Day Change Summary |
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Previous |
Current |
|
|
|
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19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,876.0 |
3,877.0 |
1.0 |
0.0% |
4,036.0 |
High |
3,905.0 |
3,904.0 |
-1.0 |
0.0% |
4,043.0 |
Low |
3,856.0 |
3,867.0 |
11.0 |
0.3% |
3,840.0 |
Close |
3,862.0 |
3,888.0 |
26.0 |
0.7% |
3,862.0 |
Range |
49.0 |
37.0 |
-12.0 |
-24.5% |
203.0 |
ATR |
63.4 |
61.9 |
-1.5 |
-2.4% |
0.0 |
Volume |
21,552 |
20,427 |
-1,125 |
-5.2% |
290,028 |
|
Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,997.3 |
3,979.7 |
3,908.4 |
|
R3 |
3,960.3 |
3,942.7 |
3,898.2 |
|
R2 |
3,923.3 |
3,923.3 |
3,894.8 |
|
R1 |
3,905.7 |
3,905.7 |
3,891.4 |
3,914.5 |
PP |
3,886.3 |
3,886.3 |
3,886.3 |
3,890.8 |
S1 |
3,868.7 |
3,868.7 |
3,884.6 |
3,877.5 |
S2 |
3,849.3 |
3,849.3 |
3,881.2 |
|
S3 |
3,812.3 |
3,831.7 |
3,877.8 |
|
S4 |
3,775.3 |
3,794.7 |
3,867.7 |
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|
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 |
3,981.0 |
3,840.0 |
141.0 |
3.6% |
52.8 |
1.4% |
34% |
False |
False |
45,402 |
10 |
4,064.0 |
3,840.0 |
224.0 |
5.8% |
51.9 |
1.3% |
21% |
False |
False |
32,807 |
20 |
4,064.0 |
3,697.0 |
367.0 |
9.4% |
49.9 |
1.3% |
52% |
False |
False |
16,545 |
40 |
4,064.0 |
3,640.0 |
424.0 |
10.9% |
40.3 |
1.0% |
58% |
False |
False |
8,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,061.3 |
2.618 |
4,000.9 |
1.618 |
3,963.9 |
1.000 |
3,941.0 |
0.618 |
3,926.9 |
HIGH |
3,904.0 |
0.618 |
3,889.9 |
0.500 |
3,885.5 |
0.382 |
3,881.1 |
LOW |
3,867.0 |
0.618 |
3,844.1 |
1.000 |
3,830.0 |
1.618 |
3,807.1 |
2.618 |
3,770.1 |
4.250 |
3,709.8 |
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