Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,857.0 |
3,876.0 |
19.0 |
0.5% |
4,036.0 |
High |
3,887.0 |
3,905.0 |
18.0 |
0.5% |
4,043.0 |
Low |
3,840.0 |
3,856.0 |
16.0 |
0.4% |
3,840.0 |
Close |
3,862.0 |
3,862.0 |
0.0 |
0.0% |
3,862.0 |
Range |
47.0 |
49.0 |
2.0 |
4.3% |
203.0 |
ATR |
64.5 |
63.4 |
-1.1 |
-1.7% |
0.0 |
Volume |
26,129 |
21,552 |
-4,577 |
-17.5% |
290,028 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,021.3 |
3,990.7 |
3,889.0 |
|
R3 |
3,972.3 |
3,941.7 |
3,875.5 |
|
R2 |
3,923.3 |
3,923.3 |
3,871.0 |
|
R1 |
3,892.7 |
3,892.7 |
3,866.5 |
3,883.5 |
PP |
3,874.3 |
3,874.3 |
3,874.3 |
3,869.8 |
S1 |
3,843.7 |
3,843.7 |
3,857.5 |
3,834.5 |
S2 |
3,825.3 |
3,825.3 |
3,853.0 |
|
S3 |
3,776.3 |
3,794.7 |
3,848.5 |
|
S4 |
3,727.3 |
3,745.7 |
3,835.1 |
|
|
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 |
4,043.0 |
3,840.0 |
203.0 |
5.3% |
53.8 |
1.4% |
11% |
False |
False |
58,005 |
10 |
4,064.0 |
3,840.0 |
224.0 |
5.8% |
54.8 |
1.4% |
10% |
False |
False |
30,773 |
20 |
4,064.0 |
3,697.0 |
367.0 |
9.5% |
49.0 |
1.3% |
45% |
False |
False |
15,530 |
40 |
4,064.0 |
3,640.0 |
424.0 |
11.0% |
39.4 |
1.0% |
52% |
False |
False |
7,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,113.3 |
2.618 |
4,033.3 |
1.618 |
3,984.3 |
1.000 |
3,954.0 |
0.618 |
3,935.3 |
HIGH |
3,905.0 |
0.618 |
3,886.3 |
0.500 |
3,880.5 |
0.382 |
3,874.7 |
LOW |
3,856.0 |
0.618 |
3,825.7 |
1.000 |
3,807.0 |
1.618 |
3,776.7 |
2.618 |
3,727.7 |
4.250 |
3,647.8 |
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