| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,346.0 |
2,380.0 |
34.0 |
1.4% |
2,334.0 |
| High |
2,365.0 |
2,446.0 |
81.0 |
3.4% |
2,351.0 |
| Low |
2,330.0 |
2,373.0 |
43.0 |
1.8% |
2,257.0 |
| Close |
2,348.0 |
2,429.0 |
81.0 |
3.4% |
2,259.0 |
| Range |
35.0 |
73.0 |
38.0 |
108.6% |
94.0 |
| ATR |
57.0 |
59.9 |
2.9 |
5.1% |
0.0 |
| Volume |
185 |
489 |
304 |
164.3% |
4,426 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,635.0 |
2,605.0 |
2,469.2 |
|
| R3 |
2,562.0 |
2,532.0 |
2,449.1 |
|
| R2 |
2,489.0 |
2,489.0 |
2,442.4 |
|
| R1 |
2,459.0 |
2,459.0 |
2,435.7 |
2,474.0 |
| PP |
2,416.0 |
2,416.0 |
2,416.0 |
2,423.5 |
| S1 |
2,386.0 |
2,386.0 |
2,422.3 |
2,401.0 |
| S2 |
2,343.0 |
2,343.0 |
2,415.6 |
|
| S3 |
2,270.0 |
2,313.0 |
2,408.9 |
|
| S4 |
2,197.0 |
2,240.0 |
2,388.9 |
|
|
| 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 |
2,446.0 |
2,241.0 |
205.0 |
8.4% |
58.2 |
2.4% |
92% |
True |
False |
1,076 |
| 10 |
2,446.0 |
2,241.0 |
205.0 |
8.4% |
53.9 |
2.2% |
92% |
True |
False |
734 |
| 20 |
2,446.0 |
2,241.0 |
205.0 |
8.4% |
55.6 |
2.3% |
92% |
True |
False |
4,693 |
| 40 |
2,533.0 |
2,241.0 |
292.0 |
12.0% |
53.0 |
2.2% |
64% |
False |
False |
7,523 |
| 60 |
2,533.0 |
2,134.0 |
399.0 |
16.4% |
53.9 |
2.2% |
74% |
False |
False |
5,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,756.3 |
|
2.618 |
2,637.1 |
|
1.618 |
2,564.1 |
|
1.000 |
2,519.0 |
|
0.618 |
2,491.1 |
|
HIGH |
2,446.0 |
|
0.618 |
2,418.1 |
|
0.500 |
2,409.5 |
|
0.382 |
2,400.9 |
|
LOW |
2,373.0 |
|
0.618 |
2,327.9 |
|
1.000 |
2,300.0 |
|
1.618 |
2,254.9 |
|
2.618 |
2,181.9 |
|
4.250 |
2,062.8 |
|
|