| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,279.0 |
2,281.0 |
2.0 |
0.1% |
2,334.0 |
| High |
2,318.0 |
2,295.0 |
-23.0 |
-1.0% |
2,351.0 |
| Low |
2,279.0 |
2,257.0 |
-22.0 |
-1.0% |
2,257.0 |
| Close |
2,291.0 |
2,259.0 |
-32.0 |
-1.4% |
2,259.0 |
| Range |
39.0 |
38.0 |
-1.0 |
-2.6% |
94.0 |
| ATR |
55.5 |
54.2 |
-1.2 |
-2.3% |
0.0 |
| Volume |
407 |
2,695 |
2,288 |
562.2% |
4,426 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.3 |
2,359.7 |
2,279.9 |
|
| R3 |
2,346.3 |
2,321.7 |
2,269.5 |
|
| R2 |
2,308.3 |
2,308.3 |
2,266.0 |
|
| R1 |
2,283.7 |
2,283.7 |
2,262.5 |
2,277.0 |
| PP |
2,270.3 |
2,270.3 |
2,270.3 |
2,267.0 |
| S1 |
2,245.7 |
2,245.7 |
2,255.5 |
2,239.0 |
| S2 |
2,232.3 |
2,232.3 |
2,252.0 |
|
| S3 |
2,194.3 |
2,207.7 |
2,248.6 |
|
| S4 |
2,156.3 |
2,169.7 |
2,238.1 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,571.0 |
2,509.0 |
2,310.7 |
|
| R3 |
2,477.0 |
2,415.0 |
2,284.9 |
|
| R2 |
2,383.0 |
2,383.0 |
2,276.2 |
|
| R1 |
2,321.0 |
2,321.0 |
2,267.6 |
2,305.0 |
| PP |
2,289.0 |
2,289.0 |
2,289.0 |
2,281.0 |
| S1 |
2,227.0 |
2,227.0 |
2,250.4 |
2,211.0 |
| S2 |
2,195.0 |
2,195.0 |
2,241.8 |
|
| S3 |
2,101.0 |
2,133.0 |
2,233.2 |
|
| S4 |
2,007.0 |
2,039.0 |
2,207.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,351.0 |
2,257.0 |
94.0 |
4.2% |
44.6 |
2.0% |
2% |
False |
True |
885 |
| 10 |
2,442.0 |
2,257.0 |
185.0 |
8.2% |
49.8 |
2.2% |
1% |
False |
True |
772 |
| 20 |
2,489.0 |
2,257.0 |
232.0 |
10.3% |
54.4 |
2.4% |
1% |
False |
True |
9,965 |
| 40 |
2,533.0 |
2,257.0 |
276.0 |
12.2% |
52.0 |
2.3% |
1% |
False |
True |
7,775 |
| 60 |
2,533.0 |
2,096.0 |
437.0 |
19.3% |
53.5 |
2.4% |
37% |
False |
False |
5,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.5 |
|
2.618 |
2,394.5 |
|
1.618 |
2,356.5 |
|
1.000 |
2,333.0 |
|
0.618 |
2,318.5 |
|
HIGH |
2,295.0 |
|
0.618 |
2,280.5 |
|
0.500 |
2,276.0 |
|
0.382 |
2,271.5 |
|
LOW |
2,257.0 |
|
0.618 |
2,233.5 |
|
1.000 |
2,219.0 |
|
1.618 |
2,195.5 |
|
2.618 |
2,157.5 |
|
4.250 |
2,095.5 |
|
|