Day Change Summary |
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Previous |
Current |
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|
|
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30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,892.0 |
4,813.5 |
-78.5 |
-1.6% |
4,866.5 |
High |
4,905.0 |
4,933.5 |
28.5 |
0.6% |
4,869.0 |
Low |
4,781.0 |
4,813.5 |
32.5 |
0.7% |
4,671.0 |
Close |
4,823.5 |
4,900.0 |
76.5 |
1.6% |
4,782.0 |
Range |
124.0 |
120.0 |
-4.0 |
-3.2% |
198.0 |
ATR |
117.5 |
117.6 |
0.2 |
0.2% |
0.0 |
Volume |
212 |
264 |
52 |
24.5% |
2,382 |
|
Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,242.3 |
5,191.2 |
4,966.0 |
|
R3 |
5,122.3 |
5,071.2 |
4,933.0 |
|
R2 |
5,002.3 |
5,002.3 |
4,922.0 |
|
R1 |
4,951.2 |
4,951.2 |
4,911.0 |
4,976.8 |
PP |
4,882.3 |
4,882.3 |
4,882.3 |
4,895.1 |
S1 |
4,831.2 |
4,831.2 |
4,889.0 |
4,856.8 |
S2 |
4,762.3 |
4,762.3 |
4,878.0 |
|
S3 |
4,642.3 |
4,711.2 |
4,867.0 |
|
S4 |
4,522.3 |
4,591.2 |
4,834.0 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,368.0 |
5,273.0 |
4,890.9 |
|
R3 |
5,170.0 |
5,075.0 |
4,836.5 |
|
R2 |
4,972.0 |
4,972.0 |
4,818.3 |
|
R1 |
4,877.0 |
4,877.0 |
4,800.2 |
4,825.5 |
PP |
4,774.0 |
4,774.0 |
4,774.0 |
4,748.3 |
S1 |
4,679.0 |
4,679.0 |
4,763.9 |
4,627.5 |
S2 |
4,576.0 |
4,576.0 |
4,745.7 |
|
S3 |
4,378.0 |
4,481.0 |
4,727.6 |
|
S4 |
4,180.0 |
4,283.0 |
4,673.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,933.5 |
4,727.0 |
206.5 |
4.2% |
125.5 |
2.6% |
84% |
True |
False |
368 |
10 |
4,933.5 |
4,671.0 |
262.5 |
5.4% |
117.1 |
2.4% |
87% |
True |
False |
1,383 |
20 |
5,174.0 |
4,671.0 |
503.0 |
10.3% |
108.2 |
2.2% |
46% |
False |
False |
1,776 |
40 |
5,185.0 |
4,671.0 |
514.0 |
10.5% |
111.5 |
2.3% |
45% |
False |
False |
1,019 |
60 |
5,185.0 |
4,266.5 |
918.5 |
18.7% |
108.3 |
2.2% |
69% |
False |
False |
707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,443.5 |
2.618 |
5,247.7 |
1.618 |
5,127.7 |
1.000 |
5,053.5 |
0.618 |
5,007.7 |
HIGH |
4,933.5 |
0.618 |
4,887.7 |
0.500 |
4,873.5 |
0.382 |
4,859.3 |
LOW |
4,813.5 |
0.618 |
4,739.3 |
1.000 |
4,693.5 |
1.618 |
4,619.3 |
2.618 |
4,499.3 |
4.250 |
4,303.5 |
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