| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,283.0 |
2,279.0 |
-4.0 |
-0.2% |
2,360.0 |
| High |
2,302.0 |
2,318.0 |
16.0 |
0.7% |
2,442.0 |
| Low |
2,259.0 |
2,279.0 |
20.0 |
0.9% |
2,338.0 |
| Close |
2,269.0 |
2,291.0 |
22.0 |
1.0% |
2,348.0 |
| Range |
43.0 |
39.0 |
-4.0 |
-9.3% |
104.0 |
| ATR |
56.0 |
55.5 |
-0.5 |
-0.9% |
0.0 |
| Volume |
489 |
407 |
-82 |
-16.8% |
3,296 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.0 |
2,391.0 |
2,312.5 |
|
| R3 |
2,374.0 |
2,352.0 |
2,301.7 |
|
| R2 |
2,335.0 |
2,335.0 |
2,298.2 |
|
| R1 |
2,313.0 |
2,313.0 |
2,294.6 |
2,324.0 |
| PP |
2,296.0 |
2,296.0 |
2,296.0 |
2,301.5 |
| S1 |
2,274.0 |
2,274.0 |
2,287.4 |
2,285.0 |
| S2 |
2,257.0 |
2,257.0 |
2,283.9 |
|
| S3 |
2,218.0 |
2,235.0 |
2,280.3 |
|
| S4 |
2,179.0 |
2,196.0 |
2,269.6 |
|
|
| 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 |
2,362.0 |
2,259.0 |
103.0 |
4.5% |
41.8 |
1.8% |
31% |
False |
False |
390 |
| 10 |
2,442.0 |
2,259.0 |
183.0 |
8.0% |
51.6 |
2.3% |
17% |
False |
False |
1,754 |
| 20 |
2,505.0 |
2,259.0 |
246.0 |
10.7% |
53.6 |
2.3% |
13% |
False |
False |
10,080 |
| 40 |
2,533.0 |
2,259.0 |
274.0 |
12.0% |
52.0 |
2.3% |
12% |
False |
False |
7,760 |
| 60 |
2,533.0 |
2,096.0 |
437.0 |
19.1% |
53.7 |
2.3% |
45% |
False |
False |
5,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.8 |
|
2.618 |
2,420.1 |
|
1.618 |
2,381.1 |
|
1.000 |
2,357.0 |
|
0.618 |
2,342.1 |
|
HIGH |
2,318.0 |
|
0.618 |
2,303.1 |
|
0.500 |
2,298.5 |
|
0.382 |
2,293.9 |
|
LOW |
2,279.0 |
|
0.618 |
2,254.9 |
|
1.000 |
2,240.0 |
|
1.618 |
2,215.9 |
|
2.618 |
2,176.9 |
|
4.250 |
2,113.3 |
|
|