Day Change Summary |
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Previous |
Current |
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17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
3,999.0 |
3,991.0 |
-8.0 |
-0.2% |
3,735.0 |
High |
4,007.0 |
4,035.0 |
28.0 |
0.7% |
4,007.0 |
Low |
3,958.0 |
3,983.0 |
25.0 |
0.6% |
3,692.0 |
Close |
3,982.0 |
4,008.0 |
26.0 |
0.7% |
3,982.0 |
Range |
49.0 |
52.0 |
3.0 |
6.1% |
315.0 |
ATR |
67.2 |
66.2 |
-1.0 |
-1.5% |
0.0 |
Volume |
20,715 |
19,718 |
-997 |
-4.8% |
133,509 |
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Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,164.7 |
4,138.3 |
4,036.6 |
|
R3 |
4,112.7 |
4,086.3 |
4,022.3 |
|
R2 |
4,060.7 |
4,060.7 |
4,017.5 |
|
R1 |
4,034.3 |
4,034.3 |
4,012.8 |
4,047.5 |
PP |
4,008.7 |
4,008.7 |
4,008.7 |
4,015.3 |
S1 |
3,982.3 |
3,982.3 |
4,003.2 |
3,995.5 |
S2 |
3,956.7 |
3,956.7 |
3,998.5 |
|
S3 |
3,904.7 |
3,930.3 |
3,993.7 |
|
S4 |
3,852.7 |
3,878.3 |
3,979.4 |
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Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,838.7 |
4,725.3 |
4,155.3 |
|
R3 |
4,523.7 |
4,410.3 |
4,068.6 |
|
R2 |
4,208.7 |
4,208.7 |
4,039.8 |
|
R1 |
4,095.3 |
4,095.3 |
4,010.9 |
4,152.0 |
PP |
3,893.7 |
3,893.7 |
3,893.7 |
3,922.0 |
S1 |
3,780.3 |
3,780.3 |
3,953.1 |
3,837.0 |
S2 |
3,578.7 |
3,578.7 |
3,924.3 |
|
S3 |
3,263.7 |
3,465.3 |
3,895.4 |
|
S4 |
2,948.7 |
3,150.3 |
3,808.8 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,035.0 |
3,770.0 |
265.0 |
6.6% |
52.8 |
1.3% |
90% |
True |
False |
25,817 |
10 |
4,035.0 |
3,665.0 |
370.0 |
9.2% |
50.1 |
1.3% |
93% |
True |
False |
23,985 |
20 |
4,035.0 |
3,665.0 |
370.0 |
9.2% |
48.9 |
1.2% |
93% |
True |
False |
25,216 |
40 |
4,064.0 |
3,665.0 |
399.0 |
10.0% |
49.4 |
1.2% |
86% |
False |
False |
20,880 |
60 |
4,064.0 |
3,640.0 |
424.0 |
10.6% |
43.2 |
1.1% |
87% |
False |
False |
13,964 |
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Fibonacci Retracements and Extensions |
4.250 |
4,256.0 |
2.618 |
4,171.1 |
1.618 |
4,119.1 |
1.000 |
4,087.0 |
0.618 |
4,067.1 |
HIGH |
4,035.0 |
0.618 |
4,015.1 |
0.500 |
4,009.0 |
0.382 |
4,002.9 |
LOW |
3,983.0 |
0.618 |
3,950.9 |
1.000 |
3,931.0 |
1.618 |
3,898.9 |
2.618 |
3,846.9 |
4.250 |
3,762.0 |
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