| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,403.0 |
2,360.0 |
-43.0 |
-1.8% |
2,412.0 |
| High |
2,420.0 |
2,426.0 |
6.0 |
0.2% |
2,420.0 |
| Low |
2,364.0 |
2,360.0 |
-4.0 |
-0.2% |
2,327.0 |
| Close |
2,375.0 |
2,419.0 |
44.0 |
1.9% |
2,375.0 |
| Range |
56.0 |
66.0 |
10.0 |
17.9% |
93.0 |
| ATR |
57.7 |
58.3 |
0.6 |
1.0% |
0.0 |
| Volume |
12,521 |
807 |
-11,714 |
-93.6% |
17,105 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,599.7 |
2,575.3 |
2,455.3 |
|
| R3 |
2,533.7 |
2,509.3 |
2,437.2 |
|
| R2 |
2,467.7 |
2,467.7 |
2,431.1 |
|
| R1 |
2,443.3 |
2,443.3 |
2,425.1 |
2,455.5 |
| PP |
2,401.7 |
2,401.7 |
2,401.7 |
2,407.8 |
| S1 |
2,377.3 |
2,377.3 |
2,413.0 |
2,389.5 |
| S2 |
2,335.7 |
2,335.7 |
2,406.9 |
|
| S3 |
2,269.7 |
2,311.3 |
2,400.9 |
|
| S4 |
2,203.7 |
2,245.3 |
2,382.7 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.0 |
2,607.0 |
2,426.2 |
|
| R3 |
2,560.0 |
2,514.0 |
2,400.6 |
|
| R2 |
2,467.0 |
2,467.0 |
2,392.1 |
|
| R1 |
2,421.0 |
2,421.0 |
2,383.5 |
2,397.5 |
| PP |
2,374.0 |
2,374.0 |
2,374.0 |
2,362.3 |
| S1 |
2,328.0 |
2,328.0 |
2,366.5 |
2,304.5 |
| S2 |
2,281.0 |
2,281.0 |
2,358.0 |
|
| S3 |
2,188.0 |
2,235.0 |
2,349.4 |
|
| S4 |
2,095.0 |
2,142.0 |
2,323.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,426.0 |
2,327.0 |
99.0 |
4.1% |
59.0 |
2.4% |
93% |
True |
False |
3,411 |
| 10 |
2,434.0 |
2,327.0 |
107.0 |
4.4% |
57.3 |
2.4% |
86% |
False |
False |
18,346 |
| 20 |
2,533.0 |
2,327.0 |
206.0 |
8.5% |
51.2 |
2.1% |
45% |
False |
False |
12,802 |
| 40 |
2,533.0 |
2,286.0 |
247.0 |
10.2% |
54.3 |
2.2% |
54% |
False |
False |
8,320 |
| 60 |
2,533.0 |
2,031.0 |
502.0 |
20.8% |
54.4 |
2.2% |
77% |
False |
False |
5,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,706.5 |
|
2.618 |
2,598.8 |
|
1.618 |
2,532.8 |
|
1.000 |
2,492.0 |
|
0.618 |
2,466.8 |
|
HIGH |
2,426.0 |
|
0.618 |
2,400.8 |
|
0.500 |
2,393.0 |
|
0.382 |
2,385.2 |
|
LOW |
2,360.0 |
|
0.618 |
2,319.2 |
|
1.000 |
2,294.0 |
|
1.618 |
2,253.2 |
|
2.618 |
2,187.2 |
|
4.250 |
2,079.5 |
|
|