| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,843.27 |
1,805.55 |
-37.72 |
-2.0% |
1,939.77 |
| High |
1,852.66 |
1,807.09 |
-45.57 |
-2.5% |
1,939.77 |
| Low |
1,823.51 |
1,752.56 |
-70.95 |
-3.9% |
1,829.30 |
| Close |
1,836.00 |
1,764.06 |
-71.94 |
-3.9% |
1,838.52 |
| Range |
29.15 |
54.53 |
25.38 |
87.1% |
110.47 |
| ATR |
40.07 |
43.17 |
3.10 |
7.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,938.16 |
1,905.64 |
1,794.05 |
|
| R3 |
1,883.63 |
1,851.11 |
1,779.06 |
|
| R2 |
1,829.10 |
1,829.10 |
1,774.06 |
|
| R1 |
1,796.58 |
1,796.58 |
1,769.06 |
1,785.58 |
| PP |
1,774.57 |
1,774.57 |
1,774.57 |
1,769.07 |
| S1 |
1,742.05 |
1,742.05 |
1,759.06 |
1,731.05 |
| S2 |
1,720.04 |
1,720.04 |
1,754.06 |
|
| S3 |
1,665.51 |
1,687.52 |
1,749.06 |
|
| S4 |
1,610.98 |
1,632.99 |
1,734.07 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.61 |
2,130.03 |
1,899.28 |
|
| R3 |
2,090.14 |
2,019.56 |
1,868.90 |
|
| R2 |
1,979.67 |
1,979.67 |
1,858.77 |
|
| R1 |
1,909.09 |
1,909.09 |
1,848.65 |
1,889.15 |
| PP |
1,869.20 |
1,869.20 |
1,869.20 |
1,859.22 |
| S1 |
1,798.62 |
1,798.62 |
1,828.39 |
1,778.68 |
| S2 |
1,758.73 |
1,758.73 |
1,818.27 |
|
| S3 |
1,648.26 |
1,688.15 |
1,808.14 |
|
| S4 |
1,537.79 |
1,577.68 |
1,777.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,889.73 |
1,752.56 |
137.17 |
7.8% |
34.84 |
2.0% |
8% |
False |
True |
|
| 10 |
1,939.77 |
1,752.56 |
187.21 |
10.6% |
33.34 |
1.9% |
6% |
False |
True |
|
| 20 |
1,939.77 |
1,752.56 |
187.21 |
10.6% |
37.23 |
2.1% |
6% |
False |
True |
|
| 40 |
2,003.59 |
1,752.31 |
251.28 |
14.2% |
45.68 |
2.6% |
5% |
False |
False |
|
| 60 |
2,059.42 |
1,752.31 |
307.11 |
17.4% |
38.67 |
2.2% |
4% |
False |
False |
|
| 80 |
2,059.42 |
1,752.31 |
307.11 |
17.4% |
33.83 |
1.9% |
4% |
False |
False |
|
| 100 |
2,059.42 |
1,712.89 |
346.53 |
19.6% |
31.60 |
1.8% |
15% |
False |
False |
|
| 120 |
2,059.42 |
1,712.89 |
346.53 |
19.6% |
31.54 |
1.8% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,038.84 |
|
2.618 |
1,949.85 |
|
1.618 |
1,895.32 |
|
1.000 |
1,861.62 |
|
0.618 |
1,840.79 |
|
HIGH |
1,807.09 |
|
0.618 |
1,786.26 |
|
0.500 |
1,779.83 |
|
0.382 |
1,773.39 |
|
LOW |
1,752.56 |
|
0.618 |
1,718.86 |
|
1.000 |
1,698.03 |
|
1.618 |
1,664.33 |
|
2.618 |
1,609.80 |
|
4.250 |
1,520.81 |
|
|