| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,488.0 |
2,412.0 |
-76.0 |
-3.1% |
2,470.0 |
| High |
2,489.0 |
2,434.0 |
-55.0 |
-2.2% |
2,520.0 |
| Low |
2,406.0 |
2,381.0 |
-25.0 |
-1.0% |
2,439.0 |
| Close |
2,416.0 |
2,412.0 |
-4.0 |
-0.2% |
2,491.0 |
| Range |
83.0 |
53.0 |
-30.0 |
-36.1% |
81.0 |
| ATR |
56.8 |
56.5 |
-0.3 |
-0.5% |
0.0 |
| Volume |
8,940 |
54,340 |
45,400 |
507.8% |
44,728 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.0 |
2,543.0 |
2,441.2 |
|
| R3 |
2,515.0 |
2,490.0 |
2,426.6 |
|
| R2 |
2,462.0 |
2,462.0 |
2,421.7 |
|
| R1 |
2,437.0 |
2,437.0 |
2,416.9 |
2,438.5 |
| PP |
2,409.0 |
2,409.0 |
2,409.0 |
2,409.8 |
| S1 |
2,384.0 |
2,384.0 |
2,407.1 |
2,385.5 |
| S2 |
2,356.0 |
2,356.0 |
2,402.3 |
|
| S3 |
2,303.0 |
2,331.0 |
2,397.4 |
|
| S4 |
2,250.0 |
2,278.0 |
2,382.9 |
|
|
| 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 |
2,381.0 |
139.0 |
5.8% |
51.2 |
2.1% |
22% |
False |
True |
17,224 |
| 10 |
2,529.0 |
2,381.0 |
148.0 |
6.1% |
46.5 |
1.9% |
21% |
False |
True |
12,360 |
| 20 |
2,533.0 |
2,370.0 |
163.0 |
6.8% |
50.5 |
2.1% |
26% |
False |
False |
8,644 |
| 40 |
2,533.0 |
2,096.0 |
437.0 |
18.1% |
53.6 |
2.2% |
72% |
False |
False |
5,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,659.3 |
|
2.618 |
2,572.8 |
|
1.618 |
2,519.8 |
|
1.000 |
2,487.0 |
|
0.618 |
2,466.8 |
|
HIGH |
2,434.0 |
|
0.618 |
2,413.8 |
|
0.500 |
2,407.5 |
|
0.382 |
2,401.2 |
|
LOW |
2,381.0 |
|
0.618 |
2,348.2 |
|
1.000 |
2,328.0 |
|
1.618 |
2,295.2 |
|
2.618 |
2,242.2 |
|
4.250 |
2,155.8 |
|
|