| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,721.0 |
2,765.0 |
44.0 |
1.6% |
2,645.0 |
| High |
2,729.0 |
2,779.0 |
50.0 |
1.8% |
2,730.0 |
| Low |
2,695.0 |
2,714.0 |
19.0 |
0.7% |
2,635.0 |
| Close |
2,719.0 |
2,748.0 |
29.0 |
1.1% |
2,719.0 |
| Range |
34.0 |
65.0 |
31.0 |
91.2% |
95.0 |
| ATR |
69.5 |
69.2 |
-0.3 |
-0.5% |
0.0 |
| Volume |
17,266 |
329 |
-16,937 |
-98.1% |
122,588 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.0 |
2,910.0 |
2,783.8 |
|
| R3 |
2,877.0 |
2,845.0 |
2,765.9 |
|
| R2 |
2,812.0 |
2,812.0 |
2,759.9 |
|
| R1 |
2,780.0 |
2,780.0 |
2,754.0 |
2,763.5 |
| PP |
2,747.0 |
2,747.0 |
2,747.0 |
2,738.8 |
| S1 |
2,715.0 |
2,715.0 |
2,742.0 |
2,698.5 |
| S2 |
2,682.0 |
2,682.0 |
2,736.1 |
|
| S3 |
2,617.0 |
2,650.0 |
2,730.1 |
|
| S4 |
2,552.0 |
2,585.0 |
2,712.3 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,979.7 |
2,944.3 |
2,771.3 |
|
| R3 |
2,884.7 |
2,849.3 |
2,745.1 |
|
| R2 |
2,789.7 |
2,789.7 |
2,736.4 |
|
| R1 |
2,754.3 |
2,754.3 |
2,727.7 |
2,772.0 |
| PP |
2,694.7 |
2,694.7 |
2,694.7 |
2,703.5 |
| S1 |
2,659.3 |
2,659.3 |
2,710.3 |
2,677.0 |
| S2 |
2,599.7 |
2,599.7 |
2,701.6 |
|
| S3 |
2,504.7 |
2,564.3 |
2,692.9 |
|
| S4 |
2,409.7 |
2,469.3 |
2,666.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,779.0 |
2,643.0 |
136.0 |
4.9% |
54.6 |
2.0% |
77% |
True |
False |
21,353 |
| 10 |
2,779.0 |
2,450.0 |
329.0 |
12.0% |
58.1 |
2.1% |
91% |
True |
False |
15,106 |
| 20 |
2,779.0 |
2,424.0 |
355.0 |
12.9% |
62.8 |
2.3% |
91% |
True |
False |
8,688 |
| 40 |
2,846.0 |
2,387.0 |
459.0 |
16.7% |
78.6 |
2.9% |
79% |
False |
False |
4,786 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
20.0% |
60.6 |
2.2% |
66% |
False |
False |
3,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,055.3 |
|
2.618 |
2,949.2 |
|
1.618 |
2,884.2 |
|
1.000 |
2,844.0 |
|
0.618 |
2,819.2 |
|
HIGH |
2,779.0 |
|
0.618 |
2,754.2 |
|
0.500 |
2,746.5 |
|
0.382 |
2,738.8 |
|
LOW |
2,714.0 |
|
0.618 |
2,673.8 |
|
1.000 |
2,649.0 |
|
1.618 |
2,608.8 |
|
2.618 |
2,543.8 |
|
4.250 |
2,437.8 |
|
|