Day Change Summary |
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Previous |
Current |
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19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,465.88 |
1,455.78 |
-10.10 |
-0.7% |
1,472.77 |
High |
1,477.95 |
1,459.10 |
-18.85 |
-1.3% |
1,477.95 |
Low |
1,460.45 |
1,423.81 |
-36.64 |
-2.5% |
1,439.38 |
Close |
1,471.23 |
1,426.61 |
-44.62 |
-3.0% |
1,471.23 |
Range |
17.50 |
35.29 |
17.79 |
101.7% |
38.57 |
ATR |
29.91 |
31.16 |
1.25 |
4.2% |
0.00 |
Volume |
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Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.38 |
1,519.78 |
1,446.02 |
|
R3 |
1,507.09 |
1,484.49 |
1,436.31 |
|
R2 |
1,471.80 |
1,471.80 |
1,433.08 |
|
R1 |
1,449.20 |
1,449.20 |
1,429.84 |
1,442.86 |
PP |
1,436.51 |
1,436.51 |
1,436.51 |
1,433.33 |
S1 |
1,413.91 |
1,413.91 |
1,423.38 |
1,407.57 |
S2 |
1,401.22 |
1,401.22 |
1,420.14 |
|
S3 |
1,365.93 |
1,378.62 |
1,416.91 |
|
S4 |
1,330.64 |
1,343.33 |
1,407.20 |
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Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,578.56 |
1,563.47 |
1,492.44 |
|
R3 |
1,539.99 |
1,524.90 |
1,481.84 |
|
R2 |
1,501.42 |
1,501.42 |
1,478.30 |
|
R1 |
1,486.33 |
1,486.33 |
1,474.77 |
1,474.59 |
PP |
1,462.85 |
1,462.85 |
1,462.85 |
1,456.99 |
S1 |
1,447.76 |
1,447.76 |
1,467.69 |
1,436.02 |
S2 |
1,424.28 |
1,424.28 |
1,464.16 |
|
S3 |
1,385.71 |
1,409.19 |
1,460.62 |
|
S4 |
1,347.14 |
1,370.62 |
1,450.02 |
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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 |
1,477.95 |
1,423.81 |
54.14 |
3.8% |
25.72 |
1.8% |
5% |
False |
True |
|
10 |
1,511.94 |
1,423.81 |
88.13 |
6.2% |
25.08 |
1.8% |
3% |
False |
True |
|
20 |
1,511.94 |
1,350.95 |
160.99 |
11.3% |
27.98 |
2.0% |
47% |
False |
False |
|
40 |
1,511.94 |
1,339.82 |
172.12 |
12.1% |
29.38 |
2.1% |
50% |
False |
False |
|
60 |
1,511.94 |
1,204.96 |
306.98 |
21.5% |
29.10 |
2.0% |
72% |
False |
False |
|
80 |
1,511.94 |
1,040.41 |
471.53 |
33.1% |
31.29 |
2.2% |
82% |
False |
False |
|
100 |
1,511.94 |
1,040.41 |
471.53 |
33.1% |
32.33 |
2.3% |
82% |
False |
False |
|
120 |
1,511.94 |
1,040.41 |
471.53 |
33.1% |
32.87 |
2.3% |
82% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,609.08 |
2.618 |
1,551.49 |
1.618 |
1,516.20 |
1.000 |
1,494.39 |
0.618 |
1,480.91 |
HIGH |
1,459.10 |
0.618 |
1,445.62 |
0.500 |
1,441.46 |
0.382 |
1,437.29 |
LOW |
1,423.81 |
0.618 |
1,402.00 |
1.000 |
1,388.52 |
1.618 |
1,366.71 |
2.618 |
1,331.42 |
4.250 |
1,273.83 |
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