| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,449.00 |
1,456.14 |
7.14 |
0.5% |
1,482.21 |
| High |
1,470.11 |
1,464.04 |
-6.07 |
-0.4% |
1,511.94 |
| Low |
1,439.38 |
1,445.31 |
5.93 |
0.4% |
1,467.13 |
| Close |
1,455.89 |
1,453.80 |
-2.09 |
-0.1% |
1,489.97 |
| Range |
30.73 |
18.73 |
-12.00 |
-39.0% |
44.81 |
| ATR |
31.25 |
30.35 |
-0.89 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,510.57 |
1,500.92 |
1,464.10 |
|
| R3 |
1,491.84 |
1,482.19 |
1,458.95 |
|
| R2 |
1,473.11 |
1,473.11 |
1,457.23 |
|
| R1 |
1,463.46 |
1,463.46 |
1,455.52 |
1,458.92 |
| PP |
1,454.38 |
1,454.38 |
1,454.38 |
1,452.12 |
| S1 |
1,444.73 |
1,444.73 |
1,452.08 |
1,440.19 |
| S2 |
1,435.65 |
1,435.65 |
1,450.37 |
|
| S3 |
1,416.92 |
1,426.00 |
1,448.65 |
|
| S4 |
1,398.19 |
1,407.27 |
1,443.50 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,624.11 |
1,601.85 |
1,514.62 |
|
| R3 |
1,579.30 |
1,557.04 |
1,502.29 |
|
| R2 |
1,534.49 |
1,534.49 |
1,498.19 |
|
| R1 |
1,512.23 |
1,512.23 |
1,494.08 |
1,523.36 |
| PP |
1,489.68 |
1,489.68 |
1,489.68 |
1,495.25 |
| S1 |
1,467.42 |
1,467.42 |
1,485.86 |
1,478.55 |
| S2 |
1,444.87 |
1,444.87 |
1,481.75 |
|
| S3 |
1,400.06 |
1,422.61 |
1,477.65 |
|
| S4 |
1,355.25 |
1,377.80 |
1,465.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,489.97 |
1,439.38 |
50.59 |
3.5% |
24.67 |
1.7% |
29% |
False |
False |
|
| 10 |
1,511.94 |
1,439.38 |
72.56 |
5.0% |
25.74 |
1.8% |
20% |
False |
False |
|
| 20 |
1,511.94 |
1,350.95 |
160.99 |
11.1% |
28.53 |
2.0% |
64% |
False |
False |
|
| 40 |
1,511.94 |
1,321.42 |
190.52 |
13.1% |
29.53 |
2.0% |
69% |
False |
False |
|
| 60 |
1,511.94 |
1,204.96 |
306.98 |
21.1% |
29.65 |
2.0% |
81% |
False |
False |
|
| 80 |
1,511.94 |
1,040.41 |
471.53 |
32.4% |
31.74 |
2.2% |
88% |
False |
False |
|
| 100 |
1,511.94 |
1,040.41 |
471.53 |
32.4% |
32.31 |
2.2% |
88% |
False |
False |
|
| 120 |
1,511.94 |
1,040.41 |
471.53 |
32.4% |
32.78 |
2.3% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,543.64 |
|
2.618 |
1,513.08 |
|
1.618 |
1,494.35 |
|
1.000 |
1,482.77 |
|
0.618 |
1,475.62 |
|
HIGH |
1,464.04 |
|
0.618 |
1,456.89 |
|
0.500 |
1,454.68 |
|
0.382 |
1,452.46 |
|
LOW |
1,445.31 |
|
0.618 |
1,433.73 |
|
1.000 |
1,426.58 |
|
1.618 |
1,415.00 |
|
2.618 |
1,396.27 |
|
4.250 |
1,365.71 |
|
|