Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,386.5 |
4,310.0 |
-76.5 |
-1.7% |
4,380.0 |
High |
4,386.5 |
4,340.5 |
-46.0 |
-1.0% |
4,471.5 |
Low |
4,285.0 |
4,251.5 |
-33.5 |
-0.8% |
4,336.0 |
Close |
4,298.0 |
4,301.5 |
3.5 |
0.1% |
4,402.0 |
Range |
101.5 |
89.0 |
-12.5 |
-12.3% |
135.5 |
ATR |
88.7 |
88.8 |
0.0 |
0.0% |
0.0 |
Volume |
64,159 |
191,451 |
127,292 |
198.4% |
48,641 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,565.0 |
4,522.0 |
4,350.5 |
|
R3 |
4,476.0 |
4,433.0 |
4,326.0 |
|
R2 |
4,387.0 |
4,387.0 |
4,318.0 |
|
R1 |
4,344.0 |
4,344.0 |
4,309.5 |
4,321.0 |
PP |
4,298.0 |
4,298.0 |
4,298.0 |
4,286.0 |
S1 |
4,255.0 |
4,255.0 |
4,293.5 |
4,232.0 |
S2 |
4,209.0 |
4,209.0 |
4,285.0 |
|
S3 |
4,120.0 |
4,166.0 |
4,277.0 |
|
S4 |
4,031.0 |
4,077.0 |
4,252.5 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,809.5 |
4,741.5 |
4,476.5 |
|
R3 |
4,674.0 |
4,606.0 |
4,439.5 |
|
R2 |
4,538.5 |
4,538.5 |
4,427.0 |
|
R1 |
4,470.5 |
4,470.5 |
4,414.5 |
4,504.5 |
PP |
4,403.0 |
4,403.0 |
4,403.0 |
4,420.0 |
S1 |
4,335.0 |
4,335.0 |
4,389.5 |
4,369.0 |
S2 |
4,267.5 |
4,267.5 |
4,377.0 |
|
S3 |
4,132.0 |
4,199.5 |
4,364.5 |
|
S4 |
3,996.5 |
4,064.0 |
4,327.5 |
|
|
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 |
4,251.5 |
220.0 |
5.1% |
85.0 |
2.0% |
23% |
False |
True |
59,356 |
10 |
4,471.5 |
4,251.5 |
220.0 |
5.1% |
80.5 |
1.9% |
23% |
False |
True |
31,226 |
20 |
4,471.5 |
4,247.0 |
224.5 |
5.2% |
76.0 |
1.8% |
24% |
False |
False |
15,935 |
40 |
4,471.5 |
3,818.0 |
653.5 |
15.2% |
83.0 |
1.9% |
74% |
False |
False |
8,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,719.0 |
2.618 |
4,573.5 |
1.618 |
4,484.5 |
1.000 |
4,429.5 |
0.618 |
4,395.5 |
HIGH |
4,340.5 |
0.618 |
4,306.5 |
0.500 |
4,296.0 |
0.382 |
4,285.5 |
LOW |
4,251.5 |
0.618 |
4,196.5 |
1.000 |
4,162.5 |
1.618 |
4,107.5 |
2.618 |
4,018.5 |
4.250 |
3,873.0 |
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