Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,815.0 |
3,753.0 |
-62.0 |
-1.6% |
4,036.0 |
High |
3,817.0 |
3,791.0 |
-26.0 |
-0.7% |
4,043.0 |
Low |
3,757.0 |
3,739.0 |
-18.0 |
-0.5% |
3,840.0 |
Close |
3,766.0 |
3,766.0 |
0.0 |
0.0% |
3,862.0 |
Range |
60.0 |
52.0 |
-8.0 |
-13.3% |
203.0 |
ATR |
66.8 |
65.8 |
-1.1 |
-1.6% |
0.0 |
Volume |
30,654 |
25,248 |
-5,406 |
-17.6% |
290,028 |
|
Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,921.3 |
3,895.7 |
3,794.6 |
|
R3 |
3,869.3 |
3,843.7 |
3,780.3 |
|
R2 |
3,817.3 |
3,817.3 |
3,775.5 |
|
R1 |
3,791.7 |
3,791.7 |
3,770.8 |
3,804.5 |
PP |
3,765.3 |
3,765.3 |
3,765.3 |
3,771.8 |
S1 |
3,739.7 |
3,739.7 |
3,761.2 |
3,752.5 |
S2 |
3,713.3 |
3,713.3 |
3,756.5 |
|
S3 |
3,661.3 |
3,687.7 |
3,751.7 |
|
S4 |
3,609.3 |
3,635.7 |
3,737.4 |
|
|
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 |
3,905.0 |
3,739.0 |
166.0 |
4.4% |
49.0 |
1.3% |
16% |
False |
True |
24,802 |
10 |
4,064.0 |
3,739.0 |
325.0 |
8.6% |
50.8 |
1.3% |
8% |
False |
True |
37,947 |
20 |
4,064.0 |
3,706.0 |
358.0 |
9.5% |
50.4 |
1.3% |
17% |
False |
False |
19,321 |
40 |
4,064.0 |
3,661.0 |
403.0 |
10.7% |
38.3 |
1.0% |
26% |
False |
False |
9,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,012.0 |
2.618 |
3,927.1 |
1.618 |
3,875.1 |
1.000 |
3,843.0 |
0.618 |
3,823.1 |
HIGH |
3,791.0 |
0.618 |
3,771.1 |
0.500 |
3,765.0 |
0.382 |
3,758.9 |
LOW |
3,739.0 |
0.618 |
3,706.9 |
1.000 |
3,687.0 |
1.618 |
3,654.9 |
2.618 |
3,602.9 |
4.250 |
3,518.0 |
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