| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,636.0 |
2,622.0 |
-14.0 |
-0.5% |
2,765.0 |
| High |
2,645.0 |
2,658.0 |
13.0 |
0.5% |
2,779.0 |
| Low |
2,604.0 |
2,607.0 |
3.0 |
0.1% |
2,604.0 |
| Close |
2,614.0 |
2,650.0 |
36.0 |
1.4% |
2,614.0 |
| Range |
41.0 |
51.0 |
10.0 |
24.4% |
175.0 |
| ATR |
67.6 |
66.4 |
-1.2 |
-1.8% |
0.0 |
| Volume |
259 |
620 |
361 |
139.4% |
4,413 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,791.3 |
2,771.7 |
2,678.1 |
|
| R3 |
2,740.3 |
2,720.7 |
2,664.0 |
|
| R2 |
2,689.3 |
2,689.3 |
2,659.4 |
|
| R1 |
2,669.7 |
2,669.7 |
2,654.7 |
2,679.5 |
| PP |
2,638.3 |
2,638.3 |
2,638.3 |
2,643.3 |
| S1 |
2,618.7 |
2,618.7 |
2,645.3 |
2,628.5 |
| S2 |
2,587.3 |
2,587.3 |
2,640.7 |
|
| S3 |
2,536.3 |
2,567.7 |
2,636.0 |
|
| S4 |
2,485.3 |
2,516.7 |
2,622.0 |
|
|
| 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 |
2,743.0 |
2,604.0 |
139.0 |
5.2% |
58.4 |
2.2% |
33% |
False |
False |
940 |
| 10 |
2,779.0 |
2,604.0 |
175.0 |
6.6% |
56.5 |
2.1% |
26% |
False |
False |
11,146 |
| 20 |
2,779.0 |
2,450.0 |
329.0 |
12.4% |
61.0 |
2.3% |
61% |
False |
False |
8,643 |
| 40 |
2,779.0 |
2,387.0 |
392.0 |
14.8% |
76.9 |
2.9% |
67% |
False |
False |
4,779 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
20.8% |
65.2 |
2.5% |
48% |
False |
False |
3,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,874.8 |
|
2.618 |
2,791.5 |
|
1.618 |
2,740.5 |
|
1.000 |
2,709.0 |
|
0.618 |
2,689.5 |
|
HIGH |
2,658.0 |
|
0.618 |
2,638.5 |
|
0.500 |
2,632.5 |
|
0.382 |
2,626.5 |
|
LOW |
2,607.0 |
|
0.618 |
2,575.5 |
|
1.000 |
2,556.0 |
|
1.618 |
2,524.5 |
|
2.618 |
2,473.5 |
|
4.250 |
2,390.3 |
|
|