Day Change Summary |
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Previous |
Current |
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03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,740.0 |
4,658.0 |
-82.0 |
-1.7% |
4,751.0 |
High |
4,747.0 |
4,696.0 |
-51.0 |
-1.1% |
4,933.5 |
Low |
4,691.0 |
4,615.5 |
-75.5 |
-1.6% |
4,691.0 |
Close |
4,699.5 |
4,665.0 |
-34.5 |
-0.7% |
4,699.5 |
Range |
56.0 |
80.5 |
24.5 |
43.8% |
242.5 |
ATR |
117.9 |
115.5 |
-2.4 |
-2.1% |
0.0 |
Volume |
277 |
338 |
61 |
22.0% |
2,392 |
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Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,900.3 |
4,863.2 |
4,709.3 |
|
R3 |
4,819.8 |
4,782.7 |
4,687.1 |
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R2 |
4,739.3 |
4,739.3 |
4,679.8 |
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R1 |
4,702.2 |
4,702.2 |
4,672.4 |
4,720.8 |
PP |
4,658.8 |
4,658.8 |
4,658.8 |
4,668.1 |
S1 |
4,621.7 |
4,621.7 |
4,657.6 |
4,640.3 |
S2 |
4,578.3 |
4,578.3 |
4,650.2 |
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S3 |
4,497.8 |
4,541.2 |
4,642.9 |
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S4 |
4,417.3 |
4,460.7 |
4,620.7 |
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Weekly Pivots for week ending 03-Jul-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,502.2 |
5,343.3 |
4,832.9 |
|
R3 |
5,259.7 |
5,100.8 |
4,766.2 |
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R2 |
5,017.2 |
5,017.2 |
4,744.0 |
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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 |
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S4 |
4,047.2 |
4,130.8 |
4,566.1 |
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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 |
4,615.5 |
318.0 |
6.8% |
109.7 |
2.4% |
16% |
False |
True |
484 |
10 |
4,933.5 |
4,615.5 |
318.0 |
6.8% |
113.6 |
2.4% |
16% |
False |
True |
458 |
20 |
5,148.0 |
4,615.5 |
532.5 |
11.4% |
110.4 |
2.4% |
9% |
False |
True |
1,745 |
40 |
5,185.0 |
4,615.5 |
569.5 |
12.2% |
109.7 |
2.4% |
9% |
False |
True |
1,053 |
60 |
5,185.0 |
4,421.0 |
764.0 |
16.4% |
107.5 |
2.3% |
32% |
False |
False |
734 |
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Fibonacci Retracements and Extensions |
4.250 |
5,038.1 |
2.618 |
4,906.7 |
1.618 |
4,826.2 |
1.000 |
4,776.5 |
0.618 |
4,745.7 |
HIGH |
4,696.0 |
0.618 |
4,665.2 |
0.500 |
4,655.8 |
0.382 |
4,646.3 |
LOW |
4,615.5 |
0.618 |
4,565.8 |
1.000 |
4,535.0 |
1.618 |
4,485.3 |
2.618 |
4,404.8 |
4.250 |
4,273.4 |
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