| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,427.68 |
1,436.59 |
8.91 |
0.6% |
1,472.77 |
| High |
1,432.92 |
1,458.23 |
25.31 |
1.8% |
1,477.95 |
| Low |
1,413.54 |
1,435.28 |
21.74 |
1.5% |
1,439.38 |
| Close |
1,424.46 |
1,447.06 |
22.60 |
1.6% |
1,471.23 |
| Range |
19.38 |
22.95 |
3.57 |
18.4% |
38.57 |
| ATR |
30.32 |
30.56 |
0.25 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,515.71 |
1,504.33 |
1,459.68 |
|
| R3 |
1,492.76 |
1,481.38 |
1,453.37 |
|
| R2 |
1,469.81 |
1,469.81 |
1,451.27 |
|
| R1 |
1,458.43 |
1,458.43 |
1,449.16 |
1,464.12 |
| PP |
1,446.86 |
1,446.86 |
1,446.86 |
1,449.70 |
| S1 |
1,435.48 |
1,435.48 |
1,444.96 |
1,441.17 |
| S2 |
1,423.91 |
1,423.91 |
1,442.85 |
|
| S3 |
1,400.96 |
1,412.53 |
1,440.75 |
|
| S4 |
1,378.01 |
1,389.58 |
1,434.44 |
|
|
| 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% |
22.77 |
1.6% |
52% |
False |
False |
|
| 10 |
1,511.94 |
1,413.54 |
98.40 |
6.8% |
23.73 |
1.6% |
34% |
False |
False |
|
| 20 |
1,511.94 |
1,389.76 |
122.18 |
8.4% |
25.40 |
1.8% |
47% |
False |
False |
|
| 40 |
1,511.94 |
1,339.82 |
172.12 |
11.9% |
29.19 |
2.0% |
62% |
False |
False |
|
| 60 |
1,511.94 |
1,211.60 |
300.34 |
20.8% |
29.05 |
2.0% |
78% |
False |
False |
|
| 80 |
1,511.94 |
1,040.41 |
471.53 |
32.6% |
31.01 |
2.1% |
86% |
False |
False |
|
| 100 |
1,511.94 |
1,040.41 |
471.53 |
32.6% |
32.14 |
2.2% |
86% |
False |
False |
|
| 120 |
1,511.94 |
1,040.41 |
471.53 |
32.6% |
32.81 |
2.3% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,555.77 |
|
2.618 |
1,518.31 |
|
1.618 |
1,495.36 |
|
1.000 |
1,481.18 |
|
0.618 |
1,472.41 |
|
HIGH |
1,458.23 |
|
0.618 |
1,449.46 |
|
0.500 |
1,446.76 |
|
0.382 |
1,444.05 |
|
LOW |
1,435.28 |
|
0.618 |
1,421.10 |
|
1.000 |
1,412.33 |
|
1.618 |
1,398.15 |
|
2.618 |
1,375.20 |
|
4.250 |
1,337.74 |
|
|