| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,327.0 |
2,349.0 |
22.0 |
0.9% |
2,488.0 |
| High |
2,360.0 |
2,406.0 |
46.0 |
1.9% |
2,489.0 |
| Low |
2,327.0 |
2,333.0 |
6.0 |
0.3% |
2,347.0 |
| Close |
2,336.0 |
2,403.0 |
67.0 |
2.9% |
2,419.0 |
| Range |
33.0 |
73.0 |
40.0 |
121.2% |
142.0 |
| ATR |
55.9 |
57.1 |
1.2 |
2.2% |
0.0 |
| Volume |
274 |
172 |
-102 |
-37.2% |
174,488 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,599.7 |
2,574.3 |
2,443.2 |
|
| R3 |
2,526.7 |
2,501.3 |
2,423.1 |
|
| R2 |
2,453.7 |
2,453.7 |
2,416.4 |
|
| R1 |
2,428.3 |
2,428.3 |
2,409.7 |
2,441.0 |
| PP |
2,380.7 |
2,380.7 |
2,380.7 |
2,387.0 |
| S1 |
2,355.3 |
2,355.3 |
2,396.3 |
2,368.0 |
| S2 |
2,307.7 |
2,307.7 |
2,389.6 |
|
| S3 |
2,234.7 |
2,282.3 |
2,382.9 |
|
| S4 |
2,161.7 |
2,209.3 |
2,362.9 |
|
|
| 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 |
4.1% |
55.2 |
2.3% |
78% |
False |
False |
13,611 |
| 10 |
2,517.0 |
2,327.0 |
190.0 |
7.9% |
52.9 |
2.2% |
40% |
False |
False |
18,549 |
| 20 |
2,533.0 |
2,327.0 |
206.0 |
8.6% |
51.0 |
2.1% |
37% |
False |
False |
12,660 |
| 40 |
2,533.0 |
2,221.0 |
312.0 |
13.0% |
53.4 |
2.2% |
58% |
False |
False |
7,959 |
| 60 |
2,533.0 |
1,915.0 |
618.0 |
25.7% |
55.0 |
2.3% |
79% |
False |
False |
5,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,716.3 |
|
2.618 |
2,597.1 |
|
1.618 |
2,524.1 |
|
1.000 |
2,479.0 |
|
0.618 |
2,451.1 |
|
HIGH |
2,406.0 |
|
0.618 |
2,378.1 |
|
0.500 |
2,369.5 |
|
0.382 |
2,360.9 |
|
LOW |
2,333.0 |
|
0.618 |
2,287.9 |
|
1.000 |
2,260.0 |
|
1.618 |
2,214.9 |
|
2.618 |
2,141.9 |
|
4.250 |
2,022.8 |
|
|