| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,399.0 |
2,412.0 |
13.0 |
0.5% |
2,488.0 |
| High |
2,425.0 |
2,412.0 |
-13.0 |
-0.5% |
2,489.0 |
| Low |
2,389.0 |
2,332.0 |
-57.0 |
-2.4% |
2,347.0 |
| Close |
2,419.0 |
2,348.0 |
-71.0 |
-2.9% |
2,419.0 |
| Range |
36.0 |
80.0 |
44.0 |
122.2% |
142.0 |
| ATR |
55.4 |
57.7 |
2.3 |
4.1% |
0.0 |
| Volume |
13,718 |
857 |
-12,861 |
-93.8% |
174,488 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.0 |
2,556.0 |
2,392.0 |
|
| R3 |
2,524.0 |
2,476.0 |
2,370.0 |
|
| R2 |
2,444.0 |
2,444.0 |
2,362.7 |
|
| R1 |
2,396.0 |
2,396.0 |
2,355.3 |
2,380.0 |
| PP |
2,364.0 |
2,364.0 |
2,364.0 |
2,356.0 |
| S1 |
2,316.0 |
2,316.0 |
2,340.7 |
2,300.0 |
| S2 |
2,284.0 |
2,284.0 |
2,333.3 |
|
| S3 |
2,204.0 |
2,236.0 |
2,326.0 |
|
| S4 |
2,124.0 |
2,156.0 |
2,304.0 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.3 |
2,773.7 |
2,497.1 |
|
| R3 |
2,702.3 |
2,631.7 |
2,458.1 |
|
| R2 |
2,560.3 |
2,560.3 |
2,445.0 |
|
| R1 |
2,489.7 |
2,489.7 |
2,432.0 |
2,454.0 |
| PP |
2,418.3 |
2,418.3 |
2,418.3 |
2,400.5 |
| S1 |
2,347.7 |
2,347.7 |
2,406.0 |
2,312.0 |
| S2 |
2,276.3 |
2,276.3 |
2,393.0 |
|
| S3 |
2,134.3 |
2,205.7 |
2,380.0 |
|
| S4 |
1,992.3 |
2,063.7 |
2,340.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,434.0 |
2,332.0 |
102.0 |
4.3% |
55.6 |
2.4% |
16% |
False |
True |
33,281 |
| 10 |
2,520.0 |
2,332.0 |
188.0 |
8.0% |
50.7 |
2.2% |
9% |
False |
True |
21,723 |
| 20 |
2,533.0 |
2,332.0 |
201.0 |
8.6% |
52.6 |
2.2% |
8% |
False |
True |
13,352 |
| 40 |
2,533.0 |
2,176.0 |
357.0 |
15.2% |
53.2 |
2.3% |
48% |
False |
False |
7,984 |
| 60 |
2,533.0 |
1,915.0 |
618.0 |
26.3% |
54.2 |
2.3% |
70% |
False |
False |
5,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,752.0 |
|
2.618 |
2,621.4 |
|
1.618 |
2,541.4 |
|
1.000 |
2,492.0 |
|
0.618 |
2,461.4 |
|
HIGH |
2,412.0 |
|
0.618 |
2,381.4 |
|
0.500 |
2,372.0 |
|
0.382 |
2,362.6 |
|
LOW |
2,332.0 |
|
0.618 |
2,282.6 |
|
1.000 |
2,252.0 |
|
1.618 |
2,202.6 |
|
2.618 |
2,122.6 |
|
4.250 |
1,992.0 |
|
|