2,632.0 |
2,667.0 |
35.0 |
1.3% |
2,632.0 |
| Low |
2,581.0 |
2,635.0 |
54.0 |
2.1% |
2,450.0 |
| Close |
2,613.0 |
2,661.0 |
48.0 |
1.8% |
2,613.0 |
| Range |
51.0 |
32.0 |
-19.0 |
-37.3% |
182.0 |
| ATR |
77.8 |
76.1 |
-1.7 |
-2.2% |
0.0 |
| Volume |
8,480 |
16,152 |
7,672 |
90.5% |
30,771 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.3 |
2,737.7 |
2,678.6 |
|
| R3 |
2,718.3 |
2,705.7 |
2,669.8 |
|
| R2 |
2,686.3 |
2,686.3 |
2,666.9 |
|
| R1 |
2,673.7 |
2,673.7 |
2,663.9 |
2,680.0 |
| PP |
2,654.3 |
2,654.3 |
2,654.3 |
2,657.5 |
| S1 |
2,641.7 |
2,641.7 |
2,658.1 |
2,648.0 |
| S2 |
2,622.3 |
2,622.3 |
2,655.1 |
|
| S3 |
2,590.3 |
2,609.7 |
2,652.2 |
|
| S4 |
2,558.3 |
2,577.7 |
2,643.4 |
|
|
| 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 |
2,667.0 |
2,450.0 |
217.0 |
8.2% |
61.6 |
2.3% |
97% |
True |
False |
8,860 |
| 10 |
2,667.0 |
2,450.0 |
217.0 |
8.2% |
65.4 |
2.5% |
97% |
True |
False |
6,141 |
| 20 |
2,670.0 |
2,424.0 |
246.0 |
9.2% |
68.3 |
2.6% |
96% |
False |
False |
3,556 |
| 40 |
2,909.0 |
2,387.0 |
522.0 |
19.6% |
76.9 |
2.9% |
52% |
False |
False |
2,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.0 |
|
2.618 |
2,750.8 |
|
1.618 |
2,718.8 |
|
1.000 |
2,699.0 |
|
0.618 |
2,686.8 |
|
HIGH |
2,667.0 |
|
0.618 |
2,654.8 |
|
0.500 |
2,651.0 |
|
0.382 |
2,647.2 |
|
LOW |
2,635.0 |
|
0.618 |
2,615.2 |
|
1.000 |
2,603.0 |
|
1.618 |
2,583.2 |
|
2.618 |
2,551.2 |
|
4.250 |
2,499.0 |
|
|