Day Change Summary |
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Previous |
Current |
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02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,464.66 |
1,435.40 |
-29.26 |
-2.0% |
1,483.66 |
High |
1,465.18 |
1,444.30 |
-20.88 |
-1.4% |
1,497.71 |
Low |
1,443.75 |
1,424.61 |
-19.14 |
-1.3% |
1,443.75 |
Close |
1,446.28 |
1,441.01 |
-5.27 |
-0.4% |
1,446.28 |
Range |
21.43 |
19.69 |
-1.74 |
-8.1% |
53.96 |
ATR |
29.64 |
29.07 |
-0.57 |
-1.9% |
0.00 |
Volume |
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Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.71 |
1,488.05 |
1,451.84 |
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R3 |
1,476.02 |
1,468.36 |
1,446.42 |
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R2 |
1,456.33 |
1,456.33 |
1,444.62 |
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R1 |
1,448.67 |
1,448.67 |
1,442.81 |
1,452.50 |
PP |
1,436.64 |
1,436.64 |
1,436.64 |
1,438.56 |
S1 |
1,428.98 |
1,428.98 |
1,439.21 |
1,432.81 |
S2 |
1,416.95 |
1,416.95 |
1,437.40 |
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S3 |
1,397.26 |
1,409.29 |
1,435.60 |
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S4 |
1,377.57 |
1,389.60 |
1,430.18 |
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Weekly Pivots for week ending 03-Jul-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.46 |
1,589.33 |
1,475.96 |
|
R3 |
1,570.50 |
1,535.37 |
1,461.12 |
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R2 |
1,516.54 |
1,516.54 |
1,456.17 |
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R1 |
1,481.41 |
1,481.41 |
1,451.23 |
1,472.00 |
PP |
1,462.58 |
1,462.58 |
1,462.58 |
1,457.87 |
S1 |
1,427.45 |
1,427.45 |
1,441.33 |
1,418.04 |
S2 |
1,408.62 |
1,408.62 |
1,436.39 |
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S3 |
1,354.66 |
1,373.49 |
1,431.44 |
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S4 |
1,300.70 |
1,319.53 |
1,416.60 |
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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 |
1,424.61 |
73.10 |
5.1% |
21.80 |
1.5% |
22% |
False |
True |
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10 |
1,497.71 |
1,413.54 |
84.17 |
5.8% |
24.70 |
1.7% |
33% |
False |
False |
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20 |
1,511.94 |
1,413.54 |
98.40 |
6.8% |
24.77 |
1.7% |
28% |
False |
False |
|
40 |
1,511.94 |
1,339.82 |
172.12 |
11.9% |
28.10 |
1.9% |
59% |
False |
False |
|
60 |
1,511.94 |
1,295.10 |
216.84 |
15.0% |
28.29 |
2.0% |
67% |
False |
False |
|
80 |
1,511.94 |
1,113.67 |
398.27 |
27.6% |
29.80 |
2.1% |
82% |
False |
False |
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100 |
1,511.94 |
1,040.41 |
471.53 |
32.7% |
31.06 |
2.2% |
85% |
False |
False |
|
120 |
1,511.94 |
1,040.41 |
471.53 |
32.7% |
32.25 |
2.2% |
85% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,527.98 |
2.618 |
1,495.85 |
1.618 |
1,476.16 |
1.000 |
1,463.99 |
0.618 |
1,456.47 |
HIGH |
1,444.30 |
0.618 |
1,436.78 |
0.500 |
1,434.46 |
0.382 |
1,432.13 |
LOW |
1,424.61 |
0.618 |
1,412.44 |
1.000 |
1,404.92 |
1.618 |
1,392.75 |
2.618 |
1,373.06 |
4.250 |
1,340.93 |
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