| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,455.78 |
1,427.68 |
-28.10 |
-1.9% |
1,472.77 |
| High |
1,459.10 |
1,432.92 |
-26.18 |
-1.8% |
1,477.95 |
| Low |
1,423.81 |
1,413.54 |
-10.27 |
-0.7% |
1,439.38 |
| Close |
1,426.61 |
1,424.46 |
-2.15 |
-0.2% |
1,471.23 |
| Range |
35.29 |
19.38 |
-15.91 |
-45.1% |
38.57 |
| ATR |
31.16 |
30.32 |
-0.84 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,481.78 |
1,472.50 |
1,435.12 |
|
| R3 |
1,462.40 |
1,453.12 |
1,429.79 |
|
| R2 |
1,443.02 |
1,443.02 |
1,428.01 |
|
| R1 |
1,433.74 |
1,433.74 |
1,426.24 |
1,428.69 |
| PP |
1,423.64 |
1,423.64 |
1,423.64 |
1,421.12 |
| S1 |
1,414.36 |
1,414.36 |
1,422.68 |
1,409.31 |
| S2 |
1,404.26 |
1,404.26 |
1,420.91 |
|
| S3 |
1,384.88 |
1,394.98 |
1,419.13 |
|
| S4 |
1,365.50 |
1,375.60 |
1,413.80 |
|
|
| 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 |
1,413.54 |
64.41 |
4.5% |
24.33 |
1.7% |
17% |
False |
True |
|
| 10 |
1,511.94 |
1,413.54 |
98.40 |
6.9% |
24.99 |
1.8% |
11% |
False |
True |
|
| 20 |
1,511.94 |
1,389.76 |
122.18 |
8.6% |
25.77 |
1.8% |
28% |
False |
False |
|
| 40 |
1,511.94 |
1,339.82 |
172.12 |
12.1% |
29.18 |
2.0% |
49% |
False |
False |
|
| 60 |
1,511.94 |
1,204.96 |
306.98 |
21.6% |
29.11 |
2.0% |
72% |
False |
False |
|
| 80 |
1,511.94 |
1,040.41 |
471.53 |
33.1% |
31.24 |
2.2% |
81% |
False |
False |
|
| 100 |
1,511.94 |
1,040.41 |
471.53 |
33.1% |
32.31 |
2.3% |
81% |
False |
False |
|
| 120 |
1,511.94 |
1,040.41 |
471.53 |
33.1% |
32.82 |
2.3% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,515.29 |
|
2.618 |
1,483.66 |
|
1.618 |
1,464.28 |
|
1.000 |
1,452.30 |
|
0.618 |
1,444.90 |
|
HIGH |
1,432.92 |
|
0.618 |
1,425.52 |
|
0.500 |
1,423.23 |
|
0.382 |
1,420.94 |
|
LOW |
1,413.54 |
|
0.618 |
1,401.56 |
|
1.000 |
1,394.16 |
|
1.618 |
1,382.18 |
|
2.618 |
1,362.80 |
|
4.250 |
1,331.18 |
|
|