Day Change Summary |
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Previous |
Current |
|
|
|
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01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
3,870.0 |
3,866.0 |
-4.0 |
-0.1% |
3,877.0 |
High |
3,874.0 |
3,883.0 |
9.0 |
0.2% |
3,904.0 |
Low |
3,828.0 |
3,842.0 |
14.0 |
0.4% |
3,739.0 |
Close |
3,861.0 |
3,860.0 |
-1.0 |
0.0% |
3,878.0 |
Range |
46.0 |
41.0 |
-5.0 |
-10.9% |
165.0 |
ATR |
66.5 |
64.7 |
-1.8 |
-2.7% |
0.0 |
Volume |
32,316 |
25,980 |
-6,336 |
-19.6% |
123,274 |
|
Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,984.7 |
3,963.3 |
3,882.6 |
|
R3 |
3,943.7 |
3,922.3 |
3,871.3 |
|
R2 |
3,902.7 |
3,902.7 |
3,867.5 |
|
R1 |
3,881.3 |
3,881.3 |
3,863.8 |
3,871.5 |
PP |
3,861.7 |
3,861.7 |
3,861.7 |
3,856.8 |
S1 |
3,840.3 |
3,840.3 |
3,856.2 |
3,830.5 |
S2 |
3,820.7 |
3,820.7 |
3,852.5 |
|
S3 |
3,779.7 |
3,799.3 |
3,848.7 |
|
S4 |
3,738.7 |
3,758.3 |
3,837.5 |
|
|
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 |
3,828.0 |
101.0 |
2.6% |
44.0 |
1.1% |
32% |
False |
False |
27,721 |
10 |
3,929.0 |
3,739.0 |
190.0 |
4.9% |
49.0 |
1.3% |
64% |
False |
False |
26,195 |
20 |
4,064.0 |
3,739.0 |
325.0 |
8.4% |
51.1 |
1.3% |
37% |
False |
False |
27,450 |
40 |
4,064.0 |
3,684.0 |
380.0 |
9.8% |
41.4 |
1.1% |
46% |
False |
False |
13,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,057.3 |
2.618 |
3,990.3 |
1.618 |
3,949.3 |
1.000 |
3,924.0 |
0.618 |
3,908.3 |
HIGH |
3,883.0 |
0.618 |
3,867.3 |
0.500 |
3,862.5 |
0.382 |
3,857.7 |
LOW |
3,842.0 |
0.618 |
3,816.7 |
1.000 |
3,801.0 |
1.618 |
3,775.7 |
2.618 |
3,734.7 |
4.250 |
3,667.8 |
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