| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,486.50 |
1,464.66 |
-21.84 |
-1.5% |
1,455.78 |
| High |
1,497.71 |
1,465.18 |
-32.53 |
-2.2% |
1,483.57 |
| Low |
1,479.67 |
1,443.75 |
-35.92 |
-2.4% |
1,413.54 |
| Close |
1,481.34 |
1,446.28 |
-35.06 |
-2.4% |
1,480.20 |
| Range |
18.04 |
21.43 |
3.39 |
18.8% |
70.03 |
| ATR |
29.03 |
29.64 |
0.61 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,516.03 |
1,502.58 |
1,458.07 |
|
| R3 |
1,494.60 |
1,481.15 |
1,452.17 |
|
| R2 |
1,473.17 |
1,473.17 |
1,450.21 |
|
| R1 |
1,459.72 |
1,459.72 |
1,448.24 |
1,455.73 |
| PP |
1,451.74 |
1,451.74 |
1,451.74 |
1,449.74 |
| S1 |
1,438.29 |
1,438.29 |
1,444.32 |
1,434.30 |
| S2 |
1,430.31 |
1,430.31 |
1,442.35 |
|
| S3 |
1,408.88 |
1,416.86 |
1,440.39 |
|
| S4 |
1,387.45 |
1,395.43 |
1,434.49 |
|
|
| 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 |
1,497.71 |
1,443.75 |
53.96 |
3.7% |
21.33 |
1.5% |
5% |
False |
True |
|
| 10 |
1,497.71 |
1,413.54 |
84.17 |
5.8% |
24.48 |
1.7% |
39% |
False |
False |
|
| 20 |
1,511.94 |
1,413.54 |
98.40 |
6.8% |
25.11 |
1.7% |
33% |
False |
False |
|
| 40 |
1,511.94 |
1,339.82 |
172.12 |
11.9% |
28.95 |
2.0% |
62% |
False |
False |
|
| 60 |
1,511.94 |
1,280.29 |
231.65 |
16.0% |
28.40 |
2.0% |
72% |
False |
False |
|
| 80 |
1,511.94 |
1,106.72 |
405.22 |
28.0% |
29.91 |
2.1% |
84% |
False |
False |
|
| 100 |
1,511.94 |
1,040.41 |
471.53 |
32.6% |
31.50 |
2.2% |
86% |
False |
False |
|
| 120 |
1,511.94 |
1,040.41 |
471.53 |
32.6% |
32.40 |
2.2% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,556.26 |
|
2.618 |
1,521.28 |
|
1.618 |
1,499.85 |
|
1.000 |
1,486.61 |
|
0.618 |
1,478.42 |
|
HIGH |
1,465.18 |
|
0.618 |
1,456.99 |
|
0.500 |
1,454.47 |
|
0.382 |
1,451.94 |
|
LOW |
1,443.75 |
|
0.618 |
1,430.51 |
|
1.000 |
1,422.32 |
|
1.618 |
1,409.08 |
|
2.618 |
1,387.65 |
|
4.250 |
1,352.67 |
|
|