Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
5,070.0 |
4,905.0 |
-165.0 |
-3.3% |
5,070.0 |
High |
5,070.0 |
4,945.5 |
-124.5 |
-2.5% |
5,148.0 |
Low |
4,894.5 |
4,857.5 |
-37.0 |
-0.8% |
4,994.0 |
Close |
4,910.5 |
4,912.5 |
2.0 |
0.0% |
5,080.5 |
Range |
175.5 |
88.0 |
-87.5 |
-49.9% |
154.0 |
ATR |
115.4 |
113.5 |
-2.0 |
-1.7% |
0.0 |
Volume |
3,957 |
3,727 |
-230 |
-5.8% |
7,705 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,169.2 |
5,128.8 |
4,960.9 |
|
R3 |
5,081.2 |
5,040.8 |
4,936.7 |
|
R2 |
4,993.2 |
4,993.2 |
4,928.6 |
|
R1 |
4,952.8 |
4,952.8 |
4,920.6 |
4,973.0 |
PP |
4,905.2 |
4,905.2 |
4,905.2 |
4,915.3 |
S1 |
4,864.8 |
4,864.8 |
4,904.4 |
4,885.0 |
S2 |
4,817.2 |
4,817.2 |
4,896.4 |
|
S3 |
4,729.2 |
4,776.8 |
4,888.3 |
|
S4 |
4,641.2 |
4,688.8 |
4,864.1 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,536.2 |
5,462.3 |
5,165.2 |
|
R3 |
5,382.2 |
5,308.3 |
5,122.9 |
|
R2 |
5,228.2 |
5,228.2 |
5,108.7 |
|
R1 |
5,154.3 |
5,154.3 |
5,094.6 |
5,191.3 |
PP |
5,074.2 |
5,074.2 |
5,074.2 |
5,092.6 |
S1 |
5,000.3 |
5,000.3 |
5,066.4 |
5,037.3 |
S2 |
4,920.2 |
4,920.2 |
5,052.3 |
|
S3 |
4,766.2 |
4,846.3 |
5,038.2 |
|
S4 |
4,612.2 |
4,692.3 |
4,995.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,148.0 |
4,857.5 |
290.5 |
5.9% |
105.1 |
2.1% |
19% |
False |
True |
2,549 |
10 |
5,177.5 |
4,857.5 |
320.0 |
6.5% |
100.7 |
2.0% |
17% |
False |
True |
1,766 |
20 |
5,185.0 |
4,818.0 |
367.0 |
7.5% |
100.3 |
2.0% |
26% |
False |
False |
1,008 |
40 |
5,185.0 |
4,425.0 |
760.0 |
15.5% |
104.2 |
2.1% |
64% |
False |
False |
579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,319.5 |
2.618 |
5,175.9 |
1.618 |
5,087.9 |
1.000 |
5,033.5 |
0.618 |
4,999.9 |
HIGH |
4,945.5 |
0.618 |
4,911.9 |
0.500 |
4,901.5 |
0.382 |
4,891.1 |
LOW |
4,857.5 |
0.618 |
4,803.1 |
1.000 |
4,769.5 |
1.618 |
4,715.1 |
2.618 |
4,627.1 |
4.250 |
4,483.5 |
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