| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,541.0 |
2,510.0 |
-31.0 |
-1.2% |
2,765.0 |
| High |
2,578.0 |
2,540.0 |
-38.0 |
-1.5% |
2,779.0 |
| Low |
2,518.0 |
2,486.0 |
-32.0 |
-1.3% |
2,604.0 |
| Close |
2,554.0 |
2,503.0 |
-51.0 |
-2.0% |
2,614.0 |
| Range |
60.0 |
54.0 |
-6.0 |
-10.0% |
175.0 |
| ATR |
69.8 |
69.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
179 |
1,026 |
847 |
473.2% |
4,413 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.7 |
2,641.3 |
2,532.7 |
|
| R3 |
2,617.7 |
2,587.3 |
2,517.9 |
|
| R2 |
2,563.7 |
2,563.7 |
2,512.9 |
|
| R1 |
2,533.3 |
2,533.3 |
2,508.0 |
2,521.5 |
| PP |
2,509.7 |
2,509.7 |
2,509.7 |
2,503.8 |
| S1 |
2,479.3 |
2,479.3 |
2,498.1 |
2,467.5 |
| S2 |
2,455.7 |
2,455.7 |
2,493.1 |
|
| S3 |
2,401.7 |
2,425.3 |
2,488.2 |
|
| S4 |
2,347.7 |
2,371.3 |
2,473.3 |
|
|
| 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 |
2,658.0 |
2,486.0 |
172.0 |
6.9% |
57.8 |
2.3% |
10% |
False |
True |
1,242 |
| 10 |
2,779.0 |
2,486.0 |
293.0 |
11.7% |
58.8 |
2.3% |
6% |
False |
True |
2,763 |
| 20 |
2,779.0 |
2,450.0 |
329.0 |
13.1% |
61.2 |
2.4% |
16% |
False |
False |
8,434 |
| 40 |
2,779.0 |
2,413.0 |
366.0 |
14.6% |
70.9 |
2.8% |
25% |
False |
False |
4,862 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
22.0% |
67.1 |
2.7% |
21% |
False |
False |
3,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,769.5 |
|
2.618 |
2,681.4 |
|
1.618 |
2,627.4 |
|
1.000 |
2,594.0 |
|
0.618 |
2,573.4 |
|
HIGH |
2,540.0 |
|
0.618 |
2,519.4 |
|
0.500 |
2,513.0 |
|
0.382 |
2,506.6 |
|
LOW |
2,486.0 |
|
0.618 |
2,452.6 |
|
1.000 |
2,432.0 |
|
1.618 |
2,398.6 |
|
2.618 |
2,344.6 |
|
4.250 |
2,256.5 |
|
|