| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,412.0 |
2,327.0 |
-85.0 |
-3.5% |
2,488.0 |
| High |
2,412.0 |
2,360.0 |
-52.0 |
-2.2% |
2,489.0 |
| Low |
2,332.0 |
2,327.0 |
-5.0 |
-0.2% |
2,347.0 |
| Close |
2,348.0 |
2,336.0 |
-12.0 |
-0.5% |
2,419.0 |
| Range |
80.0 |
33.0 |
-47.0 |
-58.8% |
142.0 |
| ATR |
57.7 |
55.9 |
-1.8 |
-3.1% |
0.0 |
| Volume |
857 |
274 |
-583 |
-68.0% |
174,488 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,440.0 |
2,421.0 |
2,354.2 |
|
| R3 |
2,407.0 |
2,388.0 |
2,345.1 |
|
| R2 |
2,374.0 |
2,374.0 |
2,342.1 |
|
| R1 |
2,355.0 |
2,355.0 |
2,339.0 |
2,364.5 |
| PP |
2,341.0 |
2,341.0 |
2,341.0 |
2,345.8 |
| S1 |
2,322.0 |
2,322.0 |
2,333.0 |
2,331.5 |
| S2 |
2,308.0 |
2,308.0 |
2,330.0 |
|
| S3 |
2,275.0 |
2,289.0 |
2,326.9 |
|
| S4 |
2,242.0 |
2,256.0 |
2,317.9 |
|
|
| 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 |
2,425.0 |
2,327.0 |
98.0 |
4.2% |
51.6 |
2.2% |
9% |
False |
True |
22,467 |
| 10 |
2,520.0 |
2,327.0 |
193.0 |
8.3% |
51.4 |
2.2% |
5% |
False |
True |
19,846 |
| 20 |
2,533.0 |
2,327.0 |
206.0 |
8.8% |
49.6 |
2.1% |
4% |
False |
True |
12,722 |
| 40 |
2,533.0 |
2,176.0 |
357.0 |
15.3% |
52.8 |
2.3% |
45% |
False |
False |
7,965 |
| 60 |
2,533.0 |
1,915.0 |
618.0 |
26.5% |
54.0 |
2.3% |
68% |
False |
False |
5,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.3 |
|
2.618 |
2,446.4 |
|
1.618 |
2,413.4 |
|
1.000 |
2,393.0 |
|
0.618 |
2,380.4 |
|
HIGH |
2,360.0 |
|
0.618 |
2,347.4 |
|
0.500 |
2,343.5 |
|
0.382 |
2,339.6 |
|
LOW |
2,327.0 |
|
0.618 |
2,306.6 |
|
1.000 |
2,294.0 |
|
1.618 |
2,273.6 |
|
2.618 |
2,240.6 |
|
4.250 |
2,186.8 |
|
|