| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5,975.0 |
5,890.5 |
-84.5 |
-1.4% |
6,265.0 |
| High |
6,010.0 |
5,960.5 |
-49.5 |
-0.8% |
6,364.0 |
| Low |
5,916.5 |
5,843.5 |
-73.0 |
-1.2% |
6,067.0 |
| Close |
5,969.5 |
5,876.5 |
-93.0 |
-1.6% |
6,087.5 |
| Range |
93.5 |
117.0 |
23.5 |
25.1% |
297.0 |
| ATR |
122.2 |
122.4 |
0.3 |
0.2% |
0.0 |
| Volume |
98 |
532 |
434 |
442.9% |
2,314 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,244.5 |
6,177.5 |
5,940.9 |
|
| R3 |
6,127.5 |
6,060.5 |
5,908.7 |
|
| R2 |
6,010.5 |
6,010.5 |
5,898.0 |
|
| R1 |
5,943.5 |
5,943.5 |
5,887.2 |
5,918.5 |
| PP |
5,893.5 |
5,893.5 |
5,893.5 |
5,881.0 |
| S1 |
5,826.5 |
5,826.5 |
5,865.8 |
5,801.5 |
| S2 |
5,776.5 |
5,776.5 |
5,855.1 |
|
| S3 |
5,659.5 |
5,709.5 |
5,844.3 |
|
| S4 |
5,542.5 |
5,592.5 |
5,812.2 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,063.8 |
6,872.7 |
6,250.9 |
|
| R3 |
6,766.8 |
6,575.7 |
6,169.2 |
|
| R2 |
6,469.8 |
6,469.8 |
6,142.0 |
|
| R1 |
6,278.7 |
6,278.7 |
6,114.7 |
6,225.8 |
| PP |
6,172.8 |
6,172.8 |
6,172.8 |
6,146.4 |
| S1 |
5,981.7 |
5,981.7 |
6,060.3 |
5,928.8 |
| S2 |
5,875.8 |
5,875.8 |
6,033.1 |
|
| S3 |
5,578.8 |
5,684.7 |
6,005.8 |
|
| S4 |
5,281.8 |
5,387.7 |
5,924.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,183.5 |
5,843.5 |
340.0 |
5.8% |
107.3 |
1.8% |
10% |
False |
True |
255 |
| 10 |
6,364.0 |
5,843.5 |
520.5 |
8.9% |
102.2 |
1.7% |
6% |
False |
True |
756 |
| 20 |
6,364.0 |
5,814.5 |
549.5 |
9.4% |
110.6 |
1.9% |
11% |
False |
False |
2,657 |
| 40 |
6,364.0 |
5,625.0 |
739.0 |
12.6% |
122.2 |
2.1% |
34% |
False |
False |
1,570 |
| 60 |
6,364.0 |
5,602.5 |
761.5 |
13.0% |
114.8 |
2.0% |
36% |
False |
False |
1,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,457.8 |
|
2.618 |
6,266.8 |
|
1.618 |
6,149.8 |
|
1.000 |
6,077.5 |
|
0.618 |
6,032.8 |
|
HIGH |
5,960.5 |
|
0.618 |
5,915.8 |
|
0.500 |
5,902.0 |
|
0.382 |
5,888.2 |
|
LOW |
5,843.5 |
|
0.618 |
5,771.2 |
|
1.000 |
5,726.5 |
|
1.618 |
5,654.2 |
|
2.618 |
5,537.2 |
|
4.250 |
5,346.3 |
|
|