| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,914.75 |
1,911.06 |
-3.69 |
-0.2% |
1,862.70 |
| High |
1,916.24 |
1,925.20 |
8.96 |
0.5% |
1,925.20 |
| Low |
1,894.27 |
1,906.85 |
12.58 |
0.7% |
1,844.16 |
| Close |
1,910.65 |
1,913.48 |
2.83 |
0.1% |
1,913.48 |
| Range |
21.97 |
18.35 |
-3.62 |
-16.5% |
81.04 |
| ATR |
44.68 |
42.80 |
-1.88 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.23 |
1,960.20 |
1,923.57 |
|
| R3 |
1,951.88 |
1,941.85 |
1,918.53 |
|
| R2 |
1,933.53 |
1,933.53 |
1,916.84 |
|
| R1 |
1,923.50 |
1,923.50 |
1,915.16 |
1,928.52 |
| PP |
1,915.18 |
1,915.18 |
1,915.18 |
1,917.68 |
| S1 |
1,905.15 |
1,905.15 |
1,911.80 |
1,910.17 |
| S2 |
1,896.83 |
1,896.83 |
1,910.12 |
|
| S3 |
1,878.48 |
1,886.80 |
1,908.43 |
|
| S4 |
1,860.13 |
1,868.45 |
1,903.39 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.40 |
2,106.48 |
1,958.05 |
|
| R3 |
2,056.36 |
2,025.44 |
1,935.77 |
|
| R2 |
1,975.32 |
1,975.32 |
1,928.34 |
|
| R1 |
1,944.40 |
1,944.40 |
1,920.91 |
1,959.86 |
| PP |
1,894.28 |
1,894.28 |
1,894.28 |
1,902.01 |
| S1 |
1,863.36 |
1,863.36 |
1,906.05 |
1,878.82 |
| S2 |
1,813.24 |
1,813.24 |
1,898.62 |
|
| S3 |
1,732.20 |
1,782.32 |
1,891.19 |
|
| S4 |
1,651.16 |
1,701.28 |
1,868.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,925.20 |
1,844.16 |
81.04 |
4.2% |
28.24 |
1.5% |
86% |
True |
False |
|
| 10 |
1,925.20 |
1,770.46 |
154.74 |
8.1% |
34.76 |
1.8% |
92% |
True |
False |
|
| 20 |
1,925.20 |
1,756.63 |
168.57 |
8.8% |
39.92 |
2.1% |
93% |
True |
False |
|
| 40 |
2,059.42 |
1,752.31 |
307.11 |
16.0% |
44.14 |
2.3% |
52% |
False |
False |
|
| 60 |
2,059.42 |
1,752.31 |
307.11 |
16.0% |
36.79 |
1.9% |
52% |
False |
False |
|
| 80 |
2,059.42 |
1,752.31 |
307.11 |
16.0% |
32.25 |
1.7% |
52% |
False |
False |
|
| 100 |
2,059.42 |
1,712.89 |
346.53 |
18.1% |
31.36 |
1.6% |
58% |
False |
False |
|
| 120 |
2,059.42 |
1,712.89 |
346.53 |
18.1% |
30.14 |
1.6% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,003.19 |
|
2.618 |
1,973.24 |
|
1.618 |
1,954.89 |
|
1.000 |
1,943.55 |
|
0.618 |
1,936.54 |
|
HIGH |
1,925.20 |
|
0.618 |
1,918.19 |
|
0.500 |
1,916.03 |
|
0.382 |
1,913.86 |
|
LOW |
1,906.85 |
|
0.618 |
1,895.51 |
|
1.000 |
1,888.50 |
|
1.618 |
1,877.16 |
|
2.618 |
1,858.81 |
|
4.250 |
1,828.86 |
|
|