| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,645.0 |
2,643.0 |
-2.0 |
-0.1% |
2,476.0 |
| High |
2,667.0 |
2,729.0 |
62.0 |
2.3% |
2,632.0 |
| Low |
2,635.0 |
2,643.0 |
8.0 |
0.3% |
2,450.0 |
| Close |
2,661.0 |
2,696.0 |
35.0 |
1.3% |
2,613.0 |
| Range |
32.0 |
86.0 |
54.0 |
168.8% |
182.0 |
| ATR |
76.1 |
76.8 |
0.7 |
0.9% |
0.0 |
| Volume |
16,152 |
16,930 |
778 |
4.8% |
30,771 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,947.3 |
2,907.7 |
2,743.3 |
|
| R3 |
2,861.3 |
2,821.7 |
2,719.7 |
|
| R2 |
2,775.3 |
2,775.3 |
2,711.8 |
|
| R1 |
2,735.7 |
2,735.7 |
2,703.9 |
2,755.5 |
| PP |
2,689.3 |
2,689.3 |
2,689.3 |
2,699.3 |
| S1 |
2,649.7 |
2,649.7 |
2,688.1 |
2,669.5 |
| S2 |
2,603.3 |
2,603.3 |
2,680.2 |
|
| S3 |
2,517.3 |
2,563.7 |
2,672.4 |
|
| S4 |
2,431.3 |
2,477.7 |
2,648.7 |
|
|
| 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 |
2,729.0 |
2,480.0 |
249.0 |
9.2% |
64.6 |
2.4% |
87% |
True |
False |
11,201 |
| 10 |
2,729.0 |
2,450.0 |
279.0 |
10.3% |
66.3 |
2.5% |
88% |
True |
False |
7,550 |
| 20 |
2,729.0 |
2,424.0 |
305.0 |
11.3% |
68.6 |
2.5% |
89% |
True |
False |
4,357 |
| 40 |
2,909.0 |
2,387.0 |
522.0 |
19.4% |
78.7 |
2.9% |
59% |
False |
False |
2,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,094.5 |
|
2.618 |
2,954.1 |
|
1.618 |
2,868.1 |
|
1.000 |
2,815.0 |
|
0.618 |
2,782.1 |
|
HIGH |
2,729.0 |
|
0.618 |
2,696.1 |
|
0.500 |
2,686.0 |
|
0.382 |
2,675.9 |
|
LOW |
2,643.0 |
|
0.618 |
2,589.9 |
|
1.000 |
2,557.0 |
|
1.618 |
2,503.9 |
|
2.618 |
2,417.9 |
|
4.250 |
2,277.5 |
|
|