Day Change Summary |
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Previous |
Current |
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01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,813.5 |
4,852.0 |
38.5 |
0.8% |
4,866.5 |
High |
4,933.5 |
4,880.0 |
-53.5 |
-1.1% |
4,869.0 |
Low |
4,813.5 |
4,712.0 |
-101.5 |
-2.1% |
4,671.0 |
Close |
4,900.0 |
4,734.5 |
-165.5 |
-3.4% |
4,782.0 |
Range |
120.0 |
168.0 |
48.0 |
40.0% |
198.0 |
ATR |
117.6 |
122.7 |
5.0 |
4.3% |
0.0 |
Volume |
264 |
1,330 |
1,066 |
403.8% |
2,382 |
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Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,279.5 |
5,175.0 |
4,826.9 |
|
R3 |
5,111.5 |
5,007.0 |
4,780.7 |
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R2 |
4,943.5 |
4,943.5 |
4,765.3 |
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R1 |
4,839.0 |
4,839.0 |
4,749.9 |
4,807.3 |
PP |
4,775.5 |
4,775.5 |
4,775.5 |
4,759.6 |
S1 |
4,671.0 |
4,671.0 |
4,719.1 |
4,639.3 |
S2 |
4,607.5 |
4,607.5 |
4,703.7 |
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S3 |
4,439.5 |
4,503.0 |
4,688.3 |
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S4 |
4,271.5 |
4,335.0 |
4,642.1 |
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Weekly Pivots for week ending 26-Jun-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,368.0 |
5,273.0 |
4,890.9 |
|
R3 |
5,170.0 |
5,075.0 |
4,836.5 |
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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 |
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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 |
4,712.0 |
221.5 |
4.7% |
135.1 |
2.9% |
10% |
False |
True |
537 |
10 |
4,933.5 |
4,671.0 |
262.5 |
5.5% |
125.1 |
2.6% |
24% |
False |
False |
774 |
20 |
5,174.0 |
4,671.0 |
503.0 |
10.6% |
112.9 |
2.4% |
13% |
False |
False |
1,797 |
40 |
5,185.0 |
4,671.0 |
514.0 |
10.9% |
111.2 |
2.3% |
12% |
False |
False |
1,048 |
60 |
5,185.0 |
4,266.5 |
918.5 |
19.4% |
109.2 |
2.3% |
51% |
False |
False |
727 |
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Fibonacci Retracements and Extensions |
4.250 |
5,594.0 |
2.618 |
5,319.8 |
1.618 |
5,151.8 |
1.000 |
5,048.0 |
0.618 |
4,983.8 |
HIGH |
4,880.0 |
0.618 |
4,815.8 |
0.500 |
4,796.0 |
0.382 |
4,776.2 |
LOW |
4,712.0 |
0.618 |
4,608.2 |
1.000 |
4,544.0 |
1.618 |
4,440.2 |
2.618 |
4,272.2 |
4.250 |
3,998.0 |
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