Day Change Summary |
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Previous |
Current |
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03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,088.00 |
1,093.25 |
5.25 |
0.5% |
1,079.00 |
High |
1,096.00 |
1,098.50 |
2.50 |
0.2% |
1,098.50 |
Low |
1,083.00 |
1,051.25 |
-31.75 |
-2.9% |
1,051.25 |
Close |
1,095.00 |
1,057.50 |
-37.50 |
-3.4% |
1,057.50 |
Range |
13.00 |
47.25 |
34.25 |
263.5% |
47.25 |
ATR |
27.17 |
28.61 |
1.43 |
5.3% |
0.00 |
Volume |
54 |
42 |
-12 |
-22.2% |
160 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,210.75 |
1,181.50 |
1,083.50 |
|
R3 |
1,163.50 |
1,134.25 |
1,070.50 |
|
R2 |
1,116.25 |
1,116.25 |
1,066.25 |
|
R1 |
1,087.00 |
1,087.00 |
1,061.75 |
1,078.00 |
PP |
1,069.00 |
1,069.00 |
1,069.00 |
1,064.50 |
S1 |
1,039.75 |
1,039.75 |
1,053.25 |
1,030.75 |
S2 |
1,021.75 |
1,021.75 |
1,048.75 |
|
S3 |
974.50 |
992.50 |
1,044.50 |
|
S4 |
927.25 |
945.25 |
1,031.50 |
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|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,210.75 |
1,181.50 |
1,083.50 |
|
R3 |
1,163.50 |
1,134.25 |
1,070.50 |
|
R2 |
1,116.25 |
1,116.25 |
1,066.25 |
|
R1 |
1,087.00 |
1,087.00 |
1,061.75 |
1,078.00 |
PP |
1,069.00 |
1,069.00 |
1,069.00 |
1,064.50 |
S1 |
1,039.75 |
1,039.75 |
1,053.25 |
1,030.75 |
S2 |
1,021.75 |
1,021.75 |
1,048.75 |
|
S3 |
974.50 |
992.50 |
1,044.50 |
|
S4 |
927.25 |
945.25 |
1,031.50 |
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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 |
1,098.50 |
1,051.25 |
47.25 |
4.5% |
27.50 |
2.6% |
13% |
True |
True |
42 |
10 |
1,098.50 |
1,029.25 |
69.25 |
6.5% |
30.00 |
2.8% |
41% |
True |
False |
51 |
20 |
1,164.75 |
1,029.25 |
135.50 |
12.8% |
30.75 |
2.9% |
21% |
False |
False |
115 |
40 |
1,208.00 |
1,029.25 |
178.75 |
16.9% |
25.00 |
2.4% |
16% |
False |
False |
112 |
60 |
1,208.00 |
1,029.25 |
178.75 |
16.9% |
19.75 |
1.9% |
16% |
False |
False |
89 |
80 |
1,208.00 |
1,029.25 |
178.75 |
16.9% |
15.75 |
1.5% |
16% |
False |
False |
81 |
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Fibonacci Retracements and Extensions |
4.250 |
1,299.25 |
2.618 |
1,222.25 |
1.618 |
1,175.00 |
1.000 |
1,145.75 |
0.618 |
1,127.75 |
HIGH |
1,098.50 |
0.618 |
1,080.50 |
0.500 |
1,075.00 |
0.382 |
1,069.25 |
LOW |
1,051.25 |
0.618 |
1,022.00 |
1.000 |
1,004.00 |
1.618 |
974.75 |
2.618 |
927.50 |
4.250 |
850.50 |
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