Day Change Summary |
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Previous |
Current |
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30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,484.82 |
1,486.50 |
1.68 |
0.1% |
1,455.78 |
High |
1,493.37 |
1,497.71 |
4.34 |
0.3% |
1,483.57 |
Low |
1,468.11 |
1,479.67 |
11.56 |
0.8% |
1,413.54 |
Close |
1,477.25 |
1,481.34 |
4.09 |
0.3% |
1,480.20 |
Range |
25.26 |
18.04 |
-7.22 |
-28.6% |
70.03 |
ATR |
29.69 |
29.03 |
-0.66 |
-2.2% |
0.00 |
Volume |
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Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,540.36 |
1,528.89 |
1,491.26 |
|
R3 |
1,522.32 |
1,510.85 |
1,486.30 |
|
R2 |
1,504.28 |
1,504.28 |
1,484.65 |
|
R1 |
1,492.81 |
1,492.81 |
1,482.99 |
1,489.53 |
PP |
1,486.24 |
1,486.24 |
1,486.24 |
1,484.60 |
S1 |
1,474.77 |
1,474.77 |
1,479.69 |
1,471.49 |
S2 |
1,468.20 |
1,468.20 |
1,478.03 |
|
S3 |
1,450.16 |
1,456.73 |
1,476.38 |
|
S4 |
1,432.12 |
1,438.69 |
1,471.42 |
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Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.19 |
1,644.73 |
1,518.72 |
|
R3 |
1,599.16 |
1,574.70 |
1,499.46 |
|
R2 |
1,529.13 |
1,529.13 |
1,493.04 |
|
R1 |
1,504.67 |
1,504.67 |
1,486.62 |
1,516.90 |
PP |
1,459.10 |
1,459.10 |
1,459.10 |
1,465.22 |
S1 |
1,434.64 |
1,434.64 |
1,473.78 |
1,446.87 |
S2 |
1,389.07 |
1,389.07 |
1,467.36 |
|
S3 |
1,319.04 |
1,364.61 |
1,460.94 |
|
S4 |
1,249.01 |
1,294.58 |
1,441.68 |
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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 |
1,497.71 |
1,434.97 |
62.74 |
4.2% |
25.64 |
1.7% |
74% |
True |
False |
|
10 |
1,497.71 |
1,413.54 |
84.17 |
5.7% |
24.21 |
1.6% |
81% |
True |
False |
|
20 |
1,511.94 |
1,413.54 |
98.40 |
6.6% |
24.91 |
1.7% |
69% |
False |
False |
|
40 |
1,511.94 |
1,339.82 |
172.12 |
11.6% |
29.28 |
2.0% |
82% |
False |
False |
|
60 |
1,511.94 |
1,268.79 |
243.15 |
16.4% |
28.50 |
1.9% |
87% |
False |
False |
|
80 |
1,511.94 |
1,060.42 |
451.52 |
30.5% |
30.29 |
2.0% |
93% |
False |
False |
|
100 |
1,511.94 |
1,040.41 |
471.53 |
31.8% |
31.48 |
2.1% |
94% |
False |
False |
|
120 |
1,511.94 |
1,040.41 |
471.53 |
31.8% |
32.51 |
2.2% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,574.38 |
2.618 |
1,544.94 |
1.618 |
1,526.90 |
1.000 |
1,515.75 |
0.618 |
1,508.86 |
HIGH |
1,497.71 |
0.618 |
1,490.82 |
0.500 |
1,488.69 |
0.382 |
1,486.56 |
LOW |
1,479.67 |
0.618 |
1,468.52 |
1.000 |
1,461.63 |
1.618 |
1,450.48 |
2.618 |
1,432.44 |
4.250 |
1,403.00 |
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