Day Change Summary |
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Previous |
Current |
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11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,494.07 |
1,488.73 |
-5.34 |
-0.4% |
1,482.21 |
High |
1,511.94 |
1,489.97 |
-21.97 |
-1.5% |
1,511.94 |
Low |
1,493.16 |
1,470.20 |
-22.96 |
-1.5% |
1,467.13 |
Close |
1,497.01 |
1,489.97 |
-7.04 |
-0.5% |
1,489.97 |
Range |
18.78 |
19.77 |
0.99 |
5.3% |
44.81 |
ATR |
30.96 |
30.66 |
-0.30 |
-1.0% |
0.00 |
Volume |
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Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.69 |
1,536.10 |
1,500.84 |
|
R3 |
1,522.92 |
1,516.33 |
1,495.41 |
|
R2 |
1,503.15 |
1,503.15 |
1,493.59 |
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R1 |
1,496.56 |
1,496.56 |
1,491.78 |
1,499.86 |
PP |
1,483.38 |
1,483.38 |
1,483.38 |
1,485.03 |
S1 |
1,476.79 |
1,476.79 |
1,488.16 |
1,480.09 |
S2 |
1,463.61 |
1,463.61 |
1,486.35 |
|
S3 |
1,443.84 |
1,457.02 |
1,484.53 |
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S4 |
1,424.07 |
1,437.25 |
1,479.10 |
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Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.11 |
1,601.85 |
1,514.62 |
|
R3 |
1,579.30 |
1,557.04 |
1,502.29 |
|
R2 |
1,534.49 |
1,534.49 |
1,498.19 |
|
R1 |
1,512.23 |
1,512.23 |
1,494.08 |
1,523.36 |
PP |
1,489.68 |
1,489.68 |
1,489.68 |
1,495.25 |
S1 |
1,467.42 |
1,467.42 |
1,485.86 |
1,478.55 |
S2 |
1,444.87 |
1,444.87 |
1,481.75 |
|
S3 |
1,400.06 |
1,422.61 |
1,477.65 |
|
S4 |
1,355.25 |
1,377.80 |
1,465.32 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,511.94 |
1,467.13 |
44.81 |
3.0% |
25.46 |
1.7% |
51% |
False |
False |
|
10 |
1,511.94 |
1,446.97 |
64.97 |
4.4% |
25.13 |
1.7% |
66% |
False |
False |
|
20 |
1,511.94 |
1,350.95 |
160.99 |
10.8% |
29.52 |
2.0% |
86% |
False |
False |
|
40 |
1,511.94 |
1,303.73 |
208.21 |
14.0% |
30.05 |
2.0% |
89% |
False |
False |
|
60 |
1,511.94 |
1,178.52 |
333.42 |
22.4% |
30.33 |
2.0% |
93% |
False |
False |
|
80 |
1,511.94 |
1,040.41 |
471.53 |
31.6% |
32.44 |
2.2% |
95% |
False |
False |
|
100 |
1,511.94 |
1,040.41 |
471.53 |
31.6% |
32.92 |
2.2% |
95% |
False |
False |
|
120 |
1,511.94 |
1,040.41 |
471.53 |
31.6% |
32.81 |
2.2% |
95% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,573.99 |
2.618 |
1,541.73 |
1.618 |
1,521.96 |
1.000 |
1,509.74 |
0.618 |
1,502.19 |
HIGH |
1,489.97 |
0.618 |
1,482.42 |
0.500 |
1,480.09 |
0.382 |
1,477.75 |
LOW |
1,470.20 |
0.618 |
1,457.98 |
1.000 |
1,450.43 |
1.618 |
1,438.21 |
2.618 |
1,418.44 |
4.250 |
1,386.18 |
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