| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
03-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,412.0 |
2,355.0 |
-57.0 |
-2.4% |
2,360.0 |
| High |
2,419.0 |
2,362.0 |
-57.0 |
-2.4% |
2,442.0 |
| Low |
2,341.0 |
2,338.0 |
-3.0 |
-0.1% |
2,338.0 |
| Close |
2,356.0 |
2,348.0 |
-8.0 |
-0.3% |
2,348.0 |
| Range |
78.0 |
24.0 |
-54.0 |
-69.2% |
104.0 |
| ATR |
59.9 |
57.4 |
-2.6 |
-4.3% |
0.0 |
| Volume |
413 |
220 |
-193 |
-46.7% |
3,296 |
|
| Daily Pivots for day following 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.3 |
2,408.7 |
2,361.2 |
|
| R3 |
2,397.3 |
2,384.7 |
2,354.6 |
|
| R2 |
2,373.3 |
2,373.3 |
2,352.4 |
|
| R1 |
2,360.7 |
2,360.7 |
2,350.2 |
2,355.0 |
| PP |
2,349.3 |
2,349.3 |
2,349.3 |
2,346.5 |
| S1 |
2,336.7 |
2,336.7 |
2,345.8 |
2,331.0 |
| S2 |
2,325.3 |
2,325.3 |
2,343.6 |
|
| S3 |
2,301.3 |
2,312.7 |
2,341.4 |
|
| S4 |
2,277.3 |
2,288.7 |
2,334.8 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.0 |
2,622.0 |
2,405.2 |
|
| R3 |
2,584.0 |
2,518.0 |
2,376.6 |
|
| R2 |
2,480.0 |
2,480.0 |
2,367.1 |
|
| R1 |
2,414.0 |
2,414.0 |
2,357.5 |
2,395.0 |
| PP |
2,376.0 |
2,376.0 |
2,376.0 |
2,366.5 |
| S1 |
2,310.0 |
2,310.0 |
2,338.5 |
2,291.0 |
| S2 |
2,272.0 |
2,272.0 |
2,328.9 |
|
| S3 |
2,168.0 |
2,206.0 |
2,319.4 |
|
| S4 |
2,064.0 |
2,102.0 |
2,290.8 |
|
|
| 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 |
2,338.0 |
104.0 |
4.4% |
55.0 |
2.3% |
10% |
False |
True |
659 |
| 10 |
2,442.0 |
2,327.0 |
115.0 |
4.9% |
58.4 |
2.5% |
18% |
False |
False |
2,040 |
| 20 |
2,520.0 |
2,327.0 |
193.0 |
8.2% |
52.7 |
2.2% |
11% |
False |
False |
11,980 |
| 40 |
2,533.0 |
2,286.0 |
247.0 |
10.5% |
53.6 |
2.3% |
25% |
False |
False |
8,281 |
| 60 |
2,533.0 |
2,031.0 |
502.0 |
21.4% |
54.1 |
2.3% |
63% |
False |
False |
5,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.0 |
|
2.618 |
2,424.8 |
|
1.618 |
2,400.8 |
|
1.000 |
2,386.0 |
|
0.618 |
2,376.8 |
|
HIGH |
2,362.0 |
|
0.618 |
2,352.8 |
|
0.500 |
2,350.0 |
|
0.382 |
2,347.2 |
|
LOW |
2,338.0 |
|
0.618 |
2,323.2 |
|
1.000 |
2,314.0 |
|
1.618 |
2,299.2 |
|
2.618 |
2,275.2 |
|
4.250 |
2,236.0 |
|
|