Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,960.0 |
3,903.0 |
-57.0 |
-1.4% |
3,943.0 |
High |
3,981.0 |
3,919.0 |
-62.0 |
-1.6% |
4,064.0 |
Low |
3,924.0 |
3,845.0 |
-79.0 |
-2.0% |
3,913.0 |
Close |
3,940.0 |
3,871.0 |
-69.0 |
-1.8% |
4,038.0 |
Range |
57.0 |
74.0 |
17.0 |
29.8% |
151.0 |
ATR |
63.6 |
65.9 |
2.2 |
3.5% |
0.0 |
Volume |
94,469 |
64,436 |
-30,033 |
-31.8% |
17,622 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,100.3 |
4,059.7 |
3,911.7 |
|
R3 |
4,026.3 |
3,985.7 |
3,891.4 |
|
R2 |
3,952.3 |
3,952.3 |
3,884.6 |
|
R1 |
3,911.7 |
3,911.7 |
3,877.8 |
3,895.0 |
PP |
3,878.3 |
3,878.3 |
3,878.3 |
3,870.0 |
S1 |
3,837.7 |
3,837.7 |
3,864.2 |
3,821.0 |
S2 |
3,804.3 |
3,804.3 |
3,857.4 |
|
S3 |
3,730.3 |
3,763.7 |
3,850.7 |
|
S4 |
3,656.3 |
3,689.7 |
3,830.3 |
|
|
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 |
3,845.0 |
219.0 |
5.7% |
52.6 |
1.4% |
12% |
False |
True |
51,092 |
10 |
4,064.0 |
3,845.0 |
219.0 |
5.7% |
55.8 |
1.4% |
12% |
False |
True |
26,139 |
20 |
4,064.0 |
3,697.0 |
367.0 |
9.5% |
46.6 |
1.2% |
47% |
False |
False |
13,169 |
40 |
4,064.0 |
3,640.0 |
424.0 |
11.0% |
37.5 |
1.0% |
54% |
False |
False |
6,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,233.5 |
2.618 |
4,112.7 |
1.618 |
4,038.7 |
1.000 |
3,993.0 |
0.618 |
3,964.7 |
HIGH |
3,919.0 |
0.618 |
3,890.7 |
0.500 |
3,882.0 |
0.382 |
3,873.3 |
LOW |
3,845.0 |
0.618 |
3,799.3 |
1.000 |
3,771.0 |
1.618 |
3,725.3 |
2.618 |
3,651.3 |
4.250 |
3,530.5 |
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