| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,622.0 |
2,605.0 |
-17.0 |
-0.6% |
2,765.0 |
| High |
2,658.0 |
2,608.0 |
-50.0 |
-1.9% |
2,779.0 |
| Low |
2,607.0 |
2,525.0 |
-82.0 |
-3.1% |
2,604.0 |
| Close |
2,650.0 |
2,546.0 |
-104.0 |
-3.9% |
2,614.0 |
| Range |
51.0 |
83.0 |
32.0 |
62.7% |
175.0 |
| ATR |
66.4 |
70.6 |
4.2 |
6.3% |
0.0 |
| Volume |
620 |
4,129 |
3,509 |
566.0% |
4,413 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.7 |
2,760.3 |
2,591.7 |
|
| R3 |
2,725.7 |
2,677.3 |
2,568.8 |
|
| R2 |
2,642.7 |
2,642.7 |
2,561.2 |
|
| R1 |
2,594.3 |
2,594.3 |
2,553.6 |
2,577.0 |
| PP |
2,559.7 |
2,559.7 |
2,559.7 |
2,551.0 |
| S1 |
2,511.3 |
2,511.3 |
2,538.4 |
2,494.0 |
| S2 |
2,476.7 |
2,476.7 |
2,530.8 |
|
| S3 |
2,393.7 |
2,428.3 |
2,523.2 |
|
| S4 |
2,310.7 |
2,345.3 |
2,500.4 |
|
|
| 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 |
2,720.0 |
2,525.0 |
195.0 |
7.7% |
62.2 |
2.4% |
11% |
False |
True |
1,384 |
| 10 |
2,779.0 |
2,525.0 |
254.0 |
10.0% |
56.2 |
2.2% |
8% |
False |
True |
9,866 |
| 20 |
2,779.0 |
2,450.0 |
329.0 |
12.9% |
61.3 |
2.4% |
29% |
False |
False |
8,708 |
| 40 |
2,779.0 |
2,387.0 |
392.0 |
15.4% |
75.9 |
3.0% |
41% |
False |
False |
4,873 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
21.6% |
66.2 |
2.6% |
29% |
False |
False |
3,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,960.8 |
|
2.618 |
2,825.3 |
|
1.618 |
2,742.3 |
|
1.000 |
2,691.0 |
|
0.618 |
2,659.3 |
|
HIGH |
2,608.0 |
|
0.618 |
2,576.3 |
|
0.500 |
2,566.5 |
|
0.382 |
2,556.7 |
|
LOW |
2,525.0 |
|
0.618 |
2,473.7 |
|
1.000 |
2,442.0 |
|
1.618 |
2,390.7 |
|
2.618 |
2,307.7 |
|
4.250 |
2,172.3 |
|
|