Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,800.0 |
3,855.0 |
55.0 |
1.4% |
3,877.0 |
High |
3,834.0 |
3,891.0 |
57.0 |
1.5% |
3,904.0 |
Low |
3,762.0 |
3,850.0 |
88.0 |
2.3% |
3,739.0 |
Close |
3,830.0 |
3,878.0 |
48.0 |
1.3% |
3,878.0 |
Range |
72.0 |
41.0 |
-31.0 |
-43.1% |
165.0 |
ATR |
66.2 |
65.8 |
-0.4 |
-0.6% |
0.0 |
Volume |
25,461 |
21,484 |
-3,977 |
-15.6% |
123,274 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,996.0 |
3,978.0 |
3,900.6 |
|
R3 |
3,955.0 |
3,937.0 |
3,889.3 |
|
R2 |
3,914.0 |
3,914.0 |
3,885.5 |
|
R1 |
3,896.0 |
3,896.0 |
3,881.8 |
3,905.0 |
PP |
3,873.0 |
3,873.0 |
3,873.0 |
3,877.5 |
S1 |
3,855.0 |
3,855.0 |
3,874.2 |
3,864.0 |
S2 |
3,832.0 |
3,832.0 |
3,870.5 |
|
S3 |
3,791.0 |
3,814.0 |
3,866.7 |
|
S4 |
3,750.0 |
3,773.0 |
3,855.5 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,335.3 |
4,271.7 |
3,968.8 |
|
R3 |
4,170.3 |
4,106.7 |
3,923.4 |
|
R2 |
4,005.3 |
4,005.3 |
3,908.3 |
|
R1 |
3,941.7 |
3,941.7 |
3,893.1 |
3,973.5 |
PP |
3,840.3 |
3,840.3 |
3,840.3 |
3,856.3 |
S1 |
3,776.7 |
3,776.7 |
3,862.9 |
3,808.5 |
S2 |
3,675.3 |
3,675.3 |
3,847.8 |
|
S3 |
3,510.3 |
3,611.7 |
3,832.6 |
|
S4 |
3,345.3 |
3,446.7 |
3,787.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,904.0 |
3,739.0 |
165.0 |
4.3% |
52.4 |
1.4% |
84% |
False |
False |
24,654 |
10 |
4,043.0 |
3,739.0 |
304.0 |
7.8% |
53.1 |
1.4% |
46% |
False |
False |
41,330 |
20 |
4,064.0 |
3,739.0 |
325.0 |
8.4% |
53.3 |
1.4% |
43% |
False |
False |
21,643 |
40 |
4,064.0 |
3,684.0 |
380.0 |
9.8% |
40.3 |
1.0% |
51% |
False |
False |
10,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,065.3 |
2.618 |
3,998.3 |
1.618 |
3,957.3 |
1.000 |
3,932.0 |
0.618 |
3,916.3 |
HIGH |
3,891.0 |
0.618 |
3,875.3 |
0.500 |
3,870.5 |
0.382 |
3,865.7 |
LOW |
3,850.0 |
0.618 |
3,824.7 |
1.000 |
3,809.0 |
1.618 |
3,783.7 |
2.618 |
3,742.7 |
4.250 |
3,675.8 |
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