| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,846.60 |
1,844.69 |
-1.91 |
-0.1% |
1,818.46 |
| High |
1,878.04 |
1,879.59 |
1.55 |
0.1% |
1,867.72 |
| Low |
1,832.96 |
1,832.58 |
-0.38 |
0.0% |
1,756.63 |
| Close |
1,835.04 |
1,879.59 |
44.55 |
2.4% |
1,852.39 |
| Range |
45.08 |
47.01 |
1.93 |
4.3% |
111.09 |
| ATR |
51.11 |
50.82 |
-0.29 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,004.95 |
1,989.28 |
1,905.45 |
|
| R3 |
1,957.94 |
1,942.27 |
1,892.52 |
|
| R2 |
1,910.93 |
1,910.93 |
1,888.21 |
|
| R1 |
1,895.26 |
1,895.26 |
1,883.90 |
1,903.10 |
| PP |
1,863.92 |
1,863.92 |
1,863.92 |
1,867.84 |
| S1 |
1,848.25 |
1,848.25 |
1,875.28 |
1,856.09 |
| S2 |
1,816.91 |
1,816.91 |
1,870.97 |
|
| S3 |
1,769.90 |
1,801.24 |
1,866.66 |
|
| S4 |
1,722.89 |
1,754.23 |
1,853.73 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.85 |
2,116.71 |
1,913.49 |
|
| R3 |
2,047.76 |
2,005.62 |
1,882.94 |
|
| R2 |
1,936.67 |
1,936.67 |
1,872.76 |
|
| R1 |
1,894.53 |
1,894.53 |
1,862.57 |
1,915.60 |
| PP |
1,825.58 |
1,825.58 |
1,825.58 |
1,836.12 |
| S1 |
1,783.44 |
1,783.44 |
1,842.21 |
1,804.51 |
| S2 |
1,714.49 |
1,714.49 |
1,832.02 |
|
| S3 |
1,603.40 |
1,672.35 |
1,821.84 |
|
| S4 |
1,492.31 |
1,561.26 |
1,791.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,879.59 |
1,793.03 |
86.56 |
4.6% |
42.69 |
2.3% |
100% |
True |
False |
|
| 10 |
1,894.41 |
1,756.63 |
137.78 |
7.3% |
45.40 |
2.4% |
89% |
False |
False |
|
| 20 |
1,983.13 |
1,752.31 |
230.82 |
12.3% |
54.07 |
2.9% |
55% |
False |
False |
|
| 40 |
2,059.42 |
1,752.31 |
307.11 |
16.3% |
40.07 |
2.1% |
41% |
False |
False |
|
| 60 |
2,059.42 |
1,752.31 |
307.11 |
16.3% |
33.36 |
1.8% |
41% |
False |
False |
|
| 80 |
2,059.42 |
1,734.12 |
325.30 |
17.3% |
30.34 |
1.6% |
45% |
False |
False |
|
| 100 |
2,059.42 |
1,712.89 |
346.53 |
18.4% |
30.74 |
1.6% |
48% |
False |
False |
|
| 120 |
2,059.42 |
1,712.89 |
346.53 |
18.4% |
28.42 |
1.5% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,079.38 |
|
2.618 |
2,002.66 |
|
1.618 |
1,955.65 |
|
1.000 |
1,926.60 |
|
0.618 |
1,908.64 |
|
HIGH |
1,879.59 |
|
0.618 |
1,861.63 |
|
0.500 |
1,856.09 |
|
0.382 |
1,850.54 |
|
LOW |
1,832.58 |
|
0.618 |
1,803.53 |
|
1.000 |
1,785.57 |
|
1.618 |
1,756.52 |
|
2.618 |
1,709.51 |
|
4.250 |
1,632.79 |
|
|