| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,412.0 |
2,396.0 |
-16.0 |
-0.7% |
2,470.0 |
| High |
2,434.0 |
2,402.0 |
-32.0 |
-1.3% |
2,520.0 |
| Low |
2,381.0 |
2,347.0 |
-34.0 |
-1.4% |
2,439.0 |
| Close |
2,412.0 |
2,369.0 |
-43.0 |
-1.8% |
2,491.0 |
| Range |
53.0 |
55.0 |
2.0 |
3.8% |
81.0 |
| ATR |
56.5 |
57.2 |
0.6 |
1.1% |
0.0 |
| Volume |
54,340 |
44,453 |
-9,887 |
-18.2% |
44,728 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.7 |
2,508.3 |
2,399.3 |
|
| R3 |
2,482.7 |
2,453.3 |
2,384.1 |
|
| R2 |
2,427.7 |
2,427.7 |
2,379.1 |
|
| R1 |
2,398.3 |
2,398.3 |
2,374.0 |
2,385.5 |
| PP |
2,372.7 |
2,372.7 |
2,372.7 |
2,366.3 |
| S1 |
2,343.3 |
2,343.3 |
2,364.0 |
2,330.5 |
| S2 |
2,317.7 |
2,317.7 |
2,358.9 |
|
| S3 |
2,262.7 |
2,288.3 |
2,353.9 |
|
| S4 |
2,207.7 |
2,233.3 |
2,338.8 |
|
|
| 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 |
2,517.0 |
2,347.0 |
170.0 |
7.2% |
50.6 |
2.1% |
13% |
False |
True |
23,487 |
| 10 |
2,529.0 |
2,347.0 |
182.0 |
7.7% |
45.8 |
1.9% |
12% |
False |
True |
16,654 |
| 20 |
2,533.0 |
2,347.0 |
186.0 |
7.9% |
50.4 |
2.1% |
12% |
False |
True |
10,354 |
| 40 |
2,533.0 |
2,134.0 |
399.0 |
16.8% |
53.0 |
2.2% |
59% |
False |
False |
6,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,635.8 |
|
2.618 |
2,546.0 |
|
1.618 |
2,491.0 |
|
1.000 |
2,457.0 |
|
0.618 |
2,436.0 |
|
HIGH |
2,402.0 |
|
0.618 |
2,381.0 |
|
0.500 |
2,374.5 |
|
0.382 |
2,368.0 |
|
LOW |
2,347.0 |
|
0.618 |
2,313.0 |
|
1.000 |
2,292.0 |
|
1.618 |
2,258.0 |
|
2.618 |
2,203.0 |
|
4.250 |
2,113.3 |
|
|