Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,903.0 |
3,857.0 |
-46.0 |
-1.2% |
3,943.0 |
High |
3,919.0 |
3,887.0 |
-32.0 |
-0.8% |
4,064.0 |
Low |
3,845.0 |
3,840.0 |
-5.0 |
-0.1% |
3,913.0 |
Close |
3,871.0 |
3,862.0 |
-9.0 |
-0.2% |
4,038.0 |
Range |
74.0 |
47.0 |
-27.0 |
-36.5% |
151.0 |
ATR |
65.9 |
64.5 |
-1.3 |
-2.0% |
0.0 |
Volume |
64,436 |
26,129 |
-38,307 |
-59.4% |
17,622 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,004.0 |
3,980.0 |
3,887.9 |
|
R3 |
3,957.0 |
3,933.0 |
3,874.9 |
|
R2 |
3,910.0 |
3,910.0 |
3,870.6 |
|
R1 |
3,886.0 |
3,886.0 |
3,866.3 |
3,898.0 |
PP |
3,863.0 |
3,863.0 |
3,863.0 |
3,869.0 |
S1 |
3,839.0 |
3,839.0 |
3,857.7 |
3,851.0 |
S2 |
3,816.0 |
3,816.0 |
3,853.4 |
|
S3 |
3,769.0 |
3,792.0 |
3,849.1 |
|
S4 |
3,722.0 |
3,745.0 |
3,836.2 |
|
|
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 |
3,840.0 |
224.0 |
5.8% |
53.0 |
1.4% |
10% |
False |
True |
55,675 |
10 |
4,064.0 |
3,840.0 |
224.0 |
5.8% |
53.2 |
1.4% |
10% |
False |
True |
28,705 |
20 |
4,064.0 |
3,697.0 |
367.0 |
9.5% |
46.8 |
1.2% |
45% |
False |
False |
14,464 |
40 |
4,064.0 |
3,640.0 |
424.0 |
11.0% |
38.2 |
1.0% |
52% |
False |
False |
7,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,086.8 |
2.618 |
4,010.0 |
1.618 |
3,963.0 |
1.000 |
3,934.0 |
0.618 |
3,916.0 |
HIGH |
3,887.0 |
0.618 |
3,869.0 |
0.500 |
3,863.5 |
0.382 |
3,858.0 |
LOW |
3,840.0 |
0.618 |
3,811.0 |
1.000 |
3,793.0 |
1.618 |
3,764.0 |
2.618 |
3,717.0 |
4.250 |
3,640.3 |
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