| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
4,836.0 |
4,751.0 |
-85.0 |
-1.8% |
4,866.5 |
| High |
4,869.0 |
4,904.5 |
35.5 |
0.7% |
4,869.0 |
| Low |
4,760.0 |
4,750.0 |
-10.0 |
-0.2% |
4,671.0 |
| Close |
4,782.0 |
4,888.0 |
106.0 |
2.2% |
4,782.0 |
| Range |
109.0 |
154.5 |
45.5 |
41.7% |
198.0 |
| ATR |
114.1 |
117.0 |
2.9 |
2.5% |
0.0 |
| Volume |
572 |
309 |
-263 |
-46.0% |
2,382 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,311.0 |
5,254.0 |
4,973.0 |
|
| R3 |
5,156.5 |
5,099.5 |
4,930.5 |
|
| R2 |
5,002.0 |
5,002.0 |
4,916.3 |
|
| R1 |
4,945.0 |
4,945.0 |
4,902.2 |
4,973.5 |
| PP |
4,847.5 |
4,847.5 |
4,847.5 |
4,861.8 |
| S1 |
4,790.5 |
4,790.5 |
4,873.8 |
4,819.0 |
| S2 |
4,693.0 |
4,693.0 |
4,859.7 |
|
| S3 |
4,538.5 |
4,636.0 |
4,845.5 |
|
| S4 |
4,384.0 |
4,481.5 |
4,803.0 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,368.0 |
5,273.0 |
4,890.9 |
|
| R3 |
5,170.0 |
5,075.0 |
4,836.5 |
|
| R2 |
4,972.0 |
4,972.0 |
4,818.3 |
|
| R1 |
4,877.0 |
4,877.0 |
4,800.2 |
4,825.5 |
| PP |
4,774.0 |
4,774.0 |
4,774.0 |
4,748.3 |
| S1 |
4,679.0 |
4,679.0 |
4,763.9 |
4,627.5 |
| S2 |
4,576.0 |
4,576.0 |
4,745.7 |
|
| S3 |
4,378.0 |
4,481.0 |
4,727.6 |
|
| S4 |
4,180.0 |
4,283.0 |
4,673.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,904.5 |
4,685.0 |
219.5 |
4.5% |
117.4 |
2.4% |
92% |
True |
False |
432 |
| 10 |
4,945.5 |
4,671.0 |
274.5 |
5.6% |
114.3 |
2.3% |
79% |
False |
False |
2,154 |
| 20 |
5,185.0 |
4,671.0 |
514.0 |
10.5% |
106.4 |
2.2% |
42% |
False |
False |
1,802 |
| 40 |
5,185.0 |
4,671.0 |
514.0 |
10.5% |
109.5 |
2.2% |
42% |
False |
False |
1,010 |
| 60 |
5,185.0 |
4,243.0 |
942.0 |
19.3% |
108.8 |
2.2% |
68% |
False |
False |
704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,561.1 |
|
2.618 |
5,309.0 |
|
1.618 |
5,154.5 |
|
1.000 |
5,059.0 |
|
0.618 |
5,000.0 |
|
HIGH |
4,904.5 |
|
0.618 |
4,845.5 |
|
0.500 |
4,827.3 |
|
0.382 |
4,809.0 |
|
LOW |
4,750.0 |
|
0.618 |
4,654.5 |
|
1.000 |
4,595.5 |
|
1.618 |
4,500.0 |
|
2.618 |
4,345.5 |
|
4.250 |
4,093.4 |
|
|