| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,490.0 |
2,498.0 |
8.0 |
0.3% |
2,252.0 |
| High |
2,497.0 |
2,533.0 |
36.0 |
1.4% |
2,479.0 |
| Low |
2,472.0 |
2,486.0 |
14.0 |
0.6% |
2,241.0 |
| Close |
2,484.0 |
2,504.0 |
20.0 |
0.8% |
2,457.0 |
| Range |
25.0 |
47.0 |
22.0 |
88.0% |
238.0 |
| ATR |
56.4 |
55.9 |
-0.5 |
-0.9% |
0.0 |
| Volume |
480 |
178 |
-302 |
-62.9% |
3,246 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,648.7 |
2,623.3 |
2,529.9 |
|
| R3 |
2,601.7 |
2,576.3 |
2,516.9 |
|
| R2 |
2,554.7 |
2,554.7 |
2,512.6 |
|
| R1 |
2,529.3 |
2,529.3 |
2,508.3 |
2,542.0 |
| PP |
2,507.7 |
2,507.7 |
2,507.7 |
2,514.0 |
| S1 |
2,482.3 |
2,482.3 |
2,499.7 |
2,495.0 |
| S2 |
2,460.7 |
2,460.7 |
2,495.4 |
|
| S3 |
2,413.7 |
2,435.3 |
2,491.1 |
|
| S4 |
2,366.7 |
2,388.3 |
2,478.2 |
|
|
| 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 |
2,533.0 |
2,373.0 |
160.0 |
6.4% |
46.6 |
1.9% |
82% |
True |
False |
422 |
| 10 |
2,533.0 |
2,241.0 |
292.0 |
11.7% |
49.4 |
2.0% |
90% |
True |
False |
749 |
| 20 |
2,533.0 |
2,241.0 |
292.0 |
11.7% |
53.4 |
2.1% |
90% |
True |
False |
1,380 |
| 40 |
2,533.0 |
2,241.0 |
292.0 |
11.7% |
51.5 |
2.1% |
90% |
True |
False |
7,051 |
| 60 |
2,533.0 |
2,176.0 |
357.0 |
14.3% |
53.0 |
2.1% |
92% |
True |
False |
5,770 |
| 80 |
2,533.0 |
1,915.0 |
618.0 |
24.7% |
53.9 |
2.2% |
95% |
True |
False |
4,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,732.8 |
|
2.618 |
2,656.0 |
|
1.618 |
2,609.0 |
|
1.000 |
2,580.0 |
|
0.618 |
2,562.0 |
|
HIGH |
2,533.0 |
|
0.618 |
2,515.0 |
|
0.500 |
2,509.5 |
|
0.382 |
2,504.0 |
|
LOW |
2,486.0 |
|
0.618 |
2,457.0 |
|
1.000 |
2,439.0 |
|
1.618 |
2,410.0 |
|
2.618 |
2,363.0 |
|
4.250 |
2,286.3 |
|
|