Day Change Summary |
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Previous |
Current |
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19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,846.5 |
4,866.5 |
20.0 |
0.4% |
5,070.0 |
High |
4,885.0 |
4,868.0 |
-17.0 |
-0.3% |
5,070.0 |
Low |
4,830.0 |
4,671.0 |
-159.0 |
-3.3% |
4,771.5 |
Close |
4,866.5 |
4,717.0 |
-149.5 |
-3.1% |
4,866.5 |
Range |
55.0 |
197.0 |
142.0 |
258.2% |
298.5 |
ATR |
109.3 |
115.6 |
6.3 |
5.7% |
0.0 |
Volume |
3,250 |
530 |
-2,720 |
-83.7% |
22,808 |
|
Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,343.0 |
5,227.0 |
4,825.4 |
|
R3 |
5,146.0 |
5,030.0 |
4,771.2 |
|
R2 |
4,949.0 |
4,949.0 |
4,753.1 |
|
R1 |
4,833.0 |
4,833.0 |
4,735.1 |
4,792.5 |
PP |
4,752.0 |
4,752.0 |
4,752.0 |
4,731.8 |
S1 |
4,636.0 |
4,636.0 |
4,698.9 |
4,595.5 |
S2 |
4,555.0 |
4,555.0 |
4,680.9 |
|
S3 |
4,358.0 |
4,439.0 |
4,662.8 |
|
S4 |
4,161.0 |
4,242.0 |
4,608.7 |
|
|
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 |
4,945.5 |
4,671.0 |
274.5 |
5.8% |
111.1 |
2.4% |
17% |
False |
True |
3,876 |
10 |
5,148.0 |
4,671.0 |
477.0 |
10.1% |
107.3 |
2.3% |
10% |
False |
True |
3,032 |
20 |
5,185.0 |
4,671.0 |
514.0 |
10.9% |
104.0 |
2.2% |
9% |
False |
True |
1,741 |
40 |
5,185.0 |
4,587.5 |
597.5 |
12.7% |
106.5 |
2.3% |
22% |
False |
False |
965 |
60 |
5,185.0 |
3,993.0 |
1,192.0 |
25.3% |
108.2 |
2.3% |
61% |
False |
False |
689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,705.3 |
2.618 |
5,383.7 |
1.618 |
5,186.7 |
1.000 |
5,065.0 |
0.618 |
4,989.7 |
HIGH |
4,868.0 |
0.618 |
4,792.7 |
0.500 |
4,769.5 |
0.382 |
4,746.3 |
LOW |
4,671.0 |
0.618 |
4,549.3 |
1.000 |
4,474.0 |
1.618 |
4,352.3 |
2.618 |
4,155.3 |
4.250 |
3,833.8 |
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