| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,388.0 |
2,412.0 |
24.0 |
1.0% |
2,412.0 |
| High |
2,442.0 |
2,419.0 |
-23.0 |
-0.9% |
2,420.0 |
| Low |
2,388.0 |
2,341.0 |
-47.0 |
-2.0% |
2,327.0 |
| Close |
2,429.0 |
2,356.0 |
-73.0 |
-3.0% |
2,375.0 |
| Range |
54.0 |
78.0 |
24.0 |
44.4% |
93.0 |
| ATR |
57.8 |
59.9 |
2.2 |
3.7% |
0.0 |
| Volume |
1,077 |
413 |
-664 |
-61.7% |
17,105 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,606.0 |
2,559.0 |
2,398.9 |
|
| R3 |
2,528.0 |
2,481.0 |
2,377.5 |
|
| R2 |
2,450.0 |
2,450.0 |
2,370.3 |
|
| R1 |
2,403.0 |
2,403.0 |
2,363.2 |
2,387.5 |
| PP |
2,372.0 |
2,372.0 |
2,372.0 |
2,364.3 |
| S1 |
2,325.0 |
2,325.0 |
2,348.9 |
2,309.5 |
| S2 |
2,294.0 |
2,294.0 |
2,341.7 |
|
| S3 |
2,216.0 |
2,247.0 |
2,334.6 |
|
| S4 |
2,138.0 |
2,169.0 |
2,313.1 |
|
|
| 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 |
2,341.0 |
101.0 |
4.3% |
61.4 |
2.6% |
15% |
False |
True |
3,119 |
| 10 |
2,442.0 |
2,327.0 |
115.0 |
4.9% |
59.6 |
2.5% |
25% |
False |
False |
3,389 |
| 20 |
2,529.0 |
2,327.0 |
202.0 |
8.6% |
54.3 |
2.3% |
14% |
False |
False |
12,528 |
| 40 |
2,533.0 |
2,286.0 |
247.0 |
10.5% |
54.4 |
2.3% |
28% |
False |
False |
8,306 |
| 60 |
2,533.0 |
2,031.0 |
502.0 |
21.3% |
54.3 |
2.3% |
65% |
False |
False |
5,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,750.5 |
|
2.618 |
2,623.2 |
|
1.618 |
2,545.2 |
|
1.000 |
2,497.0 |
|
0.618 |
2,467.2 |
|
HIGH |
2,419.0 |
|
0.618 |
2,389.2 |
|
0.500 |
2,380.0 |
|
0.382 |
2,370.8 |
|
LOW |
2,341.0 |
|
0.618 |
2,292.8 |
|
1.000 |
2,263.0 |
|
1.618 |
2,214.8 |
|
2.618 |
2,136.8 |
|
4.250 |
2,009.5 |
|
|