| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,325.0 |
2,283.0 |
-42.0 |
-1.8% |
2,360.0 |
| High |
2,351.0 |
2,302.0 |
-49.0 |
-2.1% |
2,442.0 |
| Low |
2,282.0 |
2,259.0 |
-23.0 |
-1.0% |
2,338.0 |
| Close |
2,299.0 |
2,269.0 |
-30.0 |
-1.3% |
2,348.0 |
| Range |
69.0 |
43.0 |
-26.0 |
-37.7% |
104.0 |
| ATR |
57.0 |
56.0 |
-1.0 |
-1.8% |
0.0 |
| Volume |
672 |
489 |
-183 |
-27.2% |
3,296 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,405.7 |
2,380.3 |
2,292.7 |
|
| R3 |
2,362.7 |
2,337.3 |
2,280.8 |
|
| R2 |
2,319.7 |
2,319.7 |
2,276.9 |
|
| R1 |
2,294.3 |
2,294.3 |
2,272.9 |
2,285.5 |
| PP |
2,276.7 |
2,276.7 |
2,276.7 |
2,272.3 |
| S1 |
2,251.3 |
2,251.3 |
2,265.1 |
2,242.5 |
| S2 |
2,233.7 |
2,233.7 |
2,261.1 |
|
| S3 |
2,190.7 |
2,208.3 |
2,257.2 |
|
| S4 |
2,147.7 |
2,165.3 |
2,245.4 |
|
|
| 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 |
2,419.0 |
2,259.0 |
160.0 |
7.1% |
49.6 |
2.2% |
6% |
False |
True |
391 |
| 10 |
2,442.0 |
2,259.0 |
183.0 |
8.1% |
54.4 |
2.4% |
5% |
False |
True |
2,042 |
| 20 |
2,517.0 |
2,259.0 |
258.0 |
11.4% |
53.7 |
2.4% |
4% |
False |
True |
10,295 |
| 40 |
2,533.0 |
2,259.0 |
274.0 |
12.1% |
52.2 |
2.3% |
4% |
False |
True |
7,772 |
| 60 |
2,533.0 |
2,096.0 |
437.0 |
19.3% |
53.9 |
2.4% |
40% |
False |
False |
5,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.8 |
|
2.618 |
2,414.6 |
|
1.618 |
2,371.6 |
|
1.000 |
2,345.0 |
|
0.618 |
2,328.6 |
|
HIGH |
2,302.0 |
|
0.618 |
2,285.6 |
|
0.500 |
2,280.5 |
|
0.382 |
2,275.4 |
|
LOW |
2,259.0 |
|
0.618 |
2,232.4 |
|
1.000 |
2,216.0 |
|
1.618 |
2,189.4 |
|
2.618 |
2,146.4 |
|
4.250 |
2,076.3 |
|
|