| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,380.0 |
2,430.0 |
50.0 |
2.1% |
2,334.0 |
| High |
2,446.0 |
2,479.0 |
33.0 |
1.3% |
2,351.0 |
| Low |
2,373.0 |
2,424.0 |
51.0 |
2.1% |
2,257.0 |
| Close |
2,429.0 |
2,445.0 |
16.0 |
0.7% |
2,259.0 |
| Range |
73.0 |
55.0 |
-18.0 |
-24.7% |
94.0 |
| ATR |
59.9 |
59.6 |
-0.4 |
-0.6% |
0.0 |
| Volume |
489 |
735 |
246 |
50.3% |
4,426 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,614.3 |
2,584.7 |
2,475.3 |
|
| R3 |
2,559.3 |
2,529.7 |
2,460.1 |
|
| R2 |
2,504.3 |
2,504.3 |
2,455.1 |
|
| R1 |
2,474.7 |
2,474.7 |
2,450.0 |
2,489.5 |
| PP |
2,449.3 |
2,449.3 |
2,449.3 |
2,456.8 |
| S1 |
2,419.7 |
2,419.7 |
2,440.0 |
2,434.5 |
| S2 |
2,394.3 |
2,394.3 |
2,434.9 |
|
| S3 |
2,339.3 |
2,364.7 |
2,429.9 |
|
| S4 |
2,284.3 |
2,309.7 |
2,414.8 |
|
|
| 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 |
2,479.0 |
2,241.0 |
238.0 |
9.7% |
61.4 |
2.5% |
86% |
True |
False |
1,142 |
| 10 |
2,479.0 |
2,241.0 |
238.0 |
9.7% |
51.6 |
2.1% |
86% |
True |
False |
766 |
| 20 |
2,479.0 |
2,241.0 |
238.0 |
9.7% |
55.6 |
2.3% |
86% |
True |
False |
2,078 |
| 40 |
2,533.0 |
2,241.0 |
292.0 |
11.9% |
53.1 |
2.2% |
70% |
False |
False |
7,362 |
| 60 |
2,533.0 |
2,176.0 |
357.0 |
14.6% |
53.5 |
2.2% |
75% |
False |
False |
5,820 |
| 80 |
2,533.0 |
1,915.0 |
618.0 |
25.3% |
54.5 |
2.2% |
86% |
False |
False |
4,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,712.8 |
|
2.618 |
2,623.0 |
|
1.618 |
2,568.0 |
|
1.000 |
2,534.0 |
|
0.618 |
2,513.0 |
|
HIGH |
2,479.0 |
|
0.618 |
2,458.0 |
|
0.500 |
2,451.5 |
|
0.382 |
2,445.0 |
|
LOW |
2,424.0 |
|
0.618 |
2,390.0 |
|
1.000 |
2,369.0 |
|
1.618 |
2,335.0 |
|
2.618 |
2,280.0 |
|
4.250 |
2,190.3 |
|
|