Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
3,769.0 |
3,745.0 |
-24.0 |
-0.6% |
3,864.0 |
High |
3,769.0 |
3,756.0 |
-13.0 |
-0.3% |
3,929.0 |
Low |
3,735.0 |
3,728.0 |
-7.0 |
-0.2% |
3,762.0 |
Close |
3,749.0 |
3,744.0 |
-5.0 |
-0.1% |
3,780.0 |
Range |
34.0 |
28.0 |
-6.0 |
-17.6% |
167.0 |
ATR |
65.5 |
62.8 |
-2.7 |
-4.1% |
0.0 |
Volume |
21,684 |
19,850 |
-1,834 |
-8.5% |
139,951 |
|
Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,826.7 |
3,813.3 |
3,759.4 |
|
R3 |
3,798.7 |
3,785.3 |
3,751.7 |
|
R2 |
3,770.7 |
3,770.7 |
3,749.1 |
|
R1 |
3,757.3 |
3,757.3 |
3,746.6 |
3,750.0 |
PP |
3,742.7 |
3,742.7 |
3,742.7 |
3,739.0 |
S1 |
3,729.3 |
3,729.3 |
3,741.4 |
3,722.0 |
S2 |
3,714.7 |
3,714.7 |
3,738.9 |
|
S3 |
3,686.7 |
3,701.3 |
3,736.3 |
|
S4 |
3,658.7 |
3,673.3 |
3,728.6 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,324.7 |
4,219.3 |
3,871.9 |
|
R3 |
4,157.7 |
4,052.3 |
3,825.9 |
|
R2 |
3,990.7 |
3,990.7 |
3,810.6 |
|
R1 |
3,885.3 |
3,885.3 |
3,795.3 |
3,854.5 |
PP |
3,823.7 |
3,823.7 |
3,823.7 |
3,808.3 |
S1 |
3,718.3 |
3,718.3 |
3,764.7 |
3,687.5 |
S2 |
3,656.7 |
3,656.7 |
3,749.4 |
|
S3 |
3,489.7 |
3,551.3 |
3,734.1 |
|
S4 |
3,322.7 |
3,384.3 |
3,688.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,883.0 |
3,728.0 |
155.0 |
4.1% |
37.4 |
1.0% |
10% |
False |
True |
24,531 |
10 |
3,929.0 |
3,728.0 |
201.0 |
5.4% |
44.4 |
1.2% |
8% |
False |
True |
25,367 |
20 |
4,064.0 |
3,728.0 |
336.0 |
9.0% |
48.5 |
1.3% |
5% |
False |
True |
30,548 |
40 |
4,064.0 |
3,684.0 |
380.0 |
10.1% |
42.2 |
1.1% |
16% |
False |
False |
15,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,875.0 |
2.618 |
3,829.3 |
1.618 |
3,801.3 |
1.000 |
3,784.0 |
0.618 |
3,773.3 |
HIGH |
3,756.0 |
0.618 |
3,745.3 |
0.500 |
3,742.0 |
0.382 |
3,738.7 |
LOW |
3,728.0 |
0.618 |
3,710.7 |
1.000 |
3,700.0 |
1.618 |
3,682.7 |
2.618 |
3,654.7 |
4.250 |
3,609.0 |
|
|