| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4,905.0 |
4,882.0 |
-23.0 |
-0.5% |
5,070.0 |
| High |
4,945.5 |
4,899.0 |
-46.5 |
-0.9% |
5,148.0 |
| Low |
4,857.5 |
4,771.5 |
-86.0 |
-1.8% |
4,994.0 |
| Close |
4,912.5 |
4,818.5 |
-94.0 |
-1.9% |
5,080.5 |
| Range |
88.0 |
127.5 |
39.5 |
44.9% |
154.0 |
| ATR |
113.5 |
115.4 |
2.0 |
1.7% |
0.0 |
| Volume |
3,727 |
4,455 |
728 |
19.5% |
7,705 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,212.2 |
5,142.8 |
4,888.6 |
|
| R3 |
5,084.7 |
5,015.3 |
4,853.6 |
|
| R2 |
4,957.2 |
4,957.2 |
4,841.9 |
|
| R1 |
4,887.8 |
4,887.8 |
4,830.2 |
4,858.8 |
| PP |
4,829.7 |
4,829.7 |
4,829.7 |
4,815.1 |
| S1 |
4,760.3 |
4,760.3 |
4,806.8 |
4,731.3 |
| S2 |
4,702.2 |
4,702.2 |
4,795.1 |
|
| S3 |
4,574.7 |
4,632.8 |
4,783.4 |
|
| S4 |
4,447.2 |
4,505.3 |
4,748.4 |
|
|
| 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 |
5,136.5 |
4,771.5 |
365.0 |
7.6% |
106.1 |
2.2% |
13% |
False |
True |
3,069 |
| 10 |
5,174.0 |
4,771.5 |
402.5 |
8.4% |
99.2 |
2.1% |
12% |
False |
True |
2,170 |
| 20 |
5,185.0 |
4,771.5 |
413.5 |
8.6% |
100.9 |
2.1% |
11% |
False |
True |
1,209 |
| 40 |
5,185.0 |
4,540.0 |
645.0 |
13.4% |
103.8 |
2.2% |
43% |
False |
False |
688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,440.9 |
|
2.618 |
5,232.8 |
|
1.618 |
5,105.3 |
|
1.000 |
5,026.5 |
|
0.618 |
4,977.8 |
|
HIGH |
4,899.0 |
|
0.618 |
4,850.3 |
|
0.500 |
4,835.3 |
|
0.382 |
4,820.2 |
|
LOW |
4,771.5 |
|
0.618 |
4,692.7 |
|
1.000 |
4,644.0 |
|
1.618 |
4,565.2 |
|
2.618 |
4,437.7 |
|
4.250 |
4,229.6 |
|
|