Day Change Summary |
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Previous |
Current |
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|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,998.0 |
4,027.0 |
29.0 |
0.7% |
3,943.0 |
High |
4,033.0 |
4,064.0 |
31.0 |
0.8% |
4,064.0 |
Low |
3,988.0 |
4,019.0 |
31.0 |
0.8% |
3,913.0 |
Close |
4,029.0 |
4,038.0 |
9.0 |
0.2% |
4,038.0 |
Range |
45.0 |
45.0 |
0.0 |
0.0% |
151.0 |
ATR |
64.8 |
63.4 |
-1.4 |
-2.2% |
0.0 |
Volume |
3,216 |
9,899 |
6,683 |
207.8% |
17,622 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,175.3 |
4,151.7 |
4,062.8 |
|
R3 |
4,130.3 |
4,106.7 |
4,050.4 |
|
R2 |
4,085.3 |
4,085.3 |
4,046.3 |
|
R1 |
4,061.7 |
4,061.7 |
4,042.1 |
4,073.5 |
PP |
4,040.3 |
4,040.3 |
4,040.3 |
4,046.3 |
S1 |
4,016.7 |
4,016.7 |
4,033.9 |
4,028.5 |
S2 |
3,995.3 |
3,995.3 |
4,029.8 |
|
S3 |
3,950.3 |
3,971.7 |
4,025.6 |
|
S4 |
3,905.3 |
3,926.7 |
4,013.3 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,458.0 |
4,399.0 |
4,121.1 |
|
R3 |
4,307.0 |
4,248.0 |
4,079.5 |
|
R2 |
4,156.0 |
4,156.0 |
4,065.7 |
|
R1 |
4,097.0 |
4,097.0 |
4,051.8 |
4,126.5 |
PP |
4,005.0 |
4,005.0 |
4,005.0 |
4,019.8 |
S1 |
3,946.0 |
3,946.0 |
4,024.2 |
3,975.5 |
S2 |
3,854.0 |
3,854.0 |
4,010.3 |
|
S3 |
3,703.0 |
3,795.0 |
3,996.5 |
|
S4 |
3,552.0 |
3,644.0 |
3,955.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,064.0 |
3,913.0 |
151.0 |
3.7% |
55.8 |
1.4% |
83% |
True |
False |
3,541 |
10 |
4,064.0 |
3,748.0 |
316.0 |
7.8% |
53.5 |
1.3% |
92% |
True |
False |
1,957 |
20 |
4,064.0 |
3,684.0 |
380.0 |
9.4% |
39.2 |
1.0% |
93% |
True |
False |
1,055 |
40 |
4,064.0 |
3,638.0 |
426.0 |
10.5% |
33.2 |
0.8% |
94% |
True |
False |
583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,255.3 |
2.618 |
4,181.8 |
1.618 |
4,136.8 |
1.000 |
4,109.0 |
0.618 |
4,091.8 |
HIGH |
4,064.0 |
0.618 |
4,046.8 |
0.500 |
4,041.5 |
0.382 |
4,036.2 |
LOW |
4,019.0 |
0.618 |
3,991.2 |
1.000 |
3,974.0 |
1.618 |
3,946.2 |
2.618 |
3,901.2 |
4.250 |
3,827.8 |
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