| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4,866.5 |
4,686.5 |
-180.0 |
-3.7% |
5,070.0 |
| High |
4,868.0 |
4,757.0 |
-111.0 |
-2.3% |
5,070.0 |
| Low |
4,671.0 |
4,685.0 |
14.0 |
0.3% |
4,771.5 |
| Close |
4,717.0 |
4,712.5 |
-4.5 |
-0.1% |
4,866.5 |
| Range |
197.0 |
72.0 |
-125.0 |
-63.5% |
298.5 |
| ATR |
115.6 |
112.4 |
-3.1 |
-2.7% |
0.0 |
| Volume |
530 |
386 |
-144 |
-27.2% |
22,808 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,934.2 |
4,895.3 |
4,752.1 |
|
| R3 |
4,862.2 |
4,823.3 |
4,732.3 |
|
| R2 |
4,790.2 |
4,790.2 |
4,725.7 |
|
| R1 |
4,751.3 |
4,751.3 |
4,719.1 |
4,770.8 |
| PP |
4,718.2 |
4,718.2 |
4,718.2 |
4,727.9 |
| S1 |
4,679.3 |
4,679.3 |
4,705.9 |
4,698.8 |
| S2 |
4,646.2 |
4,646.2 |
4,699.3 |
|
| S3 |
4,574.2 |
4,607.3 |
4,692.7 |
|
| S4 |
4,502.2 |
4,535.3 |
4,672.9 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,899.0 |
4,671.0 |
228.0 |
4.8% |
107.9 |
2.3% |
18% |
False |
False |
3,208 |
| 10 |
5,148.0 |
4,671.0 |
477.0 |
10.1% |
106.5 |
2.3% |
9% |
False |
False |
2,878 |
| 20 |
5,185.0 |
4,671.0 |
514.0 |
10.9% |
97.3 |
2.1% |
8% |
False |
False |
1,737 |
| 40 |
5,185.0 |
4,587.5 |
597.5 |
12.7% |
105.4 |
2.2% |
21% |
False |
False |
974 |
| 60 |
5,185.0 |
3,993.0 |
1,192.0 |
25.3% |
108.2 |
2.3% |
60% |
False |
False |
683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,063.0 |
|
2.618 |
4,945.5 |
|
1.618 |
4,873.5 |
|
1.000 |
4,829.0 |
|
0.618 |
4,801.5 |
|
HIGH |
4,757.0 |
|
0.618 |
4,729.5 |
|
0.500 |
4,721.0 |
|
0.382 |
4,712.5 |
|
LOW |
4,685.0 |
|
0.618 |
4,640.5 |
|
1.000 |
4,613.0 |
|
1.618 |
4,568.5 |
|
2.618 |
4,496.5 |
|
4.250 |
4,379.0 |
|
|