Day Change Summary |
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Previous |
Current |
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|
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18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,823.0 |
4,846.5 |
23.5 |
0.5% |
5,070.0 |
High |
4,867.0 |
4,885.0 |
18.0 |
0.4% |
5,070.0 |
Low |
4,779.0 |
4,830.0 |
51.0 |
1.1% |
4,771.5 |
Close |
4,850.5 |
4,866.5 |
16.0 |
0.3% |
4,866.5 |
Range |
88.0 |
55.0 |
-33.0 |
-37.5% |
298.5 |
ATR |
113.5 |
109.3 |
-4.2 |
-3.7% |
0.0 |
Volume |
7,419 |
3,250 |
-4,169 |
-56.2% |
22,808 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,025.5 |
5,001.0 |
4,896.8 |
|
R3 |
4,970.5 |
4,946.0 |
4,881.6 |
|
R2 |
4,915.5 |
4,915.5 |
4,876.6 |
|
R1 |
4,891.0 |
4,891.0 |
4,871.5 |
4,903.3 |
PP |
4,860.5 |
4,860.5 |
4,860.5 |
4,866.6 |
S1 |
4,836.0 |
4,836.0 |
4,861.5 |
4,848.3 |
S2 |
4,805.5 |
4,805.5 |
4,856.4 |
|
S3 |
4,750.5 |
4,781.0 |
4,851.4 |
|
S4 |
4,695.5 |
4,726.0 |
4,836.3 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,798.2 |
5,630.8 |
5,030.7 |
|
R3 |
5,499.7 |
5,332.3 |
4,948.6 |
|
R2 |
5,201.2 |
5,201.2 |
4,921.2 |
|
R1 |
5,033.8 |
5,033.8 |
4,893.9 |
4,968.3 |
PP |
4,902.7 |
4,902.7 |
4,902.7 |
4,869.9 |
S1 |
4,735.3 |
4,735.3 |
4,839.1 |
4,669.8 |
S2 |
4,604.2 |
4,604.2 |
4,811.8 |
|
S3 |
4,305.7 |
4,436.8 |
4,784.4 |
|
S4 |
4,007.2 |
4,138.3 |
4,702.3 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,070.0 |
4,771.5 |
298.5 |
6.1% |
106.8 |
2.2% |
32% |
False |
False |
4,561 |
10 |
5,148.0 |
4,771.5 |
376.5 |
7.7% |
95.5 |
2.0% |
25% |
False |
False |
3,051 |
20 |
5,185.0 |
4,771.5 |
413.5 |
8.5% |
99.1 |
2.0% |
23% |
False |
False |
1,722 |
40 |
5,185.0 |
4,587.5 |
597.5 |
12.3% |
103.4 |
2.1% |
47% |
False |
False |
953 |
60 |
5,185.0 |
3,993.0 |
1,192.0 |
24.5% |
106.8 |
2.2% |
73% |
False |
False |
685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,118.8 |
2.618 |
5,029.0 |
1.618 |
4,974.0 |
1.000 |
4,940.0 |
0.618 |
4,919.0 |
HIGH |
4,885.0 |
0.618 |
4,864.0 |
0.500 |
4,857.5 |
0.382 |
4,851.0 |
LOW |
4,830.0 |
0.618 |
4,796.0 |
1.000 |
4,775.0 |
1.618 |
4,741.0 |
2.618 |
4,686.0 |
4.250 |
4,596.3 |
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