Day Change Summary |
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Previous |
Current |
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|
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23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
4,686.5 |
4,731.0 |
44.5 |
0.9% |
5,070.0 |
High |
4,757.0 |
4,847.0 |
90.0 |
1.9% |
5,070.0 |
Low |
4,685.0 |
4,715.5 |
30.5 |
0.7% |
4,771.5 |
Close |
4,712.5 |
4,841.0 |
128.5 |
2.7% |
4,866.5 |
Range |
72.0 |
131.5 |
59.5 |
82.6% |
298.5 |
ATR |
112.4 |
114.0 |
1.6 |
1.4% |
0.0 |
Volume |
386 |
411 |
25 |
6.5% |
22,808 |
|
Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,195.7 |
5,149.8 |
4,913.3 |
|
R3 |
5,064.2 |
5,018.3 |
4,877.2 |
|
R2 |
4,932.7 |
4,932.7 |
4,865.1 |
|
R1 |
4,886.8 |
4,886.8 |
4,853.1 |
4,909.8 |
PP |
4,801.2 |
4,801.2 |
4,801.2 |
4,812.6 |
S1 |
4,755.3 |
4,755.3 |
4,828.9 |
4,778.3 |
S2 |
4,669.7 |
4,669.7 |
4,816.9 |
|
S3 |
4,538.2 |
4,623.8 |
4,804.8 |
|
S4 |
4,406.7 |
4,492.3 |
4,768.7 |
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|
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 |
4,885.0 |
4,671.0 |
214.0 |
4.4% |
108.7 |
2.2% |
79% |
False |
False |
2,399 |
10 |
5,136.5 |
4,671.0 |
465.5 |
9.6% |
107.4 |
2.2% |
37% |
False |
False |
2,734 |
20 |
5,185.0 |
4,671.0 |
514.0 |
10.6% |
99.9 |
2.1% |
33% |
False |
False |
1,751 |
40 |
5,185.0 |
4,649.0 |
536.0 |
11.1% |
107.0 |
2.2% |
36% |
False |
False |
983 |
60 |
5,185.0 |
3,993.0 |
1,192.0 |
24.6% |
108.6 |
2.2% |
71% |
False |
False |
687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,405.9 |
2.618 |
5,191.3 |
1.618 |
5,059.8 |
1.000 |
4,978.5 |
0.618 |
4,928.3 |
HIGH |
4,847.0 |
0.618 |
4,796.8 |
0.500 |
4,781.3 |
0.382 |
4,765.7 |
LOW |
4,715.5 |
0.618 |
4,634.2 |
1.000 |
4,584.0 |
1.618 |
4,502.7 |
2.618 |
4,371.2 |
4.250 |
4,156.6 |
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