Day Change Summary |
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Previous |
Current |
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|
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01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,079.00 |
1,066.25 |
-12.75 |
-1.2% |
1,075.25 |
High |
1,087.00 |
1,089.00 |
2.00 |
0.2% |
1,097.75 |
Low |
1,060.75 |
1,059.75 |
-1.00 |
-0.1% |
1,029.25 |
Close |
1,061.00 |
1,088.00 |
27.00 |
2.5% |
1,080.00 |
Range |
26.25 |
29.25 |
3.00 |
11.4% |
68.50 |
ATR |
28.19 |
28.26 |
0.08 |
0.3% |
0.00 |
Volume |
27 |
37 |
10 |
37.0% |
270 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,166.75 |
1,156.50 |
1,104.00 |
|
R3 |
1,137.50 |
1,127.25 |
1,096.00 |
|
R2 |
1,108.25 |
1,108.25 |
1,093.25 |
|
R1 |
1,098.00 |
1,098.00 |
1,090.75 |
1,103.00 |
PP |
1,079.00 |
1,079.00 |
1,079.00 |
1,081.50 |
S1 |
1,068.75 |
1,068.75 |
1,085.25 |
1,074.00 |
S2 |
1,049.75 |
1,049.75 |
1,082.75 |
|
S3 |
1,020.50 |
1,039.50 |
1,080.00 |
|
S4 |
991.25 |
1,010.25 |
1,072.00 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.50 |
1,245.75 |
1,117.75 |
|
R3 |
1,206.00 |
1,177.25 |
1,098.75 |
|
R2 |
1,137.50 |
1,137.50 |
1,092.50 |
|
R1 |
1,108.75 |
1,108.75 |
1,086.25 |
1,123.00 |
PP |
1,069.00 |
1,069.00 |
1,069.00 |
1,076.25 |
S1 |
1,040.25 |
1,040.25 |
1,073.75 |
1,054.50 |
S2 |
1,000.50 |
1,000.50 |
1,067.50 |
|
S3 |
932.00 |
971.75 |
1,061.25 |
|
S4 |
863.50 |
903.25 |
1,042.25 |
|
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,097.75 |
1,049.75 |
48.00 |
4.4% |
30.00 |
2.8% |
80% |
False |
False |
46 |
10 |
1,113.00 |
1,029.25 |
83.75 |
7.7% |
31.00 |
2.8% |
70% |
False |
False |
106 |
20 |
1,165.50 |
1,029.25 |
136.25 |
12.5% |
32.50 |
3.0% |
43% |
False |
False |
127 |
40 |
1,208.00 |
1,029.25 |
178.75 |
16.4% |
24.25 |
2.2% |
33% |
False |
False |
110 |
60 |
1,208.00 |
1,029.25 |
178.75 |
16.4% |
18.75 |
1.7% |
33% |
False |
False |
98 |
80 |
1,208.00 |
1,029.25 |
178.75 |
16.4% |
15.00 |
1.4% |
33% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,213.25 |
2.618 |
1,165.50 |
1.618 |
1,136.25 |
1.000 |
1,118.25 |
0.618 |
1,107.00 |
HIGH |
1,089.00 |
0.618 |
1,077.75 |
0.500 |
1,074.50 |
0.382 |
1,071.00 |
LOW |
1,059.75 |
0.618 |
1,041.75 |
1.000 |
1,030.50 |
1.618 |
1,012.50 |
2.618 |
983.25 |
4.250 |
935.50 |
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