Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,488.75 |
1,483.00 |
-5.75 |
-0.4% |
1,478.00 |
High |
1,496.50 |
1,483.00 |
-13.50 |
-0.9% |
1,516.00 |
Low |
1,468.50 |
1,443.50 |
-25.00 |
-1.7% |
1,466.00 |
Close |
1,485.50 |
1,457.25 |
-28.25 |
-1.9% |
1,485.50 |
Range |
28.00 |
39.50 |
11.50 |
41.1% |
50.00 |
ATR |
33.72 |
34.31 |
0.59 |
1.8% |
0.00 |
Volume |
245,210 |
252,653 |
7,443 |
3.0% |
278,033 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,579.75 |
1,558.00 |
1,479.00 |
|
R3 |
1,540.25 |
1,518.50 |
1,468.00 |
|
R2 |
1,500.75 |
1,500.75 |
1,464.50 |
|
R1 |
1,479.00 |
1,479.00 |
1,460.75 |
1,470.00 |
PP |
1,461.25 |
1,461.25 |
1,461.25 |
1,456.75 |
S1 |
1,439.50 |
1,439.50 |
1,453.75 |
1,430.50 |
S2 |
1,421.75 |
1,421.75 |
1,450.00 |
|
S3 |
1,382.25 |
1,400.00 |
1,446.50 |
|
S4 |
1,342.75 |
1,360.50 |
1,435.50 |
|
|
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 |
1,443.50 |
72.50 |
5.0% |
31.50 |
2.2% |
19% |
False |
True |
105,666 |
10 |
1,516.00 |
1,443.50 |
72.50 |
5.0% |
29.75 |
2.0% |
19% |
False |
True |
53,653 |
20 |
1,516.00 |
1,341.50 |
174.50 |
12.0% |
34.75 |
2.4% |
66% |
False |
False |
26,949 |
40 |
1,516.00 |
1,299.75 |
216.25 |
14.8% |
34.75 |
2.4% |
73% |
False |
False |
13,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,651.00 |
2.618 |
1,586.50 |
1.618 |
1,547.00 |
1.000 |
1,522.50 |
0.618 |
1,507.50 |
HIGH |
1,483.00 |
0.618 |
1,468.00 |
0.500 |
1,463.25 |
0.382 |
1,458.50 |
LOW |
1,443.50 |
0.618 |
1,419.00 |
1.000 |
1,404.00 |
1.618 |
1,379.50 |
2.618 |
1,340.00 |
4.250 |
1,275.50 |
|
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