Day Change Summary |
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Previous |
Current |
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06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,658.0 |
4,674.0 |
16.0 |
0.3% |
4,751.0 |
High |
4,696.0 |
4,706.0 |
10.0 |
0.2% |
4,933.5 |
Low |
4,615.5 |
4,577.5 |
-38.0 |
-0.8% |
4,691.0 |
Close |
4,665.0 |
4,599.0 |
-66.0 |
-1.4% |
4,699.5 |
Range |
80.5 |
128.5 |
48.0 |
59.6% |
242.5 |
ATR |
115.5 |
116.4 |
0.9 |
0.8% |
0.0 |
Volume |
338 |
382 |
44 |
13.0% |
2,392 |
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Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,013.0 |
4,934.5 |
4,669.7 |
|
R3 |
4,884.5 |
4,806.0 |
4,634.3 |
|
R2 |
4,756.0 |
4,756.0 |
4,622.6 |
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R1 |
4,677.5 |
4,677.5 |
4,610.8 |
4,652.5 |
PP |
4,627.5 |
4,627.5 |
4,627.5 |
4,615.0 |
S1 |
4,549.0 |
4,549.0 |
4,587.2 |
4,524.0 |
S2 |
4,499.0 |
4,499.0 |
4,575.4 |
|
S3 |
4,370.5 |
4,420.5 |
4,563.7 |
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S4 |
4,242.0 |
4,292.0 |
4,528.3 |
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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 |
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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 |
4,577.5 |
356.0 |
7.7% |
110.6 |
2.4% |
6% |
False |
True |
518 |
10 |
4,933.5 |
4,577.5 |
356.0 |
7.7% |
119.2 |
2.6% |
6% |
False |
True |
457 |
20 |
5,148.0 |
4,577.5 |
570.5 |
12.4% |
112.9 |
2.5% |
4% |
False |
True |
1,668 |
40 |
5,185.0 |
4,577.5 |
607.5 |
13.2% |
110.7 |
2.4% |
4% |
False |
True |
1,056 |
60 |
5,185.0 |
4,425.0 |
760.0 |
16.5% |
107.8 |
2.3% |
23% |
False |
False |
739 |
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Fibonacci Retracements and Extensions |
4.250 |
5,252.1 |
2.618 |
5,042.4 |
1.618 |
4,913.9 |
1.000 |
4,834.5 |
0.618 |
4,785.4 |
HIGH |
4,706.0 |
0.618 |
4,656.9 |
0.500 |
4,641.8 |
0.382 |
4,626.6 |
LOW |
4,577.5 |
0.618 |
4,498.1 |
1.000 |
4,449.0 |
1.618 |
4,369.6 |
2.618 |
4,241.1 |
4.250 |
4,031.4 |
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