| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,765.0 |
2,727.0 |
-38.0 |
-1.4% |
2,645.0 |
| High |
2,779.0 |
2,743.0 |
-36.0 |
-1.3% |
2,730.0 |
| Low |
2,714.0 |
2,679.0 |
-35.0 |
-1.3% |
2,635.0 |
| Close |
2,748.0 |
2,728.0 |
-20.0 |
-0.7% |
2,719.0 |
| Range |
65.0 |
64.0 |
-1.0 |
-1.5% |
95.0 |
| ATR |
69.2 |
69.2 |
0.0 |
0.0% |
0.0 |
| Volume |
329 |
1,912 |
1,583 |
481.2% |
122,588 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.7 |
2,882.3 |
2,763.2 |
|
| R3 |
2,844.7 |
2,818.3 |
2,745.6 |
|
| R2 |
2,780.7 |
2,780.7 |
2,739.7 |
|
| R1 |
2,754.3 |
2,754.3 |
2,733.9 |
2,767.5 |
| PP |
2,716.7 |
2,716.7 |
2,716.7 |
2,723.3 |
| S1 |
2,690.3 |
2,690.3 |
2,722.1 |
2,703.5 |
| S2 |
2,652.7 |
2,652.7 |
2,716.3 |
|
| S3 |
2,588.7 |
2,626.3 |
2,710.4 |
|
| S4 |
2,524.7 |
2,562.3 |
2,692.8 |
|
|
| 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 |
2,673.0 |
106.0 |
3.9% |
50.2 |
1.8% |
52% |
False |
False |
18,349 |
| 10 |
2,779.0 |
2,480.0 |
299.0 |
11.0% |
57.4 |
2.1% |
83% |
False |
False |
14,775 |
| 20 |
2,779.0 |
2,450.0 |
329.0 |
12.1% |
62.2 |
2.3% |
84% |
False |
False |
8,695 |
| 40 |
2,779.0 |
2,387.0 |
392.0 |
14.4% |
77.2 |
2.8% |
87% |
False |
False |
4,824 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
20.2% |
61.4 |
2.2% |
62% |
False |
False |
3,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,015.0 |
|
2.618 |
2,910.6 |
|
1.618 |
2,846.6 |
|
1.000 |
2,807.0 |
|
0.618 |
2,782.6 |
|
HIGH |
2,743.0 |
|
0.618 |
2,718.6 |
|
0.500 |
2,711.0 |
|
0.382 |
2,703.4 |
|
LOW |
2,679.0 |
|
0.618 |
2,639.4 |
|
1.000 |
2,615.0 |
|
1.618 |
2,575.4 |
|
2.618 |
2,511.4 |
|
4.250 |
2,407.0 |
|
|