Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,495.25 |
1,488.75 |
-6.50 |
-0.4% |
1,478.00 |
High |
1,511.25 |
1,496.50 |
-14.75 |
-1.0% |
1,516.00 |
Low |
1,487.50 |
1,468.50 |
-19.00 |
-1.3% |
1,466.00 |
Close |
1,491.00 |
1,485.50 |
-5.50 |
-0.4% |
1,485.50 |
Range |
23.75 |
28.00 |
4.25 |
17.9% |
50.00 |
ATR |
34.16 |
33.72 |
-0.44 |
-1.3% |
0.00 |
Volume |
20,203 |
245,210 |
225,007 |
1,113.7% |
278,033 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,567.50 |
1,554.50 |
1,501.00 |
|
R3 |
1,539.50 |
1,526.50 |
1,493.25 |
|
R2 |
1,511.50 |
1,511.50 |
1,490.75 |
|
R1 |
1,498.50 |
1,498.50 |
1,488.00 |
1,491.00 |
PP |
1,483.50 |
1,483.50 |
1,483.50 |
1,479.75 |
S1 |
1,470.50 |
1,470.50 |
1,483.00 |
1,463.00 |
S2 |
1,455.50 |
1,455.50 |
1,480.25 |
|
S3 |
1,427.50 |
1,442.50 |
1,477.75 |
|
S4 |
1,399.50 |
1,414.50 |
1,470.00 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,639.25 |
1,612.25 |
1,513.00 |
|
R3 |
1,589.25 |
1,562.25 |
1,499.25 |
|
R2 |
1,539.25 |
1,539.25 |
1,494.75 |
|
R1 |
1,512.25 |
1,512.25 |
1,490.00 |
1,525.75 |
PP |
1,489.25 |
1,489.25 |
1,489.25 |
1,496.00 |
S1 |
1,462.25 |
1,462.25 |
1,481.00 |
1,475.75 |
S2 |
1,439.25 |
1,439.25 |
1,476.25 |
|
S3 |
1,389.25 |
1,412.25 |
1,471.75 |
|
S4 |
1,339.25 |
1,362.25 |
1,458.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,516.00 |
1,466.00 |
50.00 |
3.4% |
30.25 |
2.0% |
39% |
False |
False |
55,606 |
10 |
1,516.00 |
1,429.00 |
87.00 |
5.9% |
31.00 |
2.1% |
65% |
False |
False |
28,425 |
20 |
1,516.00 |
1,341.00 |
175.00 |
11.8% |
34.25 |
2.3% |
83% |
False |
False |
14,324 |
40 |
1,516.00 |
1,299.75 |
216.25 |
14.6% |
34.25 |
2.3% |
86% |
False |
False |
7,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,615.50 |
2.618 |
1,569.75 |
1.618 |
1,541.75 |
1.000 |
1,524.50 |
0.618 |
1,513.75 |
HIGH |
1,496.50 |
0.618 |
1,485.75 |
0.500 |
1,482.50 |
0.382 |
1,479.25 |
LOW |
1,468.50 |
0.618 |
1,451.25 |
1.000 |
1,440.50 |
1.618 |
1,423.25 |
2.618 |
1,395.25 |
4.250 |
1,349.50 |
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