| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,334.0 |
2,325.0 |
-9.0 |
-0.4% |
2,360.0 |
| High |
2,343.0 |
2,351.0 |
8.0 |
0.3% |
2,442.0 |
| Low |
2,309.0 |
2,282.0 |
-27.0 |
-1.2% |
2,338.0 |
| Close |
2,329.0 |
2,299.0 |
-30.0 |
-1.3% |
2,348.0 |
| Range |
34.0 |
69.0 |
35.0 |
102.9% |
104.0 |
| ATR |
56.1 |
57.0 |
0.9 |
1.6% |
0.0 |
| Volume |
163 |
672 |
509 |
312.3% |
3,296 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,517.7 |
2,477.3 |
2,337.0 |
|
| R3 |
2,448.7 |
2,408.3 |
2,318.0 |
|
| R2 |
2,379.7 |
2,379.7 |
2,311.7 |
|
| R1 |
2,339.3 |
2,339.3 |
2,305.3 |
2,325.0 |
| PP |
2,310.7 |
2,310.7 |
2,310.7 |
2,303.5 |
| S1 |
2,270.3 |
2,270.3 |
2,292.7 |
2,256.0 |
| S2 |
2,241.7 |
2,241.7 |
2,286.4 |
|
| S3 |
2,172.7 |
2,201.3 |
2,280.0 |
|
| S4 |
2,103.7 |
2,132.3 |
2,261.1 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.0 |
2,622.0 |
2,405.2 |
|
| R3 |
2,584.0 |
2,518.0 |
2,376.6 |
|
| R2 |
2,480.0 |
2,480.0 |
2,367.1 |
|
| R1 |
2,414.0 |
2,414.0 |
2,357.5 |
2,395.0 |
| PP |
2,376.0 |
2,376.0 |
2,376.0 |
2,366.5 |
| S1 |
2,310.0 |
2,310.0 |
2,338.5 |
2,291.0 |
| S2 |
2,272.0 |
2,272.0 |
2,328.9 |
|
| S3 |
2,168.0 |
2,206.0 |
2,319.4 |
|
| S4 |
2,064.0 |
2,102.0 |
2,290.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,442.0 |
2,282.0 |
160.0 |
7.0% |
51.8 |
2.3% |
11% |
False |
True |
509 |
| 10 |
2,442.0 |
2,282.0 |
160.0 |
7.0% |
57.4 |
2.5% |
11% |
False |
True |
2,010 |
| 20 |
2,520.0 |
2,282.0 |
238.0 |
10.4% |
54.4 |
2.4% |
7% |
False |
True |
10,928 |
| 40 |
2,533.0 |
2,282.0 |
251.0 |
10.9% |
53.5 |
2.3% |
7% |
False |
True |
7,812 |
| 60 |
2,533.0 |
2,096.0 |
437.0 |
19.0% |
53.9 |
2.3% |
46% |
False |
False |
5,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.3 |
|
2.618 |
2,531.6 |
|
1.618 |
2,462.6 |
|
1.000 |
2,420.0 |
|
0.618 |
2,393.6 |
|
HIGH |
2,351.0 |
|
0.618 |
2,324.6 |
|
0.500 |
2,316.5 |
|
0.382 |
2,308.4 |
|
LOW |
2,282.0 |
|
0.618 |
2,239.4 |
|
1.000 |
2,213.0 |
|
1.618 |
2,170.4 |
|
2.618 |
2,101.4 |
|
4.250 |
1,988.8 |
|
|