| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,414.0 |
2,388.0 |
-26.0 |
-1.1% |
2,412.0 |
| High |
2,428.0 |
2,442.0 |
14.0 |
0.6% |
2,420.0 |
| Low |
2,375.0 |
2,388.0 |
13.0 |
0.5% |
2,327.0 |
| Close |
2,386.0 |
2,429.0 |
43.0 |
1.8% |
2,375.0 |
| Range |
53.0 |
54.0 |
1.0 |
1.9% |
93.0 |
| ATR |
57.9 |
57.8 |
-0.1 |
-0.2% |
0.0 |
| Volume |
779 |
1,077 |
298 |
38.3% |
17,105 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.7 |
2,559.3 |
2,458.7 |
|
| R3 |
2,527.7 |
2,505.3 |
2,443.9 |
|
| R2 |
2,473.7 |
2,473.7 |
2,438.9 |
|
| R1 |
2,451.3 |
2,451.3 |
2,434.0 |
2,462.5 |
| PP |
2,419.7 |
2,419.7 |
2,419.7 |
2,425.3 |
| S1 |
2,397.3 |
2,397.3 |
2,424.1 |
2,408.5 |
| S2 |
2,365.7 |
2,365.7 |
2,419.1 |
|
| S3 |
2,311.7 |
2,343.3 |
2,414.2 |
|
| S4 |
2,257.7 |
2,289.3 |
2,399.3 |
|
|
| 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 |
2,442.0 |
2,347.0 |
95.0 |
3.9% |
59.2 |
2.4% |
86% |
True |
False |
3,693 |
| 10 |
2,442.0 |
2,327.0 |
115.0 |
4.7% |
57.2 |
2.4% |
89% |
True |
False |
8,652 |
| 20 |
2,529.0 |
2,327.0 |
202.0 |
8.3% |
51.5 |
2.1% |
50% |
False |
False |
12,653 |
| 40 |
2,533.0 |
2,286.0 |
247.0 |
10.2% |
54.8 |
2.3% |
58% |
False |
False |
8,323 |
| 60 |
2,533.0 |
2,031.0 |
502.0 |
20.7% |
54.0 |
2.2% |
79% |
False |
False |
5,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,671.5 |
|
2.618 |
2,583.4 |
|
1.618 |
2,529.4 |
|
1.000 |
2,496.0 |
|
0.618 |
2,475.4 |
|
HIGH |
2,442.0 |
|
0.618 |
2,421.4 |
|
0.500 |
2,415.0 |
|
0.382 |
2,408.6 |
|
LOW |
2,388.0 |
|
0.618 |
2,354.6 |
|
1.000 |
2,334.0 |
|
1.618 |
2,300.6 |
|
2.618 |
2,246.6 |
|
4.250 |
2,158.5 |
|
|