| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,891.26 |
1,914.75 |
23.49 |
1.2% |
1,839.77 |
| High |
1,913.21 |
1,916.24 |
3.03 |
0.2% |
1,848.62 |
| Low |
1,888.22 |
1,894.27 |
6.05 |
0.3% |
1,770.46 |
| Close |
1,905.31 |
1,910.65 |
5.34 |
0.3% |
1,847.15 |
| Range |
24.99 |
21.97 |
-3.02 |
-12.1% |
78.16 |
| ATR |
46.43 |
44.68 |
-1.75 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,972.96 |
1,963.78 |
1,922.73 |
|
| R3 |
1,950.99 |
1,941.81 |
1,916.69 |
|
| R2 |
1,929.02 |
1,929.02 |
1,914.68 |
|
| R1 |
1,919.84 |
1,919.84 |
1,912.66 |
1,913.45 |
| PP |
1,907.05 |
1,907.05 |
1,907.05 |
1,903.86 |
| S1 |
1,897.87 |
1,897.87 |
1,908.64 |
1,891.48 |
| S2 |
1,885.08 |
1,885.08 |
1,906.62 |
|
| S3 |
1,863.11 |
1,875.90 |
1,904.61 |
|
| S4 |
1,841.14 |
1,853.93 |
1,898.57 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.56 |
2,030.01 |
1,890.14 |
|
| R3 |
1,978.40 |
1,951.85 |
1,868.64 |
|
| R2 |
1,900.24 |
1,900.24 |
1,861.48 |
|
| R1 |
1,873.69 |
1,873.69 |
1,854.31 |
1,886.97 |
| PP |
1,822.08 |
1,822.08 |
1,822.08 |
1,828.71 |
| S1 |
1,795.53 |
1,795.53 |
1,839.99 |
1,808.81 |
| S2 |
1,743.92 |
1,743.92 |
1,832.82 |
|
| S3 |
1,665.76 |
1,717.37 |
1,825.66 |
|
| S4 |
1,587.60 |
1,639.21 |
1,804.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,916.24 |
1,811.99 |
104.25 |
5.5% |
31.89 |
1.7% |
95% |
True |
False |
|
| 10 |
1,916.24 |
1,770.46 |
145.78 |
7.6% |
38.39 |
2.0% |
96% |
True |
False |
|
| 20 |
1,916.24 |
1,756.63 |
159.61 |
8.4% |
41.09 |
2.2% |
96% |
True |
False |
|
| 40 |
2,059.42 |
1,752.31 |
307.11 |
16.1% |
44.79 |
2.3% |
52% |
False |
False |
|
| 60 |
2,059.42 |
1,752.31 |
307.11 |
16.1% |
36.65 |
1.9% |
52% |
False |
False |
|
| 80 |
2,059.42 |
1,752.31 |
307.11 |
16.1% |
32.25 |
1.7% |
52% |
False |
False |
|
| 100 |
2,059.42 |
1,712.89 |
346.53 |
18.1% |
31.51 |
1.6% |
57% |
False |
False |
|
| 120 |
2,059.42 |
1,712.89 |
346.53 |
18.1% |
30.10 |
1.6% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,009.61 |
|
2.618 |
1,973.76 |
|
1.618 |
1,951.79 |
|
1.000 |
1,938.21 |
|
0.618 |
1,929.82 |
|
HIGH |
1,916.24 |
|
0.618 |
1,907.85 |
|
0.500 |
1,905.26 |
|
0.382 |
1,902.66 |
|
LOW |
1,894.27 |
|
0.618 |
1,880.69 |
|
1.000 |
1,872.30 |
|
1.618 |
1,858.72 |
|
2.618 |
1,836.75 |
|
4.250 |
1,800.90 |
|
|