| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,501.0 |
2,488.0 |
-13.0 |
-0.5% |
2,470.0 |
| High |
2,505.0 |
2,489.0 |
-16.0 |
-0.6% |
2,520.0 |
| Low |
2,483.0 |
2,406.0 |
-77.0 |
-3.1% |
2,439.0 |
| Close |
2,491.0 |
2,416.0 |
-75.0 |
-3.0% |
2,491.0 |
| Range |
22.0 |
83.0 |
61.0 |
277.3% |
81.0 |
| ATR |
54.7 |
56.8 |
2.2 |
4.0% |
0.0 |
| Volume |
4,982 |
8,940 |
3,958 |
79.4% |
44,728 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.0 |
2,634.0 |
2,461.7 |
|
| R3 |
2,603.0 |
2,551.0 |
2,438.8 |
|
| R2 |
2,520.0 |
2,520.0 |
2,431.2 |
|
| R1 |
2,468.0 |
2,468.0 |
2,423.6 |
2,452.5 |
| PP |
2,437.0 |
2,437.0 |
2,437.0 |
2,429.3 |
| S1 |
2,385.0 |
2,385.0 |
2,408.4 |
2,369.5 |
| S2 |
2,354.0 |
2,354.0 |
2,400.8 |
|
| S3 |
2,271.0 |
2,302.0 |
2,393.2 |
|
| S4 |
2,188.0 |
2,219.0 |
2,370.4 |
|
|
| 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 |
2,406.0 |
114.0 |
4.7% |
45.8 |
1.9% |
9% |
False |
True |
10,165 |
| 10 |
2,533.0 |
2,406.0 |
127.0 |
5.3% |
45.1 |
1.9% |
8% |
False |
True |
7,258 |
| 20 |
2,533.0 |
2,370.0 |
163.0 |
6.7% |
49.7 |
2.1% |
28% |
False |
False |
5,958 |
| 40 |
2,533.0 |
2,096.0 |
437.0 |
18.1% |
54.4 |
2.3% |
73% |
False |
False |
3,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.8 |
|
2.618 |
2,706.3 |
|
1.618 |
2,623.3 |
|
1.000 |
2,572.0 |
|
0.618 |
2,540.3 |
|
HIGH |
2,489.0 |
|
0.618 |
2,457.3 |
|
0.500 |
2,447.5 |
|
0.382 |
2,437.7 |
|
LOW |
2,406.0 |
|
0.618 |
2,354.7 |
|
1.000 |
2,323.0 |
|
1.618 |
2,271.7 |
|
2.618 |
2,188.7 |
|
4.250 |
2,053.3 |
|
|