| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
10,200 |
10,194 |
-6 |
-0.1% |
9,866 |
| High |
10,200 |
10,290 |
90 |
0.9% |
10,009 |
| Low |
10,200 |
10,194 |
-6 |
-0.1% |
9,678 |
| Close |
10,091 |
10,281 |
190 |
1.9% |
10,087 |
| Range |
0 |
96 |
96 |
|
331 |
| ATR |
149 |
152 |
4 |
2.4% |
0 |
| Volume |
2 |
1 |
-1 |
-50.0% |
25 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,543 |
10,508 |
10,334 |
|
| R3 |
10,447 |
10,412 |
10,308 |
|
| R2 |
10,351 |
10,351 |
10,299 |
|
| R1 |
10,316 |
10,316 |
10,290 |
10,334 |
| PP |
10,255 |
10,255 |
10,255 |
10,264 |
| S1 |
10,220 |
10,220 |
10,272 |
10,238 |
| S2 |
10,159 |
10,159 |
10,264 |
|
| S3 |
10,063 |
10,124 |
10,255 |
|
| S4 |
9,967 |
10,028 |
10,228 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,918 |
10,833 |
10,269 |
|
| R3 |
10,587 |
10,502 |
10,178 |
|
| R2 |
10,256 |
10,256 |
10,148 |
|
| R1 |
10,171 |
10,171 |
10,117 |
10,214 |
| PP |
9,925 |
9,925 |
9,925 |
9,946 |
| S1 |
9,840 |
9,840 |
10,057 |
9,883 |
| S2 |
9,594 |
9,594 |
10,026 |
|
| S3 |
9,263 |
9,509 |
9,996 |
|
| S4 |
8,932 |
9,178 |
9,905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,290 |
9,800 |
490 |
4.8% |
43 |
0.4% |
98% |
True |
False |
2 |
| 10 |
10,290 |
9,678 |
612 |
6.0% |
52 |
0.5% |
99% |
True |
False |
6 |
| 20 |
10,552 |
9,678 |
874 |
8.5% |
68 |
0.7% |
69% |
False |
False |
4 |
| 40 |
11,033 |
9,678 |
1,355 |
13.2% |
84 |
0.8% |
45% |
False |
False |
3 |
| 60 |
11,033 |
9,678 |
1,355 |
13.2% |
64 |
0.6% |
45% |
False |
False |
2 |
| 80 |
11,033 |
9,678 |
1,355 |
13.2% |
50 |
0.5% |
45% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,698 |
|
2.618 |
10,541 |
|
1.618 |
10,445 |
|
1.000 |
10,386 |
|
0.618 |
10,349 |
|
HIGH |
10,290 |
|
0.618 |
10,253 |
|
0.500 |
10,242 |
|
0.382 |
10,231 |
|
LOW |
10,194 |
|
0.618 |
10,135 |
|
1.000 |
10,098 |
|
1.618 |
10,039 |
|
2.618 |
9,943 |
|
4.250 |
9,786 |
|
|