Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,855.0 |
3,864.0 |
9.0 |
0.2% |
3,877.0 |
High |
3,891.0 |
3,902.0 |
11.0 |
0.3% |
3,904.0 |
Low |
3,850.0 |
3,846.0 |
-4.0 |
-0.1% |
3,739.0 |
Close |
3,878.0 |
3,851.0 |
-27.0 |
-0.7% |
3,878.0 |
Range |
41.0 |
56.0 |
15.0 |
36.6% |
165.0 |
ATR |
65.8 |
65.1 |
-0.7 |
-1.1% |
0.0 |
Volume |
21,484 |
24,854 |
3,370 |
15.7% |
123,274 |
|
Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,034.3 |
3,998.7 |
3,881.8 |
|
R3 |
3,978.3 |
3,942.7 |
3,866.4 |
|
R2 |
3,922.3 |
3,922.3 |
3,861.3 |
|
R1 |
3,886.7 |
3,886.7 |
3,856.1 |
3,876.5 |
PP |
3,866.3 |
3,866.3 |
3,866.3 |
3,861.3 |
S1 |
3,830.7 |
3,830.7 |
3,845.9 |
3,820.5 |
S2 |
3,810.3 |
3,810.3 |
3,840.7 |
|
S3 |
3,754.3 |
3,774.7 |
3,835.6 |
|
S4 |
3,698.3 |
3,718.7 |
3,820.2 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,335.3 |
4,271.7 |
3,968.8 |
|
R3 |
4,170.3 |
4,106.7 |
3,923.4 |
|
R2 |
4,005.3 |
4,005.3 |
3,908.3 |
|
R1 |
3,941.7 |
3,941.7 |
3,893.1 |
3,973.5 |
PP |
3,840.3 |
3,840.3 |
3,840.3 |
3,856.3 |
S1 |
3,776.7 |
3,776.7 |
3,862.9 |
3,808.5 |
S2 |
3,675.3 |
3,675.3 |
3,847.8 |
|
S3 |
3,510.3 |
3,611.7 |
3,832.6 |
|
S4 |
3,345.3 |
3,446.7 |
3,787.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,902.0 |
3,739.0 |
163.0 |
4.2% |
56.2 |
1.5% |
69% |
True |
False |
25,540 |
10 |
3,981.0 |
3,739.0 |
242.0 |
6.3% |
54.5 |
1.4% |
46% |
False |
False |
35,471 |
20 |
4,064.0 |
3,739.0 |
325.0 |
8.4% |
53.5 |
1.4% |
34% |
False |
False |
22,883 |
40 |
4,064.0 |
3,684.0 |
380.0 |
9.9% |
41.2 |
1.1% |
44% |
False |
False |
11,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,140.0 |
2.618 |
4,048.6 |
1.618 |
3,992.6 |
1.000 |
3,958.0 |
0.618 |
3,936.6 |
HIGH |
3,902.0 |
0.618 |
3,880.6 |
0.500 |
3,874.0 |
0.382 |
3,867.4 |
LOW |
3,846.0 |
0.618 |
3,811.4 |
1.000 |
3,790.0 |
1.618 |
3,755.4 |
2.618 |
3,699.4 |
4.250 |
3,608.0 |
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