| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,430.0 |
2,474.0 |
44.0 |
1.8% |
2,252.0 |
| High |
2,479.0 |
2,474.0 |
-5.0 |
-0.2% |
2,479.0 |
| Low |
2,424.0 |
2,441.0 |
17.0 |
0.7% |
2,241.0 |
| Close |
2,445.0 |
2,457.0 |
12.0 |
0.5% |
2,457.0 |
| Range |
55.0 |
33.0 |
-22.0 |
-40.0% |
238.0 |
| ATR |
59.6 |
57.7 |
-1.9 |
-3.2% |
0.0 |
| Volume |
735 |
230 |
-505 |
-68.7% |
3,246 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,556.3 |
2,539.7 |
2,475.2 |
|
| R3 |
2,523.3 |
2,506.7 |
2,466.1 |
|
| R2 |
2,490.3 |
2,490.3 |
2,463.1 |
|
| R1 |
2,473.7 |
2,473.7 |
2,460.0 |
2,465.5 |
| PP |
2,457.3 |
2,457.3 |
2,457.3 |
2,453.3 |
| S1 |
2,440.7 |
2,440.7 |
2,454.0 |
2,432.5 |
| S2 |
2,424.3 |
2,424.3 |
2,451.0 |
|
| S3 |
2,391.3 |
2,407.7 |
2,447.9 |
|
| S4 |
2,358.3 |
2,374.7 |
2,438.9 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,106.3 |
3,019.7 |
2,587.9 |
|
| R3 |
2,868.3 |
2,781.7 |
2,522.5 |
|
| R2 |
2,630.3 |
2,630.3 |
2,500.6 |
|
| R1 |
2,543.7 |
2,543.7 |
2,478.8 |
2,587.0 |
| PP |
2,392.3 |
2,392.3 |
2,392.3 |
2,414.0 |
| S1 |
2,305.7 |
2,305.7 |
2,435.2 |
2,349.0 |
| S2 |
2,154.3 |
2,154.3 |
2,413.4 |
|
| S3 |
1,916.3 |
2,067.7 |
2,391.6 |
|
| S4 |
1,678.3 |
1,829.7 |
2,326.1 |
|
|
| 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% |
60.4 |
2.5% |
91% |
False |
False |
649 |
| 10 |
2,479.0 |
2,241.0 |
238.0 |
9.7% |
52.5 |
2.1% |
91% |
False |
False |
767 |
| 20 |
2,479.0 |
2,241.0 |
238.0 |
9.7% |
55.5 |
2.3% |
91% |
False |
False |
1,403 |
| 40 |
2,533.0 |
2,241.0 |
292.0 |
11.9% |
53.0 |
2.2% |
74% |
False |
False |
7,361 |
| 60 |
2,533.0 |
2,176.0 |
357.0 |
14.5% |
53.4 |
2.2% |
79% |
False |
False |
5,777 |
| 80 |
2,533.0 |
1,915.0 |
618.0 |
25.2% |
54.2 |
2.2% |
88% |
False |
False |
4,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,614.3 |
|
2.618 |
2,560.4 |
|
1.618 |
2,527.4 |
|
1.000 |
2,507.0 |
|
0.618 |
2,494.4 |
|
HIGH |
2,474.0 |
|
0.618 |
2,461.4 |
|
0.500 |
2,457.5 |
|
0.382 |
2,453.6 |
|
LOW |
2,441.0 |
|
0.618 |
2,420.6 |
|
1.000 |
2,408.0 |
|
1.618 |
2,387.6 |
|
2.618 |
2,354.6 |
|
4.250 |
2,300.8 |
|
|