Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,027.0 |
4,036.0 |
9.0 |
0.2% |
3,943.0 |
High |
4,064.0 |
4,043.0 |
-21.0 |
-0.5% |
4,064.0 |
Low |
4,019.0 |
4,001.0 |
-18.0 |
-0.4% |
3,913.0 |
Close |
4,038.0 |
4,011.0 |
-27.0 |
-0.7% |
4,038.0 |
Range |
45.0 |
42.0 |
-3.0 |
-6.7% |
151.0 |
ATR |
63.4 |
61.8 |
-1.5 |
-2.4% |
0.0 |
Volume |
9,899 |
83,442 |
73,543 |
742.9% |
17,622 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,144.3 |
4,119.7 |
4,034.1 |
|
R3 |
4,102.3 |
4,077.7 |
4,022.6 |
|
R2 |
4,060.3 |
4,060.3 |
4,018.7 |
|
R1 |
4,035.7 |
4,035.7 |
4,014.9 |
4,027.0 |
PP |
4,018.3 |
4,018.3 |
4,018.3 |
4,014.0 |
S1 |
3,993.7 |
3,993.7 |
4,007.2 |
3,985.0 |
S2 |
3,976.3 |
3,976.3 |
4,003.3 |
|
S3 |
3,934.3 |
3,951.7 |
3,999.5 |
|
S4 |
3,892.3 |
3,909.7 |
3,987.9 |
|
|
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 |
3.8% |
51.0 |
1.3% |
65% |
False |
False |
20,212 |
10 |
4,064.0 |
3,798.0 |
266.0 |
6.6% |
52.5 |
1.3% |
80% |
False |
False |
10,294 |
20 |
4,064.0 |
3,684.0 |
380.0 |
9.5% |
40.6 |
1.0% |
86% |
False |
False |
5,227 |
40 |
4,064.0 |
3,638.0 |
426.0 |
10.6% |
34.2 |
0.9% |
88% |
False |
False |
2,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,221.5 |
2.618 |
4,153.0 |
1.618 |
4,111.0 |
1.000 |
4,085.0 |
0.618 |
4,069.0 |
HIGH |
4,043.0 |
0.618 |
4,027.0 |
0.500 |
4,022.0 |
0.382 |
4,017.0 |
LOW |
4,001.0 |
0.618 |
3,975.0 |
1.000 |
3,959.0 |
1.618 |
3,933.0 |
2.618 |
3,891.0 |
4.250 |
3,822.5 |
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