| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,252.0 |
2,346.0 |
94.0 |
4.2% |
2,334.0 |
| High |
2,347.0 |
2,365.0 |
18.0 |
0.8% |
2,351.0 |
| Low |
2,241.0 |
2,330.0 |
89.0 |
4.0% |
2,257.0 |
| Close |
2,320.0 |
2,348.0 |
28.0 |
1.2% |
2,259.0 |
| Range |
106.0 |
35.0 |
-71.0 |
-67.0% |
94.0 |
| ATR |
57.9 |
57.0 |
-0.9 |
-1.6% |
0.0 |
| Volume |
1,607 |
185 |
-1,422 |
-88.5% |
4,426 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.7 |
2,435.3 |
2,367.3 |
|
| R3 |
2,417.7 |
2,400.3 |
2,357.6 |
|
| R2 |
2,382.7 |
2,382.7 |
2,354.4 |
|
| R1 |
2,365.3 |
2,365.3 |
2,351.2 |
2,374.0 |
| PP |
2,347.7 |
2,347.7 |
2,347.7 |
2,352.0 |
| S1 |
2,330.3 |
2,330.3 |
2,344.8 |
2,339.0 |
| S2 |
2,312.7 |
2,312.7 |
2,341.6 |
|
| S3 |
2,277.7 |
2,295.3 |
2,338.4 |
|
| S4 |
2,242.7 |
2,260.3 |
2,328.8 |
|
|
| 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 |
2,365.0 |
2,241.0 |
124.0 |
5.3% |
52.2 |
2.2% |
86% |
True |
False |
1,076 |
| 10 |
2,442.0 |
2,241.0 |
201.0 |
8.6% |
52.0 |
2.2% |
53% |
False |
False |
792 |
| 20 |
2,442.0 |
2,241.0 |
201.0 |
8.6% |
54.7 |
2.3% |
53% |
False |
False |
6,891 |
| 40 |
2,533.0 |
2,241.0 |
292.0 |
12.4% |
52.6 |
2.2% |
37% |
False |
False |
7,767 |
| 60 |
2,533.0 |
2,096.0 |
437.0 |
18.6% |
53.9 |
2.3% |
58% |
False |
False |
5,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,513.8 |
|
2.618 |
2,456.6 |
|
1.618 |
2,421.6 |
|
1.000 |
2,400.0 |
|
0.618 |
2,386.6 |
|
HIGH |
2,365.0 |
|
0.618 |
2,351.6 |
|
0.500 |
2,347.5 |
|
0.382 |
2,343.4 |
|
LOW |
2,330.0 |
|
0.618 |
2,308.4 |
|
1.000 |
2,295.0 |
|
1.618 |
2,273.4 |
|
2.618 |
2,238.4 |
|
4.250 |
2,181.3 |
|
|