| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,709.0 |
2,636.0 |
-73.0 |
-2.7% |
2,765.0 |
| High |
2,709.0 |
2,645.0 |
-64.0 |
-2.4% |
2,779.0 |
| Low |
2,618.0 |
2,604.0 |
-14.0 |
-0.5% |
2,604.0 |
| Close |
2,627.0 |
2,614.0 |
-13.0 |
-0.5% |
2,614.0 |
| Range |
91.0 |
41.0 |
-50.0 |
-54.9% |
175.0 |
| ATR |
69.6 |
67.6 |
-2.0 |
-2.9% |
0.0 |
| Volume |
1,225 |
259 |
-966 |
-78.9% |
4,413 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,744.0 |
2,720.0 |
2,636.6 |
|
| R3 |
2,703.0 |
2,679.0 |
2,625.3 |
|
| R2 |
2,662.0 |
2,662.0 |
2,621.5 |
|
| R1 |
2,638.0 |
2,638.0 |
2,617.8 |
2,629.5 |
| PP |
2,621.0 |
2,621.0 |
2,621.0 |
2,616.8 |
| S1 |
2,597.0 |
2,597.0 |
2,610.2 |
2,588.5 |
| S2 |
2,580.0 |
2,580.0 |
2,606.5 |
|
| S3 |
2,539.0 |
2,556.0 |
2,602.7 |
|
| S4 |
2,498.0 |
2,515.0 |
2,591.5 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,190.7 |
3,077.3 |
2,710.3 |
|
| R3 |
3,015.7 |
2,902.3 |
2,662.1 |
|
| R2 |
2,840.7 |
2,840.7 |
2,646.1 |
|
| R1 |
2,727.3 |
2,727.3 |
2,630.0 |
2,696.5 |
| PP |
2,665.7 |
2,665.7 |
2,665.7 |
2,650.3 |
| S1 |
2,552.3 |
2,552.3 |
2,598.0 |
2,521.5 |
| S2 |
2,490.7 |
2,490.7 |
2,581.9 |
|
| S3 |
2,315.7 |
2,377.3 |
2,565.9 |
|
| S4 |
2,140.7 |
2,202.3 |
2,517.8 |
|
|
| 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 |
2,604.0 |
175.0 |
6.7% |
61.2 |
2.3% |
6% |
False |
True |
882 |
| 10 |
2,779.0 |
2,604.0 |
175.0 |
6.7% |
54.6 |
2.1% |
6% |
False |
True |
12,700 |
| 20 |
2,779.0 |
2,450.0 |
329.0 |
12.6% |
58.7 |
2.2% |
50% |
False |
False |
8,635 |
| 40 |
2,779.0 |
2,387.0 |
392.0 |
15.0% |
77.0 |
2.9% |
58% |
False |
False |
4,767 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
21.0% |
64.3 |
2.5% |
41% |
False |
False |
3,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,819.3 |
|
2.618 |
2,752.3 |
|
1.618 |
2,711.3 |
|
1.000 |
2,686.0 |
|
0.618 |
2,670.3 |
|
HIGH |
2,645.0 |
|
0.618 |
2,629.3 |
|
0.500 |
2,624.5 |
|
0.382 |
2,619.7 |
|
LOW |
2,604.0 |
|
0.618 |
2,578.7 |
|
1.000 |
2,563.0 |
|
1.618 |
2,537.7 |
|
2.618 |
2,496.7 |
|
4.250 |
2,429.8 |
|
|