| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,490.0 |
2,492.0 |
2.0 |
0.1% |
2,463.0 |
| High |
2,520.0 |
2,517.0 |
-3.0 |
-0.1% |
2,533.0 |
| Low |
2,462.0 |
2,477.0 |
15.0 |
0.6% |
2,438.0 |
| Close |
2,484.0 |
2,509.0 |
25.0 |
1.0% |
2,489.0 |
| Range |
58.0 |
40.0 |
-18.0 |
-31.0% |
95.0 |
| ATR |
58.2 |
56.9 |
-1.3 |
-2.2% |
0.0 |
| Volume |
13,140 |
4,720 |
-8,420 |
-64.1% |
23,404 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.0 |
2,605.0 |
2,531.0 |
|
| R3 |
2,581.0 |
2,565.0 |
2,520.0 |
|
| R2 |
2,541.0 |
2,541.0 |
2,516.3 |
|
| R1 |
2,525.0 |
2,525.0 |
2,512.7 |
2,533.0 |
| PP |
2,501.0 |
2,501.0 |
2,501.0 |
2,505.0 |
| S1 |
2,485.0 |
2,485.0 |
2,505.3 |
2,493.0 |
| S2 |
2,461.0 |
2,461.0 |
2,501.7 |
|
| S3 |
2,421.0 |
2,445.0 |
2,498.0 |
|
| S4 |
2,381.0 |
2,405.0 |
2,487.0 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.7 |
2,725.3 |
2,541.3 |
|
| R3 |
2,676.7 |
2,630.3 |
2,515.1 |
|
| R2 |
2,581.7 |
2,581.7 |
2,506.4 |
|
| R1 |
2,535.3 |
2,535.3 |
2,497.7 |
2,558.5 |
| PP |
2,486.7 |
2,486.7 |
2,486.7 |
2,498.3 |
| S1 |
2,440.3 |
2,440.3 |
2,480.3 |
2,463.5 |
| S2 |
2,391.7 |
2,391.7 |
2,471.6 |
|
| S3 |
2,296.7 |
2,345.3 |
2,462.9 |
|
| S4 |
2,201.7 |
2,250.3 |
2,436.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,529.0 |
2,439.0 |
90.0 |
3.6% |
44.6 |
1.8% |
78% |
False |
False |
10,182 |
| 10 |
2,533.0 |
2,420.0 |
113.0 |
4.5% |
48.0 |
1.9% |
79% |
False |
False |
7,111 |
| 20 |
2,533.0 |
2,303.0 |
230.0 |
9.2% |
50.4 |
2.0% |
90% |
False |
False |
5,441 |
| 40 |
2,533.0 |
2,096.0 |
437.0 |
17.4% |
53.8 |
2.1% |
95% |
False |
False |
3,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,687.0 |
|
2.618 |
2,621.7 |
|
1.618 |
2,581.7 |
|
1.000 |
2,557.0 |
|
0.618 |
2,541.7 |
|
HIGH |
2,517.0 |
|
0.618 |
2,501.7 |
|
0.500 |
2,497.0 |
|
0.382 |
2,492.3 |
|
LOW |
2,477.0 |
|
0.618 |
2,452.3 |
|
1.000 |
2,437.0 |
|
1.618 |
2,412.3 |
|
2.618 |
2,372.3 |
|
4.250 |
2,307.0 |
|
|