Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,410.0 |
4,395.5 |
-14.5 |
-0.3% |
4,431.5 |
High |
4,471.5 |
4,450.0 |
-21.5 |
-0.5% |
4,466.0 |
Low |
4,360.0 |
4,371.0 |
11.0 |
0.3% |
4,320.0 |
Close |
4,395.5 |
4,431.5 |
36.0 |
0.8% |
4,400.0 |
Range |
111.5 |
79.0 |
-32.5 |
-29.1% |
146.0 |
ATR |
90.7 |
89.8 |
-0.8 |
-0.9% |
0.0 |
Volume |
8,964 |
11,799 |
2,835 |
31.6% |
13,282 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,654.5 |
4,622.0 |
4,475.0 |
|
R3 |
4,575.5 |
4,543.0 |
4,453.0 |
|
R2 |
4,496.5 |
4,496.5 |
4,446.0 |
|
R1 |
4,464.0 |
4,464.0 |
4,438.5 |
4,480.0 |
PP |
4,417.5 |
4,417.5 |
4,417.5 |
4,425.5 |
S1 |
4,385.0 |
4,385.0 |
4,424.5 |
4,401.0 |
S2 |
4,338.5 |
4,338.5 |
4,417.0 |
|
S3 |
4,259.5 |
4,306.0 |
4,410.0 |
|
S4 |
4,180.5 |
4,227.0 |
4,388.0 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,833.5 |
4,762.5 |
4,480.5 |
|
R3 |
4,687.5 |
4,616.5 |
4,440.0 |
|
R2 |
4,541.5 |
4,541.5 |
4,427.0 |
|
R1 |
4,470.5 |
4,470.5 |
4,413.5 |
4,433.0 |
PP |
4,395.5 |
4,395.5 |
4,395.5 |
4,376.5 |
S1 |
4,324.5 |
4,324.5 |
4,386.5 |
4,287.0 |
S2 |
4,249.5 |
4,249.5 |
4,373.0 |
|
S3 |
4,103.5 |
4,178.5 |
4,360.0 |
|
S4 |
3,957.5 |
4,032.5 |
4,319.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,471.5 |
4,336.0 |
135.5 |
3.1% |
81.0 |
1.8% |
70% |
False |
False |
5,881 |
10 |
4,471.5 |
4,320.0 |
151.5 |
3.4% |
74.5 |
1.7% |
74% |
False |
False |
4,161 |
20 |
4,471.5 |
4,243.5 |
228.0 |
5.1% |
79.0 |
1.8% |
82% |
False |
False |
2,139 |
40 |
4,471.5 |
3,818.0 |
653.5 |
14.7% |
84.0 |
1.9% |
94% |
False |
False |
1,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,786.0 |
2.618 |
4,657.0 |
1.618 |
4,578.0 |
1.000 |
4,529.0 |
0.618 |
4,499.0 |
HIGH |
4,450.0 |
0.618 |
4,420.0 |
0.500 |
4,410.5 |
0.382 |
4,401.0 |
LOW |
4,371.0 |
0.618 |
4,322.0 |
1.000 |
4,292.0 |
1.618 |
4,243.0 |
2.618 |
4,164.0 |
4.250 |
4,035.0 |
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