Day Change Summary |
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Previous |
Current |
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23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,087.75 |
1,082.25 |
-5.50 |
-0.5% |
1,084.50 |
High |
1,093.50 |
1,086.50 |
-7.00 |
-0.6% |
1,111.75 |
Low |
1,076.00 |
1,062.75 |
-13.25 |
-1.2% |
1,080.00 |
Close |
1,083.00 |
1,066.25 |
-16.75 |
-1.5% |
1,106.00 |
Range |
17.50 |
23.75 |
6.25 |
35.7% |
31.75 |
ATR |
23.41 |
23.44 |
0.02 |
0.1% |
0.00 |
Volume |
1,163 |
1,450 |
287 |
24.7% |
2,209 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.00 |
1,128.50 |
1,079.25 |
|
R3 |
1,119.25 |
1,104.75 |
1,072.75 |
|
R2 |
1,095.50 |
1,095.50 |
1,070.50 |
|
R1 |
1,081.00 |
1,081.00 |
1,068.50 |
1,076.50 |
PP |
1,071.75 |
1,071.75 |
1,071.75 |
1,069.50 |
S1 |
1,057.25 |
1,057.25 |
1,064.00 |
1,052.50 |
S2 |
1,048.00 |
1,048.00 |
1,062.00 |
|
S3 |
1,024.25 |
1,033.50 |
1,059.75 |
|
S4 |
1,000.50 |
1,009.75 |
1,053.25 |
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|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.50 |
1,182.00 |
1,123.50 |
|
R3 |
1,162.75 |
1,150.25 |
1,114.75 |
|
R2 |
1,131.00 |
1,131.00 |
1,111.75 |
|
R1 |
1,118.50 |
1,118.50 |
1,109.00 |
1,124.75 |
PP |
1,099.25 |
1,099.25 |
1,099.25 |
1,102.50 |
S1 |
1,086.75 |
1,086.75 |
1,103.00 |
1,093.00 |
S2 |
1,067.50 |
1,067.50 |
1,100.25 |
|
S3 |
1,035.75 |
1,055.00 |
1,097.25 |
|
S4 |
1,004.00 |
1,023.25 |
1,088.50 |
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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 |
1,125.00 |
1,062.75 |
62.25 |
5.8% |
20.25 |
1.9% |
6% |
False |
True |
812 |
10 |
1,125.00 |
1,062.75 |
62.25 |
5.8% |
19.00 |
1.8% |
6% |
False |
True |
580 |
20 |
1,125.00 |
1,033.25 |
91.75 |
8.6% |
23.75 |
2.2% |
36% |
False |
False |
321 |
40 |
1,198.50 |
1,029.25 |
169.25 |
15.9% |
27.25 |
2.6% |
22% |
False |
False |
223 |
60 |
1,208.00 |
1,029.25 |
178.75 |
16.8% |
22.50 |
2.1% |
21% |
False |
False |
179 |
80 |
1,208.00 |
1,029.25 |
178.75 |
16.8% |
18.75 |
1.8% |
21% |
False |
False |
156 |
100 |
1,208.00 |
1,029.25 |
178.75 |
16.8% |
16.00 |
1.5% |
21% |
False |
False |
127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,187.50 |
2.618 |
1,148.75 |
1.618 |
1,125.00 |
1.000 |
1,110.25 |
0.618 |
1,101.25 |
HIGH |
1,086.50 |
0.618 |
1,077.50 |
0.500 |
1,074.50 |
0.382 |
1,071.75 |
LOW |
1,062.75 |
0.618 |
1,048.00 |
1.000 |
1,039.00 |
1.618 |
1,024.25 |
2.618 |
1,000.50 |
4.250 |
961.75 |
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