| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,498.0 |
2,513.0 |
15.0 |
0.6% |
2,252.0 |
| High |
2,533.0 |
2,521.0 |
-12.0 |
-0.5% |
2,479.0 |
| Low |
2,486.0 |
2,485.0 |
-1.0 |
0.0% |
2,241.0 |
| Close |
2,504.0 |
2,508.0 |
4.0 |
0.2% |
2,457.0 |
| Range |
47.0 |
36.0 |
-11.0 |
-23.4% |
238.0 |
| ATR |
55.9 |
54.5 |
-1.4 |
-2.5% |
0.0 |
| Volume |
178 |
94 |
-84 |
-47.2% |
3,246 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.7 |
2,596.3 |
2,527.8 |
|
| R3 |
2,576.7 |
2,560.3 |
2,517.9 |
|
| R2 |
2,540.7 |
2,540.7 |
2,514.6 |
|
| R1 |
2,524.3 |
2,524.3 |
2,511.3 |
2,514.5 |
| PP |
2,504.7 |
2,504.7 |
2,504.7 |
2,499.8 |
| S1 |
2,488.3 |
2,488.3 |
2,504.7 |
2,478.5 |
| S2 |
2,468.7 |
2,468.7 |
2,501.4 |
|
| S3 |
2,432.7 |
2,452.3 |
2,498.1 |
|
| S4 |
2,396.7 |
2,416.3 |
2,488.2 |
|
|
| 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 |
2,424.0 |
109.0 |
4.3% |
39.2 |
1.6% |
77% |
False |
False |
343 |
| 10 |
2,533.0 |
2,241.0 |
292.0 |
11.6% |
48.7 |
1.9% |
91% |
False |
False |
710 |
| 20 |
2,533.0 |
2,241.0 |
292.0 |
11.6% |
51.6 |
2.1% |
91% |
False |
False |
1,376 |
| 40 |
2,533.0 |
2,241.0 |
292.0 |
11.6% |
51.3 |
2.0% |
91% |
False |
False |
7,018 |
| 60 |
2,533.0 |
2,221.0 |
312.0 |
12.4% |
52.8 |
2.1% |
92% |
False |
False |
5,765 |
| 80 |
2,533.0 |
1,915.0 |
618.0 |
24.6% |
54.1 |
2.2% |
96% |
False |
False |
4,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,674.0 |
|
2.618 |
2,615.2 |
|
1.618 |
2,579.2 |
|
1.000 |
2,557.0 |
|
0.618 |
2,543.2 |
|
HIGH |
2,521.0 |
|
0.618 |
2,507.2 |
|
0.500 |
2,503.0 |
|
0.382 |
2,498.8 |
|
LOW |
2,485.0 |
|
0.618 |
2,462.8 |
|
1.000 |
2,449.0 |
|
1.618 |
2,426.8 |
|
2.618 |
2,390.8 |
|
4.250 |
2,332.0 |
|
|