Day Change Summary |
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Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
3,897.0 |
3,870.0 |
-27.0 |
-0.7% |
3,877.0 |
High |
3,929.0 |
3,874.0 |
-55.0 |
-1.4% |
3,904.0 |
Low |
3,893.0 |
3,828.0 |
-65.0 |
-1.7% |
3,739.0 |
Close |
3,900.0 |
3,861.0 |
-39.0 |
-1.0% |
3,878.0 |
Range |
36.0 |
46.0 |
10.0 |
27.8% |
165.0 |
ATR |
66.1 |
66.5 |
0.4 |
0.6% |
0.0 |
Volume |
33,974 |
32,316 |
-1,658 |
-4.9% |
123,274 |
|
Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,992.3 |
3,972.7 |
3,886.3 |
|
R3 |
3,946.3 |
3,926.7 |
3,873.7 |
|
R2 |
3,900.3 |
3,900.3 |
3,869.4 |
|
R1 |
3,880.7 |
3,880.7 |
3,865.2 |
3,867.5 |
PP |
3,854.3 |
3,854.3 |
3,854.3 |
3,847.8 |
S1 |
3,834.7 |
3,834.7 |
3,856.8 |
3,821.5 |
S2 |
3,808.3 |
3,808.3 |
3,852.6 |
|
S3 |
3,762.3 |
3,788.7 |
3,848.4 |
|
S4 |
3,716.3 |
3,742.7 |
3,835.7 |
|
|
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 |
3,762.0 |
167.0 |
4.3% |
50.2 |
1.3% |
59% |
False |
False |
27,617 |
10 |
3,929.0 |
3,739.0 |
190.0 |
4.9% |
49.6 |
1.3% |
64% |
False |
False |
26,209 |
20 |
4,064.0 |
3,739.0 |
325.0 |
8.4% |
52.7 |
1.4% |
38% |
False |
False |
26,174 |
40 |
4,064.0 |
3,684.0 |
380.0 |
9.8% |
41.2 |
1.1% |
47% |
False |
False |
13,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,069.5 |
2.618 |
3,994.4 |
1.618 |
3,948.4 |
1.000 |
3,920.0 |
0.618 |
3,902.4 |
HIGH |
3,874.0 |
0.618 |
3,856.4 |
0.500 |
3,851.0 |
0.382 |
3,845.6 |
LOW |
3,828.0 |
0.618 |
3,799.6 |
1.000 |
3,782.0 |
1.618 |
3,753.6 |
2.618 |
3,707.6 |
4.250 |
3,632.5 |
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