| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,727.0 |
2,694.0 |
-33.0 |
-1.2% |
2,645.0 |
| High |
2,743.0 |
2,720.0 |
-23.0 |
-0.8% |
2,730.0 |
| Low |
2,679.0 |
2,675.0 |
-4.0 |
-0.1% |
2,635.0 |
| Close |
2,728.0 |
2,692.0 |
-36.0 |
-1.3% |
2,719.0 |
| Range |
64.0 |
45.0 |
-19.0 |
-29.7% |
95.0 |
| ATR |
69.2 |
68.0 |
-1.2 |
-1.7% |
0.0 |
| Volume |
1,912 |
688 |
-1,224 |
-64.0% |
122,588 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.7 |
2,806.3 |
2,716.8 |
|
| R3 |
2,785.7 |
2,761.3 |
2,704.4 |
|
| R2 |
2,740.7 |
2,740.7 |
2,700.3 |
|
| R1 |
2,716.3 |
2,716.3 |
2,696.1 |
2,706.0 |
| PP |
2,695.7 |
2,695.7 |
2,695.7 |
2,690.5 |
| S1 |
2,671.3 |
2,671.3 |
2,687.9 |
2,661.0 |
| S2 |
2,650.7 |
2,650.7 |
2,683.8 |
|
| S3 |
2,605.7 |
2,626.3 |
2,679.6 |
|
| S4 |
2,560.7 |
2,581.3 |
2,667.3 |
|
|
| 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 |
2,675.0 |
104.0 |
3.9% |
48.8 |
1.8% |
16% |
False |
True |
12,078 |
| 10 |
2,779.0 |
2,500.0 |
279.0 |
10.4% |
56.4 |
2.1% |
69% |
False |
False |
14,712 |
| 20 |
2,779.0 |
2,450.0 |
329.0 |
12.2% |
61.0 |
2.3% |
74% |
False |
False |
8,690 |
| 40 |
2,779.0 |
2,387.0 |
392.0 |
14.6% |
76.3 |
2.8% |
78% |
False |
False |
4,745 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
20.4% |
62.1 |
2.3% |
55% |
False |
False |
3,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,911.3 |
|
2.618 |
2,837.8 |
|
1.618 |
2,792.8 |
|
1.000 |
2,765.0 |
|
0.618 |
2,747.8 |
|
HIGH |
2,720.0 |
|
0.618 |
2,702.8 |
|
0.500 |
2,697.5 |
|
0.382 |
2,692.2 |
|
LOW |
2,675.0 |
|
0.618 |
2,647.2 |
|
1.000 |
2,630.0 |
|
1.618 |
2,602.2 |
|
2.618 |
2,557.2 |
|
4.250 |
2,483.8 |
|
|