| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,474.0 |
2,490.0 |
16.0 |
0.6% |
2,252.0 |
| High |
2,474.0 |
2,497.0 |
23.0 |
0.9% |
2,479.0 |
| Low |
2,441.0 |
2,472.0 |
31.0 |
1.3% |
2,241.0 |
| Close |
2,457.0 |
2,484.0 |
27.0 |
1.1% |
2,457.0 |
| Range |
33.0 |
25.0 |
-8.0 |
-24.2% |
238.0 |
| ATR |
57.7 |
56.4 |
-1.3 |
-2.2% |
0.0 |
| Volume |
230 |
480 |
250 |
108.7% |
3,246 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,559.3 |
2,546.7 |
2,497.8 |
|
| R3 |
2,534.3 |
2,521.7 |
2,490.9 |
|
| R2 |
2,509.3 |
2,509.3 |
2,488.6 |
|
| R1 |
2,496.7 |
2,496.7 |
2,486.3 |
2,490.5 |
| PP |
2,484.3 |
2,484.3 |
2,484.3 |
2,481.3 |
| S1 |
2,471.7 |
2,471.7 |
2,481.7 |
2,465.5 |
| S2 |
2,459.3 |
2,459.3 |
2,479.4 |
|
| S3 |
2,434.3 |
2,446.7 |
2,477.1 |
|
| S4 |
2,409.3 |
2,421.7 |
2,470.3 |
|
|
| 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 |
2,497.0 |
2,330.0 |
167.0 |
6.7% |
44.2 |
1.8% |
92% |
True |
False |
423 |
| 10 |
2,497.0 |
2,241.0 |
256.0 |
10.3% |
51.6 |
2.1% |
95% |
True |
False |
798 |
| 20 |
2,497.0 |
2,241.0 |
256.0 |
10.3% |
52.7 |
2.1% |
95% |
True |
False |
1,384 |
| 40 |
2,533.0 |
2,241.0 |
292.0 |
11.8% |
52.7 |
2.1% |
83% |
False |
False |
7,368 |
| 60 |
2,533.0 |
2,176.0 |
357.0 |
14.4% |
53.0 |
2.1% |
86% |
False |
False |
5,784 |
| 80 |
2,533.0 |
1,915.0 |
618.0 |
24.9% |
53.8 |
2.2% |
92% |
False |
False |
4,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,603.3 |
|
2.618 |
2,562.5 |
|
1.618 |
2,537.5 |
|
1.000 |
2,522.0 |
|
0.618 |
2,512.5 |
|
HIGH |
2,497.0 |
|
0.618 |
2,487.5 |
|
0.500 |
2,484.5 |
|
0.382 |
2,481.6 |
|
LOW |
2,472.0 |
|
0.618 |
2,456.6 |
|
1.000 |
2,447.0 |
|
1.618 |
2,431.6 |
|
2.618 |
2,406.6 |
|
4.250 |
2,365.8 |
|
|