Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,753.0 |
3,800.0 |
47.0 |
1.3% |
4,036.0 |
High |
3,791.0 |
3,834.0 |
43.0 |
1.1% |
4,043.0 |
Low |
3,739.0 |
3,762.0 |
23.0 |
0.6% |
3,840.0 |
Close |
3,766.0 |
3,830.0 |
64.0 |
1.7% |
3,862.0 |
Range |
52.0 |
72.0 |
20.0 |
38.5% |
203.0 |
ATR |
65.8 |
66.2 |
0.4 |
0.7% |
0.0 |
Volume |
25,248 |
25,461 |
213 |
0.8% |
290,028 |
|
Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,024.7 |
3,999.3 |
3,869.6 |
|
R3 |
3,952.7 |
3,927.3 |
3,849.8 |
|
R2 |
3,880.7 |
3,880.7 |
3,843.2 |
|
R1 |
3,855.3 |
3,855.3 |
3,836.6 |
3,868.0 |
PP |
3,808.7 |
3,808.7 |
3,808.7 |
3,815.0 |
S1 |
3,783.3 |
3,783.3 |
3,823.4 |
3,796.0 |
S2 |
3,736.7 |
3,736.7 |
3,816.8 |
|
S3 |
3,664.7 |
3,711.3 |
3,810.2 |
|
S4 |
3,592.7 |
3,639.3 |
3,790.4 |
|
|
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 |
4.3% |
54.0 |
1.4% |
55% |
False |
False |
24,668 |
10 |
4,064.0 |
3,739.0 |
325.0 |
8.5% |
53.5 |
1.4% |
28% |
False |
False |
40,171 |
20 |
4,064.0 |
3,706.0 |
358.0 |
9.3% |
52.3 |
1.4% |
35% |
False |
False |
20,591 |
40 |
4,064.0 |
3,684.0 |
380.0 |
9.9% |
39.9 |
1.0% |
38% |
False |
False |
10,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,140.0 |
2.618 |
4,022.5 |
1.618 |
3,950.5 |
1.000 |
3,906.0 |
0.618 |
3,878.5 |
HIGH |
3,834.0 |
0.618 |
3,806.5 |
0.500 |
3,798.0 |
0.382 |
3,789.5 |
LOW |
3,762.0 |
0.618 |
3,717.5 |
1.000 |
3,690.0 |
1.618 |
3,645.5 |
2.618 |
3,573.5 |
4.250 |
3,456.0 |
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