| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,483.66 |
1,484.82 |
1.16 |
0.1% |
1,455.78 |
| High |
1,493.57 |
1,493.37 |
-0.20 |
0.0% |
1,483.57 |
| Low |
1,468.98 |
1,468.11 |
-0.87 |
-0.1% |
1,413.54 |
| Close |
1,483.83 |
1,477.25 |
-6.58 |
-0.4% |
1,480.20 |
| Range |
24.59 |
25.26 |
0.67 |
2.7% |
70.03 |
| ATR |
30.03 |
29.69 |
-0.34 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,555.36 |
1,541.56 |
1,491.14 |
|
| R3 |
1,530.10 |
1,516.30 |
1,484.20 |
|
| R2 |
1,504.84 |
1,504.84 |
1,481.88 |
|
| R1 |
1,491.04 |
1,491.04 |
1,479.57 |
1,485.31 |
| PP |
1,479.58 |
1,479.58 |
1,479.58 |
1,476.71 |
| S1 |
1,465.78 |
1,465.78 |
1,474.93 |
1,460.05 |
| S2 |
1,454.32 |
1,454.32 |
1,472.62 |
|
| S3 |
1,429.06 |
1,440.52 |
1,470.30 |
|
| S4 |
1,403.80 |
1,415.26 |
1,463.36 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,493.57 |
1,434.97 |
58.60 |
4.0% |
26.63 |
1.8% |
72% |
False |
False |
|
| 10 |
1,493.57 |
1,413.54 |
80.03 |
5.4% |
25.48 |
1.7% |
80% |
False |
False |
|
| 20 |
1,511.94 |
1,413.54 |
98.40 |
6.7% |
24.87 |
1.7% |
65% |
False |
False |
|
| 40 |
1,511.94 |
1,339.82 |
172.12 |
11.7% |
29.25 |
2.0% |
80% |
False |
False |
|
| 60 |
1,511.94 |
1,268.79 |
243.15 |
16.5% |
28.65 |
1.9% |
86% |
False |
False |
|
| 80 |
1,511.94 |
1,040.41 |
471.53 |
31.9% |
30.65 |
2.1% |
93% |
False |
False |
|
| 100 |
1,511.94 |
1,040.41 |
471.53 |
31.9% |
31.66 |
2.1% |
93% |
False |
False |
|
| 120 |
1,511.94 |
1,040.41 |
471.53 |
31.9% |
32.60 |
2.2% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,600.73 |
|
2.618 |
1,559.50 |
|
1.618 |
1,534.24 |
|
1.000 |
1,518.63 |
|
0.618 |
1,508.98 |
|
HIGH |
1,493.37 |
|
0.618 |
1,483.72 |
|
0.500 |
1,480.74 |
|
0.382 |
1,477.76 |
|
LOW |
1,468.11 |
|
0.618 |
1,452.50 |
|
1.000 |
1,442.85 |
|
1.618 |
1,427.24 |
|
2.618 |
1,401.98 |
|
4.250 |
1,360.76 |
|
|