Day Change Summary |
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Previous |
Current |
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20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,045.0 |
5,055.5 |
10.5 |
0.2% |
4,554.5 |
High |
5,063.5 |
5,144.5 |
81.0 |
1.6% |
5,023.5 |
Low |
5,012.5 |
5,038.5 |
26.0 |
0.5% |
4,540.0 |
Close |
5,038.5 |
5,095.5 |
57.0 |
1.1% |
4,991.5 |
Range |
51.0 |
106.0 |
55.0 |
107.8% |
483.5 |
ATR |
111.5 |
111.1 |
-0.4 |
-0.4% |
0.0 |
Volume |
119 |
401 |
282 |
237.0% |
2,188 |
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Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,410.8 |
5,359.2 |
5,153.8 |
|
R3 |
5,304.8 |
5,253.2 |
5,124.7 |
|
R2 |
5,198.8 |
5,198.8 |
5,114.9 |
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R1 |
5,147.2 |
5,147.2 |
5,105.2 |
5,173.0 |
PP |
5,092.8 |
5,092.8 |
5,092.8 |
5,105.8 |
S1 |
5,041.2 |
5,041.2 |
5,085.8 |
5,067.0 |
S2 |
4,986.8 |
4,986.8 |
5,076.1 |
|
S3 |
4,880.8 |
4,935.2 |
5,066.4 |
|
S4 |
4,774.8 |
4,829.2 |
5,037.2 |
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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 |
5,144.5 |
4,821.0 |
323.5 |
6.3% |
91.0 |
1.8% |
85% |
True |
False |
369 |
10 |
5,144.5 |
4,540.0 |
604.5 |
11.9% |
96.5 |
1.9% |
92% |
True |
False |
540 |
20 |
5,144.5 |
4,540.0 |
604.5 |
11.9% |
107.8 |
2.1% |
92% |
True |
False |
498 |
40 |
5,185.0 |
4,540.0 |
645.0 |
12.7% |
102.6 |
2.0% |
86% |
False |
False |
1,118 |
60 |
5,185.0 |
4,540.0 |
645.0 |
12.7% |
106.2 |
2.1% |
86% |
False |
False |
815 |
80 |
5,185.0 |
3,993.0 |
1,192.0 |
23.4% |
108.1 |
2.1% |
92% |
False |
False |
637 |
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Fibonacci Retracements and Extensions |
4.250 |
5,595.0 |
2.618 |
5,422.0 |
1.618 |
5,316.0 |
1.000 |
5,250.5 |
0.618 |
5,210.0 |
HIGH |
5,144.5 |
0.618 |
5,104.0 |
0.500 |
5,091.5 |
0.382 |
5,079.0 |
LOW |
5,038.5 |
0.618 |
4,973.0 |
1.000 |
4,932.5 |
1.618 |
4,867.0 |
2.618 |
4,761.0 |
4.250 |
4,588.0 |
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