Day Change Summary |
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Previous |
Current |
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23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,155.0 |
5,230.0 |
75.0 |
1.5% |
5,045.0 |
High |
5,273.5 |
5,304.0 |
30.5 |
0.6% |
5,304.0 |
Low |
5,111.0 |
5,208.5 |
97.5 |
1.9% |
5,012.5 |
Close |
5,252.0 |
5,228.0 |
-24.0 |
-0.5% |
5,228.0 |
Range |
162.5 |
95.5 |
-67.0 |
-41.2% |
291.5 |
ATR |
113.3 |
112.0 |
-1.3 |
-1.1% |
0.0 |
Volume |
2,542 |
166 |
-2,376 |
-93.5% |
3,366 |
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Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,533.3 |
5,476.2 |
5,280.5 |
|
R3 |
5,437.8 |
5,380.7 |
5,254.3 |
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R2 |
5,342.3 |
5,342.3 |
5,245.5 |
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R1 |
5,285.2 |
5,285.2 |
5,236.8 |
5,266.0 |
PP |
5,246.8 |
5,246.8 |
5,246.8 |
5,237.3 |
S1 |
5,189.7 |
5,189.7 |
5,219.2 |
5,170.5 |
S2 |
5,151.3 |
5,151.3 |
5,210.5 |
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S3 |
5,055.8 |
5,094.2 |
5,201.7 |
|
S4 |
4,960.3 |
4,998.7 |
5,175.5 |
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Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,056.0 |
5,933.5 |
5,388.3 |
|
R3 |
5,764.5 |
5,642.0 |
5,308.2 |
|
R2 |
5,473.0 |
5,473.0 |
5,281.4 |
|
R1 |
5,350.5 |
5,350.5 |
5,254.7 |
5,411.8 |
PP |
5,181.5 |
5,181.5 |
5,181.5 |
5,212.1 |
S1 |
5,059.0 |
5,059.0 |
5,201.3 |
5,120.3 |
S2 |
4,890.0 |
4,890.0 |
5,174.6 |
|
S3 |
4,598.5 |
4,767.5 |
5,147.8 |
|
S4 |
4,307.0 |
4,476.0 |
5,067.7 |
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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 |
5,304.0 |
5,012.5 |
291.5 |
5.6% |
100.6 |
1.9% |
74% |
True |
False |
673 |
10 |
5,304.0 |
4,540.0 |
764.0 |
14.6% |
110.5 |
2.1% |
90% |
True |
False |
555 |
20 |
5,304.0 |
4,540.0 |
764.0 |
14.6% |
107.1 |
2.0% |
90% |
True |
False |
567 |
40 |
5,304.0 |
4,540.0 |
764.0 |
14.6% |
106.3 |
2.0% |
90% |
True |
False |
1,182 |
60 |
5,304.0 |
4,540.0 |
764.0 |
14.6% |
107.5 |
2.1% |
90% |
True |
False |
858 |
80 |
5,304.0 |
4,025.5 |
1,278.5 |
24.5% |
108.3 |
2.1% |
94% |
True |
False |
667 |
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Fibonacci Retracements and Extensions |
4.250 |
5,709.9 |
2.618 |
5,554.0 |
1.618 |
5,458.5 |
1.000 |
5,399.5 |
0.618 |
5,363.0 |
HIGH |
5,304.0 |
0.618 |
5,267.5 |
0.500 |
5,256.3 |
0.382 |
5,245.0 |
LOW |
5,208.5 |
0.618 |
5,149.5 |
1.000 |
5,113.0 |
1.618 |
5,054.0 |
2.618 |
4,958.5 |
4.250 |
4,802.6 |
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