Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,036.0 |
3,960.0 |
-76.0 |
-1.9% |
3,943.0 |
High |
4,043.0 |
3,981.0 |
-62.0 |
-1.5% |
4,064.0 |
Low |
4,001.0 |
3,924.0 |
-77.0 |
-1.9% |
3,913.0 |
Close |
4,011.0 |
3,940.0 |
-71.0 |
-1.8% |
4,038.0 |
Range |
42.0 |
57.0 |
15.0 |
35.7% |
151.0 |
ATR |
61.8 |
63.6 |
1.8 |
2.9% |
0.0 |
Volume |
83,442 |
94,469 |
11,027 |
13.2% |
17,622 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,119.3 |
4,086.7 |
3,971.4 |
|
R3 |
4,062.3 |
4,029.7 |
3,955.7 |
|
R2 |
4,005.3 |
4,005.3 |
3,950.5 |
|
R1 |
3,972.7 |
3,972.7 |
3,945.2 |
3,960.5 |
PP |
3,948.3 |
3,948.3 |
3,948.3 |
3,942.3 |
S1 |
3,915.7 |
3,915.7 |
3,934.8 |
3,903.5 |
S2 |
3,891.3 |
3,891.3 |
3,929.6 |
|
S3 |
3,834.3 |
3,858.7 |
3,924.3 |
|
S4 |
3,777.3 |
3,801.7 |
3,908.7 |
|
|
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 |
3,924.0 |
140.0 |
3.6% |
51.8 |
1.3% |
11% |
False |
True |
38,817 |
10 |
4,064.0 |
3,908.0 |
156.0 |
4.0% |
50.8 |
1.3% |
21% |
False |
False |
19,719 |
20 |
4,064.0 |
3,697.0 |
367.0 |
9.3% |
42.9 |
1.1% |
66% |
False |
False |
9,951 |
40 |
4,064.0 |
3,638.0 |
426.0 |
10.8% |
35.6 |
0.9% |
71% |
False |
False |
5,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,223.3 |
2.618 |
4,130.2 |
1.618 |
4,073.2 |
1.000 |
4,038.0 |
0.618 |
4,016.2 |
HIGH |
3,981.0 |
0.618 |
3,959.2 |
0.500 |
3,952.5 |
0.382 |
3,945.8 |
LOW |
3,924.0 |
0.618 |
3,888.8 |
1.000 |
3,867.0 |
1.618 |
3,831.8 |
2.618 |
3,774.8 |
4.250 |
3,681.8 |
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