Day Change Summary |
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Previous |
Current |
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21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,055.5 |
5,114.5 |
59.0 |
1.2% |
4,554.5 |
High |
5,144.5 |
5,145.0 |
0.5 |
0.0% |
5,023.5 |
Low |
5,038.5 |
5,057.0 |
18.5 |
0.4% |
4,540.0 |
Close |
5,095.5 |
5,119.5 |
24.0 |
0.5% |
4,991.5 |
Range |
106.0 |
88.0 |
-18.0 |
-17.0% |
483.5 |
ATR |
111.1 |
109.5 |
-1.7 |
-1.5% |
0.0 |
Volume |
401 |
138 |
-263 |
-65.6% |
2,188 |
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Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,371.2 |
5,333.3 |
5,167.9 |
|
R3 |
5,283.2 |
5,245.3 |
5,143.7 |
|
R2 |
5,195.2 |
5,195.2 |
5,135.6 |
|
R1 |
5,157.3 |
5,157.3 |
5,127.6 |
5,176.3 |
PP |
5,107.2 |
5,107.2 |
5,107.2 |
5,116.6 |
S1 |
5,069.3 |
5,069.3 |
5,111.4 |
5,088.3 |
S2 |
5,019.2 |
5,019.2 |
5,103.4 |
|
S3 |
4,931.2 |
4,981.3 |
5,095.3 |
|
S4 |
4,843.2 |
4,893.3 |
5,071.1 |
|
|
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 |
5,145.0 |
4,910.0 |
235.0 |
4.6% |
82.7 |
1.6% |
89% |
True |
False |
277 |
10 |
5,145.0 |
4,540.0 |
605.0 |
11.8% |
97.8 |
1.9% |
96% |
True |
False |
472 |
20 |
5,145.0 |
4,540.0 |
605.0 |
11.8% |
105.7 |
2.1% |
96% |
True |
False |
485 |
40 |
5,185.0 |
4,540.0 |
645.0 |
12.6% |
102.8 |
2.0% |
90% |
False |
False |
1,118 |
60 |
5,185.0 |
4,540.0 |
645.0 |
12.6% |
106.5 |
2.1% |
90% |
False |
False |
817 |
80 |
5,185.0 |
3,993.0 |
1,192.0 |
23.3% |
107.9 |
2.1% |
95% |
False |
False |
637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,519.0 |
2.618 |
5,375.4 |
1.618 |
5,287.4 |
1.000 |
5,233.0 |
0.618 |
5,199.4 |
HIGH |
5,145.0 |
0.618 |
5,111.4 |
0.500 |
5,101.0 |
0.382 |
5,090.6 |
LOW |
5,057.0 |
0.618 |
5,002.6 |
1.000 |
4,969.0 |
1.618 |
4,914.6 |
2.618 |
4,826.6 |
4.250 |
4,683.0 |
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