Day Change Summary |
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Previous |
Current |
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24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,230.0 |
5,293.5 |
63.5 |
1.2% |
5,045.0 |
High |
5,304.0 |
5,309.5 |
5.5 |
0.1% |
5,304.0 |
Low |
5,208.5 |
5,224.0 |
15.5 |
0.3% |
5,012.5 |
Close |
5,228.0 |
5,245.5 |
17.5 |
0.3% |
5,228.0 |
Range |
95.5 |
85.5 |
-10.0 |
-10.5% |
291.5 |
ATR |
112.0 |
110.1 |
-1.9 |
-1.7% |
0.0 |
Volume |
166 |
283 |
117 |
70.5% |
3,366 |
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,516.2 |
5,466.3 |
5,292.5 |
|
R3 |
5,430.7 |
5,380.8 |
5,269.0 |
|
R2 |
5,345.2 |
5,345.2 |
5,261.2 |
|
R1 |
5,295.3 |
5,295.3 |
5,253.3 |
5,277.5 |
PP |
5,259.7 |
5,259.7 |
5,259.7 |
5,250.8 |
S1 |
5,209.8 |
5,209.8 |
5,237.7 |
5,192.0 |
S2 |
5,174.2 |
5,174.2 |
5,229.8 |
|
S3 |
5,088.7 |
5,124.3 |
5,222.0 |
|
S4 |
5,003.2 |
5,038.8 |
5,198.5 |
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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 |
5,309.5 |
5,038.5 |
271.0 |
5.2% |
107.5 |
2.0% |
76% |
True |
False |
706 |
10 |
5,309.5 |
4,715.0 |
594.5 |
11.3% |
97.7 |
1.9% |
89% |
True |
False |
559 |
20 |
5,309.5 |
4,540.0 |
769.5 |
14.7% |
103.7 |
2.0% |
92% |
True |
False |
566 |
40 |
5,309.5 |
4,540.0 |
769.5 |
14.7% |
105.0 |
2.0% |
92% |
True |
False |
1,184 |
60 |
5,309.5 |
4,540.0 |
769.5 |
14.7% |
107.6 |
2.1% |
92% |
True |
False |
862 |
80 |
5,309.5 |
4,243.0 |
1,066.5 |
20.3% |
107.5 |
2.0% |
94% |
True |
False |
669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,672.9 |
2.618 |
5,533.3 |
1.618 |
5,447.8 |
1.000 |
5,395.0 |
0.618 |
5,362.3 |
HIGH |
5,309.5 |
0.618 |
5,276.8 |
0.500 |
5,266.8 |
0.382 |
5,256.7 |
LOW |
5,224.0 |
0.618 |
5,171.2 |
1.000 |
5,138.5 |
1.618 |
5,085.7 |
2.618 |
5,000.2 |
4.250 |
4,860.6 |
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