| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
3,877.0 |
3,815.0 |
-62.0 |
-1.6% |
4,036.0 |
| High |
3,904.0 |
3,817.0 |
-87.0 |
-2.2% |
4,043.0 |
| Low |
3,867.0 |
3,757.0 |
-110.0 |
-2.8% |
3,840.0 |
| Close |
3,888.0 |
3,766.0 |
-122.0 |
-3.1% |
3,862.0 |
| Range |
37.0 |
60.0 |
23.0 |
62.2% |
203.0 |
| ATR |
61.9 |
66.8 |
4.9 |
8.0% |
0.0 |
| Volume |
20,427 |
30,654 |
10,227 |
50.1% |
290,028 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,960.0 |
3,923.0 |
3,799.0 |
|
| R3 |
3,900.0 |
3,863.0 |
3,782.5 |
|
| R2 |
3,840.0 |
3,840.0 |
3,777.0 |
|
| R1 |
3,803.0 |
3,803.0 |
3,771.5 |
3,791.5 |
| PP |
3,780.0 |
3,780.0 |
3,780.0 |
3,774.3 |
| S1 |
3,743.0 |
3,743.0 |
3,760.5 |
3,731.5 |
| S2 |
3,720.0 |
3,720.0 |
3,755.0 |
|
| S3 |
3,660.0 |
3,683.0 |
3,749.5 |
|
| S4 |
3,600.0 |
3,623.0 |
3,733.0 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,524.0 |
4,396.0 |
3,973.7 |
|
| R3 |
4,321.0 |
4,193.0 |
3,917.8 |
|
| R2 |
4,118.0 |
4,118.0 |
3,899.2 |
|
| R1 |
3,990.0 |
3,990.0 |
3,880.6 |
3,952.5 |
| PP |
3,915.0 |
3,915.0 |
3,915.0 |
3,896.3 |
| S1 |
3,787.0 |
3,787.0 |
3,843.4 |
3,749.5 |
| S2 |
3,712.0 |
3,712.0 |
3,824.8 |
|
| S3 |
3,509.0 |
3,584.0 |
3,806.2 |
|
| S4 |
3,306.0 |
3,381.0 |
3,750.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,919.0 |
3,757.0 |
162.0 |
4.3% |
53.4 |
1.4% |
6% |
False |
True |
32,639 |
| 10 |
4,064.0 |
3,757.0 |
307.0 |
8.2% |
52.6 |
1.4% |
3% |
False |
True |
35,728 |
| 20 |
4,064.0 |
3,698.0 |
366.0 |
9.7% |
50.3 |
1.3% |
19% |
False |
False |
18,076 |
| 40 |
4,064.0 |
3,640.0 |
424.0 |
11.3% |
39.4 |
1.0% |
30% |
False |
False |
9,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,072.0 |
|
2.618 |
3,974.1 |
|
1.618 |
3,914.1 |
|
1.000 |
3,877.0 |
|
0.618 |
3,854.1 |
|
HIGH |
3,817.0 |
|
0.618 |
3,794.1 |
|
0.500 |
3,787.0 |
|
0.382 |
3,779.9 |
|
LOW |
3,757.0 |
|
0.618 |
3,719.9 |
|
1.000 |
3,697.0 |
|
1.618 |
3,659.9 |
|
2.618 |
3,599.9 |
|
4.250 |
3,502.0 |
|
|