Day Change Summary |
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Previous |
Current |
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06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,435.40 |
1,440.83 |
5.43 |
0.4% |
1,483.66 |
High |
1,444.30 |
1,443.06 |
-1.24 |
-0.1% |
1,497.71 |
Low |
1,424.61 |
1,403.60 |
-21.01 |
-1.5% |
1,443.75 |
Close |
1,441.01 |
1,404.78 |
-36.23 |
-2.5% |
1,446.28 |
Range |
19.69 |
39.46 |
19.77 |
100.4% |
53.96 |
ATR |
29.07 |
29.81 |
0.74 |
2.6% |
0.00 |
Volume |
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Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,535.53 |
1,509.61 |
1,426.48 |
|
R3 |
1,496.07 |
1,470.15 |
1,415.63 |
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R2 |
1,456.61 |
1,456.61 |
1,412.01 |
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R1 |
1,430.69 |
1,430.69 |
1,408.40 |
1,423.92 |
PP |
1,417.15 |
1,417.15 |
1,417.15 |
1,413.76 |
S1 |
1,391.23 |
1,391.23 |
1,401.16 |
1,384.46 |
S2 |
1,377.69 |
1,377.69 |
1,397.55 |
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S3 |
1,338.23 |
1,351.77 |
1,393.93 |
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S4 |
1,298.77 |
1,312.31 |
1,383.08 |
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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 |
1,403.60 |
94.11 |
6.7% |
24.78 |
1.8% |
1% |
False |
True |
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10 |
1,497.71 |
1,403.60 |
94.11 |
6.7% |
25.11 |
1.8% |
1% |
False |
True |
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20 |
1,511.94 |
1,403.60 |
108.34 |
7.7% |
25.10 |
1.8% |
1% |
False |
True |
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40 |
1,511.94 |
1,339.82 |
172.12 |
12.3% |
28.23 |
2.0% |
38% |
False |
False |
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60 |
1,511.94 |
1,295.10 |
216.84 |
15.4% |
28.57 |
2.0% |
51% |
False |
False |
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80 |
1,511.94 |
1,144.21 |
367.73 |
26.2% |
29.62 |
2.1% |
71% |
False |
False |
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100 |
1,511.94 |
1,040.41 |
471.53 |
33.6% |
31.15 |
2.2% |
77% |
False |
False |
|
120 |
1,511.94 |
1,040.41 |
471.53 |
33.6% |
32.31 |
2.3% |
77% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,610.77 |
2.618 |
1,546.37 |
1.618 |
1,506.91 |
1.000 |
1,482.52 |
0.618 |
1,467.45 |
HIGH |
1,443.06 |
0.618 |
1,427.99 |
0.500 |
1,423.33 |
0.382 |
1,418.67 |
LOW |
1,403.60 |
0.618 |
1,379.21 |
1.000 |
1,364.14 |
1.618 |
1,339.75 |
2.618 |
1,300.29 |
4.250 |
1,235.90 |
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