| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,456.14 |
1,465.88 |
9.74 |
0.7% |
1,472.77 |
| High |
1,464.04 |
1,477.95 |
13.91 |
1.0% |
1,477.95 |
| Low |
1,445.31 |
1,460.45 |
15.14 |
1.0% |
1,439.38 |
| Close |
1,453.80 |
1,471.23 |
17.43 |
1.2% |
1,471.23 |
| Range |
18.73 |
17.50 |
-1.23 |
-6.6% |
38.57 |
| ATR |
30.35 |
29.91 |
-0.44 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,522.38 |
1,514.30 |
1,480.86 |
|
| R3 |
1,504.88 |
1,496.80 |
1,476.04 |
|
| R2 |
1,487.38 |
1,487.38 |
1,474.44 |
|
| R1 |
1,479.30 |
1,479.30 |
1,472.83 |
1,483.34 |
| PP |
1,469.88 |
1,469.88 |
1,469.88 |
1,471.90 |
| S1 |
1,461.80 |
1,461.80 |
1,469.63 |
1,465.84 |
| S2 |
1,452.38 |
1,452.38 |
1,468.02 |
|
| S3 |
1,434.88 |
1,444.30 |
1,466.42 |
|
| S4 |
1,417.38 |
1,426.80 |
1,461.61 |
|
|
| 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 |
|
|
| 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 |
1,439.38 |
38.57 |
2.6% |
24.22 |
1.6% |
83% |
True |
False |
|
| 10 |
1,511.94 |
1,439.38 |
72.56 |
4.9% |
24.84 |
1.7% |
44% |
False |
False |
|
| 20 |
1,511.94 |
1,350.95 |
160.99 |
10.9% |
27.53 |
1.9% |
75% |
False |
False |
|
| 40 |
1,511.94 |
1,339.82 |
172.12 |
11.7% |
29.36 |
2.0% |
76% |
False |
False |
|
| 60 |
1,511.94 |
1,204.96 |
306.98 |
20.9% |
29.03 |
2.0% |
87% |
False |
False |
|
| 80 |
1,511.94 |
1,040.41 |
471.53 |
32.1% |
31.44 |
2.1% |
91% |
False |
False |
|
| 100 |
1,511.94 |
1,040.41 |
471.53 |
32.1% |
32.31 |
2.2% |
91% |
False |
False |
|
| 120 |
1,511.94 |
1,040.41 |
471.53 |
32.1% |
32.83 |
2.2% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,552.33 |
|
2.618 |
1,523.77 |
|
1.618 |
1,506.27 |
|
1.000 |
1,495.45 |
|
0.618 |
1,488.77 |
|
HIGH |
1,477.95 |
|
0.618 |
1,471.27 |
|
0.500 |
1,469.20 |
|
0.382 |
1,467.14 |
|
LOW |
1,460.45 |
|
0.618 |
1,449.64 |
|
1.000 |
1,442.95 |
|
1.618 |
1,432.14 |
|
2.618 |
1,414.64 |
|
4.250 |
1,386.08 |
|
|