| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
19,828 |
19,950 |
122 |
0.6% |
18,920 |
| High |
19,829 |
19,950 |
121 |
0.6% |
19,829 |
| Low |
19,650 |
19,844 |
194 |
1.0% |
18,890 |
| Close |
19,661 |
19,910 |
249 |
1.3% |
19,661 |
| Range |
179 |
106 |
-73 |
-40.8% |
939 |
| ATR |
349 |
345 |
-4 |
-1.2% |
0 |
| Volume |
147 |
104 |
-43 |
-29.3% |
964 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,219 |
20,171 |
19,968 |
|
| R3 |
20,113 |
20,065 |
19,939 |
|
| R2 |
20,007 |
20,007 |
19,929 |
|
| R1 |
19,959 |
19,959 |
19,920 |
19,930 |
| PP |
19,901 |
19,901 |
19,901 |
19,887 |
| S1 |
19,853 |
19,853 |
19,900 |
19,824 |
| S2 |
19,795 |
19,795 |
19,891 |
|
| S3 |
19,689 |
19,747 |
19,881 |
|
| S4 |
19,583 |
19,641 |
19,852 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,277 |
21,908 |
20,177 |
|
| R3 |
21,338 |
20,969 |
19,919 |
|
| R2 |
20,399 |
20,399 |
19,833 |
|
| R1 |
20,030 |
20,030 |
19,747 |
20,215 |
| PP |
19,460 |
19,460 |
19,460 |
19,552 |
| S1 |
19,091 |
19,091 |
19,575 |
19,276 |
| S2 |
18,521 |
18,521 |
19,489 |
|
| S3 |
17,582 |
18,152 |
19,403 |
|
| S4 |
16,643 |
17,213 |
19,145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,950 |
19,147 |
803 |
4.0% |
218 |
1.1% |
95% |
True |
False |
190 |
| 10 |
19,950 |
18,890 |
1,060 |
5.3% |
218 |
1.1% |
96% |
True |
False |
149 |
| 20 |
19,950 |
18,725 |
1,225 |
6.2% |
264 |
1.3% |
97% |
True |
False |
189 |
| 40 |
21,257 |
18,725 |
2,532 |
12.7% |
247 |
1.2% |
47% |
False |
False |
166 |
| 60 |
21,927 |
18,725 |
3,202 |
16.1% |
226 |
1.1% |
37% |
False |
False |
142 |
| 80 |
21,927 |
18,725 |
3,202 |
16.1% |
215 |
1.1% |
37% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,401 |
|
2.618 |
20,228 |
|
1.618 |
20,122 |
|
1.000 |
20,056 |
|
0.618 |
20,016 |
|
HIGH |
19,950 |
|
0.618 |
19,910 |
|
0.500 |
19,897 |
|
0.382 |
19,884 |
|
LOW |
19,844 |
|
0.618 |
19,778 |
|
1.000 |
19,738 |
|
1.618 |
19,672 |
|
2.618 |
19,566 |
|
4.250 |
19,394 |
|
|