| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,694.0 |
2,709.0 |
15.0 |
0.6% |
2,645.0 |
| High |
2,720.0 |
2,709.0 |
-11.0 |
-0.4% |
2,730.0 |
| Low |
2,675.0 |
2,618.0 |
-57.0 |
-2.1% |
2,635.0 |
| Close |
2,692.0 |
2,627.0 |
-65.0 |
-2.4% |
2,719.0 |
| Range |
45.0 |
91.0 |
46.0 |
102.2% |
95.0 |
| ATR |
68.0 |
69.6 |
1.6 |
2.4% |
0.0 |
| Volume |
688 |
1,225 |
537 |
78.1% |
122,588 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.3 |
2,866.7 |
2,677.1 |
|
| R3 |
2,833.3 |
2,775.7 |
2,652.0 |
|
| R2 |
2,742.3 |
2,742.3 |
2,643.7 |
|
| R1 |
2,684.7 |
2,684.7 |
2,635.3 |
2,668.0 |
| PP |
2,651.3 |
2,651.3 |
2,651.3 |
2,643.0 |
| S1 |
2,593.7 |
2,593.7 |
2,618.7 |
2,577.0 |
| S2 |
2,560.3 |
2,560.3 |
2,610.3 |
|
| S3 |
2,469.3 |
2,502.7 |
2,602.0 |
|
| S4 |
2,378.3 |
2,411.7 |
2,577.0 |
|
|
| 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 |
2,618.0 |
161.0 |
6.1% |
59.8 |
2.3% |
6% |
False |
True |
4,284 |
| 10 |
2,779.0 |
2,581.0 |
198.0 |
7.5% |
55.6 |
2.1% |
23% |
False |
False |
13,522 |
| 20 |
2,779.0 |
2,450.0 |
329.0 |
12.5% |
60.3 |
2.3% |
54% |
False |
False |
8,700 |
| 40 |
2,779.0 |
2,387.0 |
392.0 |
14.9% |
77.3 |
2.9% |
61% |
False |
False |
4,766 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
20.9% |
63.6 |
2.4% |
44% |
False |
False |
3,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,095.8 |
|
2.618 |
2,947.2 |
|
1.618 |
2,856.2 |
|
1.000 |
2,800.0 |
|
0.618 |
2,765.2 |
|
HIGH |
2,709.0 |
|
0.618 |
2,674.2 |
|
0.500 |
2,663.5 |
|
0.382 |
2,652.8 |
|
LOW |
2,618.0 |
|
0.618 |
2,561.8 |
|
1.000 |
2,527.0 |
|
1.618 |
2,470.8 |
|
2.618 |
2,379.8 |
|
4.250 |
2,231.3 |
|
|