| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,605.0 |
2,541.0 |
-64.0 |
-2.5% |
2,765.0 |
| High |
2,608.0 |
2,578.0 |
-30.0 |
-1.2% |
2,779.0 |
| Low |
2,525.0 |
2,518.0 |
-7.0 |
-0.3% |
2,604.0 |
| Close |
2,546.0 |
2,554.0 |
8.0 |
0.3% |
2,614.0 |
| Range |
83.0 |
60.0 |
-23.0 |
-27.7% |
175.0 |
| ATR |
70.6 |
69.8 |
-0.8 |
-1.1% |
0.0 |
| Volume |
4,129 |
179 |
-3,950 |
-95.7% |
4,413 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.0 |
2,702.0 |
2,587.0 |
|
| R3 |
2,670.0 |
2,642.0 |
2,570.5 |
|
| R2 |
2,610.0 |
2,610.0 |
2,565.0 |
|
| R1 |
2,582.0 |
2,582.0 |
2,559.5 |
2,596.0 |
| PP |
2,550.0 |
2,550.0 |
2,550.0 |
2,557.0 |
| S1 |
2,522.0 |
2,522.0 |
2,548.5 |
2,536.0 |
| S2 |
2,490.0 |
2,490.0 |
2,543.0 |
|
| S3 |
2,430.0 |
2,462.0 |
2,537.5 |
|
| S4 |
2,370.0 |
2,402.0 |
2,521.0 |
|
|
| 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 |
2,709.0 |
2,518.0 |
191.0 |
7.5% |
65.2 |
2.6% |
19% |
False |
True |
1,282 |
| 10 |
2,779.0 |
2,518.0 |
261.0 |
10.2% |
57.0 |
2.2% |
14% |
False |
True |
6,680 |
| 20 |
2,779.0 |
2,450.0 |
329.0 |
12.9% |
61.1 |
2.4% |
32% |
False |
False |
8,406 |
| 40 |
2,779.0 |
2,387.0 |
392.0 |
15.3% |
75.8 |
3.0% |
43% |
False |
False |
4,847 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
21.5% |
66.7 |
2.6% |
30% |
False |
False |
3,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,833.0 |
|
2.618 |
2,735.1 |
|
1.618 |
2,675.1 |
|
1.000 |
2,638.0 |
|
0.618 |
2,615.1 |
|
HIGH |
2,578.0 |
|
0.618 |
2,555.1 |
|
0.500 |
2,548.0 |
|
0.382 |
2,540.9 |
|
LOW |
2,518.0 |
|
0.618 |
2,480.9 |
|
1.000 |
2,458.0 |
|
1.618 |
2,420.9 |
|
2.618 |
2,360.9 |
|
4.250 |
2,263.0 |
|
|