| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5,924.0 |
6,080.0 |
156.0 |
2.6% |
5,842.0 |
| High |
6,040.0 |
6,105.0 |
65.0 |
1.1% |
5,985.5 |
| Low |
5,880.5 |
6,039.0 |
158.5 |
2.7% |
5,615.0 |
| Close |
5,988.5 |
6,054.0 |
65.5 |
1.1% |
5,947.5 |
| Range |
159.5 |
66.0 |
-93.5 |
-58.6% |
370.5 |
| ATR |
154.9 |
152.1 |
-2.7 |
-1.8% |
0.0 |
| Volume |
745 |
808 |
63 |
8.5% |
5,524 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,264.0 |
6,225.0 |
6,090.3 |
|
| R3 |
6,198.0 |
6,159.0 |
6,072.2 |
|
| R2 |
6,132.0 |
6,132.0 |
6,066.1 |
|
| R1 |
6,093.0 |
6,093.0 |
6,060.1 |
6,079.5 |
| PP |
6,066.0 |
6,066.0 |
6,066.0 |
6,059.3 |
| S1 |
6,027.0 |
6,027.0 |
6,048.0 |
6,013.5 |
| S2 |
6,000.0 |
6,000.0 |
6,041.9 |
|
| S3 |
5,934.0 |
5,961.0 |
6,035.9 |
|
| S4 |
5,868.0 |
5,895.0 |
6,017.7 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,960.8 |
6,824.7 |
6,151.3 |
|
| R3 |
6,590.3 |
6,454.2 |
6,049.4 |
|
| R2 |
6,219.8 |
6,219.8 |
6,015.4 |
|
| R1 |
6,083.7 |
6,083.7 |
5,981.5 |
6,151.8 |
| PP |
5,849.3 |
5,849.3 |
5,849.3 |
5,883.4 |
| S1 |
5,713.2 |
5,713.2 |
5,913.5 |
5,781.3 |
| S2 |
5,478.8 |
5,478.8 |
5,879.6 |
|
| S3 |
5,108.3 |
5,342.7 |
5,845.6 |
|
| S4 |
4,737.8 |
4,972.2 |
5,743.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,105.0 |
5,839.0 |
266.0 |
4.4% |
109.7 |
1.8% |
81% |
True |
False |
812 |
| 10 |
6,105.0 |
5,615.0 |
490.0 |
8.1% |
131.2 |
2.2% |
90% |
True |
False |
911 |
| 20 |
6,285.0 |
5,615.0 |
670.0 |
11.1% |
151.8 |
2.5% |
66% |
False |
False |
776 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.5% |
133.6 |
2.2% |
61% |
False |
False |
602 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.5% |
109.2 |
1.8% |
61% |
False |
False |
908 |
| 80 |
6,348.5 |
5,480.0 |
868.5 |
14.3% |
98.9 |
1.6% |
66% |
False |
False |
730 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
15.4% |
94.5 |
1.6% |
68% |
False |
False |
606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,385.5 |
|
2.618 |
6,277.8 |
|
1.618 |
6,211.8 |
|
1.000 |
6,171.0 |
|
0.618 |
6,145.8 |
|
HIGH |
6,105.0 |
|
0.618 |
6,079.8 |
|
0.500 |
6,072.0 |
|
0.382 |
6,064.2 |
|
LOW |
6,039.0 |
|
0.618 |
5,998.2 |
|
1.000 |
5,973.0 |
|
1.618 |
5,932.2 |
|
2.618 |
5,866.2 |
|
4.250 |
5,758.5 |
|
|