| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,360.0 |
2,414.0 |
54.0 |
2.3% |
2,412.0 |
| High |
2,426.0 |
2,428.0 |
2.0 |
0.1% |
2,420.0 |
| Low |
2,360.0 |
2,375.0 |
15.0 |
0.6% |
2,327.0 |
| Close |
2,419.0 |
2,386.0 |
-33.0 |
-1.4% |
2,375.0 |
| Range |
66.0 |
53.0 |
-13.0 |
-19.7% |
93.0 |
| ATR |
58.3 |
57.9 |
-0.4 |
-0.7% |
0.0 |
| Volume |
807 |
779 |
-28 |
-3.5% |
17,105 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,555.3 |
2,523.7 |
2,415.2 |
|
| R3 |
2,502.3 |
2,470.7 |
2,400.6 |
|
| R2 |
2,449.3 |
2,449.3 |
2,395.7 |
|
| R1 |
2,417.7 |
2,417.7 |
2,390.9 |
2,407.0 |
| PP |
2,396.3 |
2,396.3 |
2,396.3 |
2,391.0 |
| S1 |
2,364.7 |
2,364.7 |
2,381.1 |
2,354.0 |
| S2 |
2,343.3 |
2,343.3 |
2,376.3 |
|
| S3 |
2,290.3 |
2,311.7 |
2,371.4 |
|
| S4 |
2,237.3 |
2,258.7 |
2,356.9 |
|
|
| 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 |
2,428.0 |
2,333.0 |
95.0 |
4.0% |
63.0 |
2.6% |
56% |
True |
False |
3,512 |
| 10 |
2,428.0 |
2,327.0 |
101.0 |
4.2% |
57.3 |
2.4% |
58% |
True |
False |
12,989 |
| 20 |
2,529.0 |
2,327.0 |
202.0 |
8.5% |
51.9 |
2.2% |
29% |
False |
False |
12,675 |
| 40 |
2,533.0 |
2,286.0 |
247.0 |
10.4% |
54.8 |
2.3% |
40% |
False |
False |
8,332 |
| 60 |
2,533.0 |
2,031.0 |
502.0 |
21.0% |
53.8 |
2.3% |
71% |
False |
False |
5,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.3 |
|
2.618 |
2,566.8 |
|
1.618 |
2,513.8 |
|
1.000 |
2,481.0 |
|
0.618 |
2,460.8 |
|
HIGH |
2,428.0 |
|
0.618 |
2,407.8 |
|
0.500 |
2,401.5 |
|
0.382 |
2,395.2 |
|
LOW |
2,375.0 |
|
0.618 |
2,342.2 |
|
1.000 |
2,322.0 |
|
1.618 |
2,289.2 |
|
2.618 |
2,236.2 |
|
4.250 |
2,149.8 |
|
|