| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,472.77 |
1,463.46 |
-9.31 |
-0.6% |
1,482.21 |
| High |
1,473.07 |
1,469.16 |
-3.91 |
-0.3% |
1,511.94 |
| Low |
1,445.30 |
1,442.81 |
-2.49 |
-0.2% |
1,467.13 |
| Close |
1,456.96 |
1,443.25 |
-13.71 |
-0.9% |
1,489.97 |
| Range |
27.77 |
26.35 |
-1.42 |
-5.1% |
44.81 |
| ATR |
31.66 |
31.28 |
-0.38 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,530.79 |
1,513.37 |
1,457.74 |
|
| R3 |
1,504.44 |
1,487.02 |
1,450.50 |
|
| R2 |
1,478.09 |
1,478.09 |
1,448.08 |
|
| R1 |
1,460.67 |
1,460.67 |
1,445.67 |
1,456.21 |
| PP |
1,451.74 |
1,451.74 |
1,451.74 |
1,449.51 |
| S1 |
1,434.32 |
1,434.32 |
1,440.83 |
1,429.86 |
| S2 |
1,425.39 |
1,425.39 |
1,438.42 |
|
| S3 |
1,399.04 |
1,407.97 |
1,436.00 |
|
| S4 |
1,372.69 |
1,381.62 |
1,428.76 |
|
|
| 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 |
|
|
| 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 |
1,442.81 |
69.13 |
4.8% |
25.64 |
1.8% |
1% |
False |
True |
|
| 10 |
1,511.94 |
1,442.81 |
69.13 |
4.8% |
24.27 |
1.7% |
1% |
False |
True |
|
| 20 |
1,511.94 |
1,350.95 |
160.99 |
11.2% |
29.31 |
2.0% |
57% |
False |
False |
|
| 40 |
1,511.94 |
1,303.73 |
208.21 |
14.4% |
30.10 |
2.1% |
67% |
False |
False |
|
| 60 |
1,511.94 |
1,203.85 |
308.09 |
21.3% |
30.13 |
2.1% |
78% |
False |
False |
|
| 80 |
1,511.94 |
1,040.41 |
471.53 |
32.7% |
32.29 |
2.2% |
85% |
False |
False |
|
| 100 |
1,511.94 |
1,040.41 |
471.53 |
32.7% |
32.63 |
2.3% |
85% |
False |
False |
|
| 120 |
1,511.94 |
1,040.41 |
471.53 |
32.7% |
32.68 |
2.3% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,581.15 |
|
2.618 |
1,538.14 |
|
1.618 |
1,511.79 |
|
1.000 |
1,495.51 |
|
0.618 |
1,485.44 |
|
HIGH |
1,469.16 |
|
0.618 |
1,459.09 |
|
0.500 |
1,455.99 |
|
0.382 |
1,452.88 |
|
LOW |
1,442.81 |
|
0.618 |
1,426.53 |
|
1.000 |
1,416.46 |
|
1.618 |
1,400.18 |
|
2.618 |
1,373.83 |
|
4.250 |
1,330.82 |
|
|