Day Change Summary |
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Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
3,864.0 |
3,897.0 |
33.0 |
0.9% |
3,877.0 |
High |
3,902.0 |
3,929.0 |
27.0 |
0.7% |
3,904.0 |
Low |
3,846.0 |
3,893.0 |
47.0 |
1.2% |
3,739.0 |
Close |
3,851.0 |
3,900.0 |
49.0 |
1.3% |
3,878.0 |
Range |
56.0 |
36.0 |
-20.0 |
-35.7% |
165.0 |
ATR |
65.1 |
66.1 |
0.9 |
1.4% |
0.0 |
Volume |
24,854 |
33,974 |
9,120 |
36.7% |
123,274 |
|
Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,015.3 |
3,993.7 |
3,919.8 |
|
R3 |
3,979.3 |
3,957.7 |
3,909.9 |
|
R2 |
3,943.3 |
3,943.3 |
3,906.6 |
|
R1 |
3,921.7 |
3,921.7 |
3,903.3 |
3,932.5 |
PP |
3,907.3 |
3,907.3 |
3,907.3 |
3,912.8 |
S1 |
3,885.7 |
3,885.7 |
3,896.7 |
3,896.5 |
S2 |
3,871.3 |
3,871.3 |
3,893.4 |
|
S3 |
3,835.3 |
3,849.7 |
3,890.1 |
|
S4 |
3,799.3 |
3,813.7 |
3,880.2 |
|
|
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 |
3,929.0 |
3,739.0 |
190.0 |
4.9% |
51.4 |
1.3% |
85% |
True |
False |
26,204 |
10 |
3,929.0 |
3,739.0 |
190.0 |
4.9% |
52.4 |
1.3% |
85% |
True |
False |
29,421 |
20 |
4,064.0 |
3,739.0 |
325.0 |
8.3% |
51.6 |
1.3% |
50% |
False |
False |
24,570 |
40 |
4,064.0 |
3,684.0 |
380.0 |
9.7% |
40.8 |
1.0% |
57% |
False |
False |
12,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,082.0 |
2.618 |
4,023.2 |
1.618 |
3,987.2 |
1.000 |
3,965.0 |
0.618 |
3,951.2 |
HIGH |
3,929.0 |
0.618 |
3,915.2 |
0.500 |
3,911.0 |
0.382 |
3,906.8 |
LOW |
3,893.0 |
0.618 |
3,870.8 |
1.000 |
3,857.0 |
1.618 |
3,834.8 |
2.618 |
3,798.8 |
4.250 |
3,740.0 |
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