Day Change Summary |
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Previous |
Current |
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27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,293.5 |
5,272.0 |
-21.5 |
-0.4% |
5,045.0 |
High |
5,309.5 |
5,305.0 |
-4.5 |
-0.1% |
5,304.0 |
Low |
5,224.0 |
5,169.5 |
-54.5 |
-1.0% |
5,012.5 |
Close |
5,245.5 |
5,180.5 |
-65.0 |
-1.2% |
5,228.0 |
Range |
85.5 |
135.5 |
50.0 |
58.5% |
291.5 |
ATR |
110.1 |
111.9 |
1.8 |
1.6% |
0.0 |
Volume |
283 |
799 |
516 |
182.3% |
3,366 |
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Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,624.8 |
5,538.2 |
5,255.0 |
|
R3 |
5,489.3 |
5,402.7 |
5,217.8 |
|
R2 |
5,353.8 |
5,353.8 |
5,205.3 |
|
R1 |
5,267.2 |
5,267.2 |
5,192.9 |
5,242.8 |
PP |
5,218.3 |
5,218.3 |
5,218.3 |
5,206.1 |
S1 |
5,131.7 |
5,131.7 |
5,168.1 |
5,107.3 |
S2 |
5,082.8 |
5,082.8 |
5,155.7 |
|
S3 |
4,947.3 |
4,996.2 |
5,143.2 |
|
S4 |
4,811.8 |
4,860.7 |
5,106.0 |
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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 |
5,057.0 |
252.5 |
4.9% |
113.4 |
2.2% |
49% |
False |
False |
785 |
10 |
5,309.5 |
4,821.0 |
488.5 |
9.4% |
102.2 |
2.0% |
74% |
False |
False |
577 |
20 |
5,309.5 |
4,540.0 |
769.5 |
14.9% |
104.2 |
2.0% |
83% |
False |
False |
595 |
40 |
5,309.5 |
4,540.0 |
769.5 |
14.9% |
106.7 |
2.1% |
83% |
False |
False |
1,190 |
60 |
5,309.5 |
4,540.0 |
769.5 |
14.9% |
108.7 |
2.1% |
83% |
False |
False |
875 |
80 |
5,309.5 |
4,266.5 |
1,043.0 |
20.1% |
106.9 |
2.1% |
88% |
False |
False |
677 |
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Fibonacci Retracements and Extensions |
4.250 |
5,880.9 |
2.618 |
5,659.7 |
1.618 |
5,524.2 |
1.000 |
5,440.5 |
0.618 |
5,388.7 |
HIGH |
5,305.0 |
0.618 |
5,253.2 |
0.500 |
5,237.3 |
0.382 |
5,221.3 |
LOW |
5,169.5 |
0.618 |
5,085.8 |
1.000 |
5,034.0 |
1.618 |
4,950.3 |
2.618 |
4,814.8 |
4.250 |
4,593.6 |
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