| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,492.0 |
2,501.0 |
9.0 |
0.4% |
2,470.0 |
| High |
2,517.0 |
2,505.0 |
-12.0 |
-0.5% |
2,520.0 |
| Low |
2,477.0 |
2,483.0 |
6.0 |
0.2% |
2,439.0 |
| Close |
2,509.0 |
2,491.0 |
-18.0 |
-0.7% |
2,491.0 |
| Range |
40.0 |
22.0 |
-18.0 |
-45.0% |
81.0 |
| ATR |
56.9 |
54.7 |
-2.2 |
-3.9% |
0.0 |
| Volume |
4,720 |
4,982 |
262 |
5.6% |
44,728 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,559.0 |
2,547.0 |
2,503.1 |
|
| R3 |
2,537.0 |
2,525.0 |
2,497.1 |
|
| R2 |
2,515.0 |
2,515.0 |
2,495.0 |
|
| R1 |
2,503.0 |
2,503.0 |
2,493.0 |
2,498.0 |
| PP |
2,493.0 |
2,493.0 |
2,493.0 |
2,490.5 |
| S1 |
2,481.0 |
2,481.0 |
2,489.0 |
2,476.0 |
| S2 |
2,471.0 |
2,471.0 |
2,487.0 |
|
| S3 |
2,449.0 |
2,459.0 |
2,485.0 |
|
| S4 |
2,427.0 |
2,437.0 |
2,478.9 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,726.3 |
2,689.7 |
2,535.6 |
|
| R3 |
2,645.3 |
2,608.7 |
2,513.3 |
|
| R2 |
2,564.3 |
2,564.3 |
2,505.9 |
|
| R1 |
2,527.7 |
2,527.7 |
2,498.4 |
2,546.0 |
| PP |
2,483.3 |
2,483.3 |
2,483.3 |
2,492.5 |
| S1 |
2,446.7 |
2,446.7 |
2,483.6 |
2,465.0 |
| S2 |
2,402.3 |
2,402.3 |
2,476.2 |
|
| S3 |
2,321.3 |
2,365.7 |
2,468.7 |
|
| S4 |
2,240.3 |
2,284.7 |
2,446.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,520.0 |
2,439.0 |
81.0 |
3.3% |
37.6 |
1.5% |
64% |
False |
False |
8,945 |
| 10 |
2,533.0 |
2,438.0 |
95.0 |
3.8% |
42.8 |
1.7% |
56% |
False |
False |
6,813 |
| 20 |
2,533.0 |
2,325.0 |
208.0 |
8.4% |
49.7 |
2.0% |
80% |
False |
False |
5,585 |
| 40 |
2,533.0 |
2,096.0 |
437.0 |
17.5% |
53.0 |
2.1% |
90% |
False |
False |
3,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.5 |
|
2.618 |
2,562.6 |
|
1.618 |
2,540.6 |
|
1.000 |
2,527.0 |
|
0.618 |
2,518.6 |
|
HIGH |
2,505.0 |
|
0.618 |
2,496.6 |
|
0.500 |
2,494.0 |
|
0.382 |
2,491.4 |
|
LOW |
2,483.0 |
|
0.618 |
2,469.4 |
|
1.000 |
2,461.0 |
|
1.618 |
2,447.4 |
|
2.618 |
2,425.4 |
|
4.250 |
2,389.5 |
|
|