| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4,180.5 |
4,133.5 |
-47.0 |
-1.1% |
4,196.0 |
| High |
4,210.0 |
4,162.5 |
-47.5 |
-1.1% |
4,326.0 |
| Low |
4,121.5 |
4,084.0 |
-37.5 |
-0.9% |
4,175.5 |
| Close |
4,146.0 |
4,101.5 |
-44.5 |
-1.1% |
4,198.0 |
| Range |
88.5 |
78.5 |
-10.0 |
-11.3% |
150.5 |
| ATR |
88.9 |
88.2 |
-0.7 |
-0.8% |
0.0 |
| Volume |
88,495 |
89,034 |
539 |
0.6% |
407,491 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,351.5 |
4,305.0 |
4,144.5 |
|
| R3 |
4,273.0 |
4,226.5 |
4,123.0 |
|
| R2 |
4,194.5 |
4,194.5 |
4,116.0 |
|
| R1 |
4,148.0 |
4,148.0 |
4,108.5 |
4,132.0 |
| PP |
4,116.0 |
4,116.0 |
4,116.0 |
4,108.0 |
| S1 |
4,069.5 |
4,069.5 |
4,094.5 |
4,053.5 |
| S2 |
4,037.5 |
4,037.5 |
4,087.0 |
|
| S3 |
3,959.0 |
3,991.0 |
4,080.0 |
|
| S4 |
3,880.5 |
3,912.5 |
4,058.5 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,684.5 |
4,592.0 |
4,281.0 |
|
| R3 |
4,534.0 |
4,441.5 |
4,239.5 |
|
| R2 |
4,383.5 |
4,383.5 |
4,225.5 |
|
| R1 |
4,291.0 |
4,291.0 |
4,212.0 |
4,337.0 |
| PP |
4,233.0 |
4,233.0 |
4,233.0 |
4,256.5 |
| S1 |
4,140.5 |
4,140.5 |
4,184.0 |
4,187.0 |
| S2 |
4,082.5 |
4,082.5 |
4,170.5 |
|
| S3 |
3,932.0 |
3,990.0 |
4,156.5 |
|
| S4 |
3,781.5 |
3,839.5 |
4,115.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,326.0 |
4,084.0 |
242.0 |
5.9% |
88.0 |
2.1% |
7% |
False |
True |
93,694 |
| 10 |
4,326.0 |
4,084.0 |
242.0 |
5.9% |
85.5 |
2.1% |
7% |
False |
True |
90,903 |
| 20 |
4,471.5 |
4,084.0 |
387.5 |
9.4% |
86.5 |
2.1% |
5% |
False |
True |
98,696 |
| 40 |
4,471.5 |
4,084.0 |
387.5 |
9.4% |
82.5 |
2.0% |
5% |
False |
True |
49,925 |
| 60 |
4,471.5 |
3,818.0 |
653.5 |
15.9% |
84.0 |
2.1% |
43% |
False |
False |
33,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,496.0 |
|
2.618 |
4,368.0 |
|
1.618 |
4,289.5 |
|
1.000 |
4,241.0 |
|
0.618 |
4,211.0 |
|
HIGH |
4,162.5 |
|
0.618 |
4,132.5 |
|
0.500 |
4,123.0 |
|
0.382 |
4,114.0 |
|
LOW |
4,084.0 |
|
0.618 |
4,035.5 |
|
1.000 |
4,005.5 |
|
1.618 |
3,957.0 |
|
2.618 |
3,878.5 |
|
4.250 |
3,750.5 |
|
|