Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
03-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,852.0 |
4,740.0 |
-112.0 |
-2.3% |
4,751.0 |
High |
4,880.0 |
4,747.0 |
-133.0 |
-2.7% |
4,933.5 |
Low |
4,712.0 |
4,691.0 |
-21.0 |
-0.4% |
4,691.0 |
Close |
4,734.5 |
4,699.5 |
-35.0 |
-0.7% |
4,699.5 |
Range |
168.0 |
56.0 |
-112.0 |
-66.7% |
242.5 |
ATR |
122.7 |
117.9 |
-4.8 |
-3.9% |
0.0 |
Volume |
1,330 |
277 |
-1,053 |
-79.2% |
2,392 |
|
Daily Pivots for day following 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,880.5 |
4,846.0 |
4,730.3 |
|
R3 |
4,824.5 |
4,790.0 |
4,714.9 |
|
R2 |
4,768.5 |
4,768.5 |
4,709.8 |
|
R1 |
4,734.0 |
4,734.0 |
4,704.6 |
4,723.3 |
PP |
4,712.5 |
4,712.5 |
4,712.5 |
4,707.1 |
S1 |
4,678.0 |
4,678.0 |
4,694.4 |
4,667.3 |
S2 |
4,656.5 |
4,656.5 |
4,689.2 |
|
S3 |
4,600.5 |
4,622.0 |
4,684.1 |
|
S4 |
4,544.5 |
4,566.0 |
4,668.7 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,502.2 |
5,343.3 |
4,832.9 |
|
R3 |
5,259.7 |
5,100.8 |
4,766.2 |
|
R2 |
5,017.2 |
5,017.2 |
4,744.0 |
|
R1 |
4,858.3 |
4,858.3 |
4,721.7 |
4,816.5 |
PP |
4,774.7 |
4,774.7 |
4,774.7 |
4,753.8 |
S1 |
4,615.8 |
4,615.8 |
4,677.3 |
4,574.0 |
S2 |
4,532.2 |
4,532.2 |
4,655.0 |
|
S3 |
4,289.7 |
4,373.3 |
4,632.8 |
|
S4 |
4,047.2 |
4,130.8 |
4,566.1 |
|
|
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 |
4,691.0 |
242.5 |
5.2% |
124.5 |
2.6% |
4% |
False |
True |
478 |
10 |
4,933.5 |
4,671.0 |
262.5 |
5.6% |
125.2 |
2.7% |
11% |
False |
False |
477 |
20 |
5,148.0 |
4,671.0 |
477.0 |
10.2% |
110.4 |
2.3% |
6% |
False |
False |
1,764 |
40 |
5,185.0 |
4,671.0 |
514.0 |
10.9% |
109.8 |
2.3% |
6% |
False |
False |
1,051 |
60 |
5,185.0 |
4,266.5 |
918.5 |
19.5% |
108.5 |
2.3% |
47% |
False |
False |
730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,985.0 |
2.618 |
4,893.6 |
1.618 |
4,837.6 |
1.000 |
4,803.0 |
0.618 |
4,781.6 |
HIGH |
4,747.0 |
0.618 |
4,725.6 |
0.500 |
4,719.0 |
0.382 |
4,712.4 |
LOW |
4,691.0 |
0.618 |
4,656.4 |
1.000 |
4,635.0 |
1.618 |
4,600.4 |
2.618 |
4,544.4 |
4.250 |
4,453.0 |
|
|