| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,355.0 |
2,334.0 |
-21.0 |
-0.9% |
2,360.0 |
| High |
2,362.0 |
2,343.0 |
-19.0 |
-0.8% |
2,442.0 |
| Low |
2,338.0 |
2,309.0 |
-29.0 |
-1.2% |
2,338.0 |
| Close |
2,348.0 |
2,329.0 |
-19.0 |
-0.8% |
2,348.0 |
| Range |
24.0 |
34.0 |
10.0 |
41.7% |
104.0 |
| ATR |
57.4 |
56.1 |
-1.3 |
-2.3% |
0.0 |
| Volume |
220 |
163 |
-57 |
-25.9% |
3,296 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.0 |
2,413.0 |
2,347.7 |
|
| R3 |
2,395.0 |
2,379.0 |
2,338.4 |
|
| R2 |
2,361.0 |
2,361.0 |
2,335.2 |
|
| R1 |
2,345.0 |
2,345.0 |
2,332.1 |
2,336.0 |
| PP |
2,327.0 |
2,327.0 |
2,327.0 |
2,322.5 |
| S1 |
2,311.0 |
2,311.0 |
2,325.9 |
2,302.0 |
| S2 |
2,293.0 |
2,293.0 |
2,322.8 |
|
| S3 |
2,259.0 |
2,277.0 |
2,319.7 |
|
| S4 |
2,225.0 |
2,243.0 |
2,310.3 |
|
|
| 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 |
2,309.0 |
133.0 |
5.7% |
48.6 |
2.1% |
15% |
False |
True |
530 |
| 10 |
2,442.0 |
2,309.0 |
133.0 |
5.7% |
53.8 |
2.3% |
15% |
False |
True |
1,970 |
| 20 |
2,520.0 |
2,309.0 |
211.0 |
9.1% |
52.3 |
2.2% |
9% |
False |
True |
11,846 |
| 40 |
2,533.0 |
2,286.0 |
247.0 |
10.6% |
52.8 |
2.3% |
17% |
False |
False |
8,264 |
| 60 |
2,533.0 |
2,096.0 |
437.0 |
18.8% |
53.7 |
2.3% |
53% |
False |
False |
5,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,487.5 |
|
2.618 |
2,432.0 |
|
1.618 |
2,398.0 |
|
1.000 |
2,377.0 |
|
0.618 |
2,364.0 |
|
HIGH |
2,343.0 |
|
0.618 |
2,330.0 |
|
0.500 |
2,326.0 |
|
0.382 |
2,322.0 |
|
LOW |
2,309.0 |
|
0.618 |
2,288.0 |
|
1.000 |
2,275.0 |
|
1.618 |
2,254.0 |
|
2.618 |
2,220.0 |
|
4.250 |
2,164.5 |
|
|