Day Change Summary |
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Previous |
Current |
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22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,114.5 |
5,155.0 |
40.5 |
0.8% |
4,554.5 |
High |
5,145.0 |
5,273.5 |
128.5 |
2.5% |
5,023.5 |
Low |
5,057.0 |
5,111.0 |
54.0 |
1.1% |
4,540.0 |
Close |
5,119.5 |
5,252.0 |
132.5 |
2.6% |
4,991.5 |
Range |
88.0 |
162.5 |
74.5 |
84.7% |
483.5 |
ATR |
109.5 |
113.3 |
3.8 |
3.5% |
0.0 |
Volume |
138 |
2,542 |
2,404 |
1,742.0% |
2,188 |
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Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,699.7 |
5,638.3 |
5,341.4 |
|
R3 |
5,537.2 |
5,475.8 |
5,296.7 |
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R2 |
5,374.7 |
5,374.7 |
5,281.8 |
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R1 |
5,313.3 |
5,313.3 |
5,266.9 |
5,344.0 |
PP |
5,212.2 |
5,212.2 |
5,212.2 |
5,227.5 |
S1 |
5,150.8 |
5,150.8 |
5,237.1 |
5,181.5 |
S2 |
5,049.7 |
5,049.7 |
5,222.2 |
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S3 |
4,887.2 |
4,988.3 |
5,207.3 |
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S4 |
4,724.7 |
4,825.8 |
5,162.6 |
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Weekly Pivots for week ending 17-Jul-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,302.2 |
6,130.3 |
5,257.4 |
|
R3 |
5,818.7 |
5,646.8 |
5,124.5 |
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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 |
5,273.5 |
4,965.5 |
308.0 |
5.9% |
92.5 |
1.8% |
93% |
True |
False |
676 |
10 |
5,273.5 |
4,540.0 |
733.5 |
14.0% |
108.1 |
2.1% |
97% |
True |
False |
608 |
20 |
5,273.5 |
4,540.0 |
733.5 |
14.0% |
107.8 |
2.1% |
97% |
True |
False |
588 |
40 |
5,273.5 |
4,540.0 |
733.5 |
14.0% |
105.5 |
2.0% |
97% |
True |
False |
1,181 |
60 |
5,273.5 |
4,540.0 |
733.5 |
14.0% |
107.5 |
2.0% |
97% |
True |
False |
856 |
80 |
5,273.5 |
4,025.5 |
1,248.0 |
23.8% |
108.6 |
2.1% |
98% |
True |
False |
666 |
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Fibonacci Retracements and Extensions |
4.250 |
5,964.1 |
2.618 |
5,698.9 |
1.618 |
5,536.4 |
1.000 |
5,436.0 |
0.618 |
5,373.9 |
HIGH |
5,273.5 |
0.618 |
5,211.4 |
0.500 |
5,192.3 |
0.382 |
5,173.1 |
LOW |
5,111.0 |
0.618 |
5,010.6 |
1.000 |
4,948.5 |
1.618 |
4,848.1 |
2.618 |
4,685.6 |
4.250 |
4,420.4 |
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