Day Change Summary |
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Previous |
Current |
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17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,005.5 |
5,045.0 |
39.5 |
0.8% |
4,554.5 |
High |
5,020.5 |
5,063.5 |
43.0 |
0.9% |
5,023.5 |
Low |
4,965.5 |
5,012.5 |
47.0 |
0.9% |
4,540.0 |
Close |
4,991.5 |
5,038.5 |
47.0 |
0.9% |
4,991.5 |
Range |
55.0 |
51.0 |
-4.0 |
-7.3% |
483.5 |
ATR |
114.6 |
111.5 |
-3.0 |
-2.7% |
0.0 |
Volume |
181 |
119 |
-62 |
-34.3% |
2,188 |
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Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,191.2 |
5,165.8 |
5,066.6 |
|
R3 |
5,140.2 |
5,114.8 |
5,052.5 |
|
R2 |
5,089.2 |
5,089.2 |
5,047.9 |
|
R1 |
5,063.8 |
5,063.8 |
5,043.2 |
5,051.0 |
PP |
5,038.2 |
5,038.2 |
5,038.2 |
5,031.8 |
S1 |
5,012.8 |
5,012.8 |
5,033.8 |
5,000.0 |
S2 |
4,987.2 |
4,987.2 |
5,029.2 |
|
S3 |
4,936.2 |
4,961.8 |
5,024.5 |
|
S4 |
4,885.2 |
4,910.8 |
5,010.5 |
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|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,302.2 |
6,130.3 |
5,257.4 |
|
R3 |
5,818.7 |
5,646.8 |
5,124.5 |
|
R2 |
5,335.2 |
5,335.2 |
5,080.1 |
|
R1 |
5,163.3 |
5,163.3 |
5,035.8 |
5,249.3 |
PP |
4,851.7 |
4,851.7 |
4,851.7 |
4,894.6 |
S1 |
4,679.8 |
4,679.8 |
4,947.2 |
4,765.8 |
S2 |
4,368.2 |
4,368.2 |
4,902.9 |
|
S3 |
3,884.7 |
4,196.3 |
4,858.5 |
|
S4 |
3,401.2 |
3,712.8 |
4,725.6 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,063.5 |
4,715.0 |
348.5 |
6.9% |
87.8 |
1.7% |
93% |
True |
False |
412 |
10 |
5,063.5 |
4,540.0 |
523.5 |
10.4% |
98.7 |
2.0% |
95% |
True |
False |
538 |
20 |
5,063.5 |
4,540.0 |
523.5 |
10.4% |
106.1 |
2.1% |
95% |
True |
False |
498 |
40 |
5,185.0 |
4,540.0 |
645.0 |
12.8% |
105.1 |
2.1% |
77% |
False |
False |
1,119 |
60 |
5,185.0 |
4,540.0 |
645.0 |
12.8% |
106.4 |
2.1% |
77% |
False |
False |
809 |
80 |
5,185.0 |
3,993.0 |
1,192.0 |
23.7% |
107.7 |
2.1% |
88% |
False |
False |
641 |
|
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Fibonacci Retracements and Extensions |
4.250 |
5,280.3 |
2.618 |
5,197.0 |
1.618 |
5,146.0 |
1.000 |
5,114.5 |
0.618 |
5,095.0 |
HIGH |
5,063.5 |
0.618 |
5,044.0 |
0.500 |
5,038.0 |
0.382 |
5,032.0 |
LOW |
5,012.5 |
0.618 |
4,981.0 |
1.000 |
4,961.5 |
1.618 |
4,930.0 |
2.618 |
4,879.0 |
4.250 |
4,795.8 |
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