Day Change Summary |
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Previous |
Current |
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28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,272.0 |
5,214.5 |
-57.5 |
-1.1% |
5,045.0 |
High |
5,305.0 |
5,313.0 |
8.0 |
0.2% |
5,304.0 |
Low |
5,169.5 |
5,152.5 |
-17.0 |
-0.3% |
5,012.5 |
Close |
5,180.5 |
5,273.5 |
93.0 |
1.8% |
5,228.0 |
Range |
135.5 |
160.5 |
25.0 |
18.5% |
291.5 |
ATR |
111.9 |
115.4 |
3.5 |
3.1% |
0.0 |
Volume |
799 |
3,796 |
2,997 |
375.1% |
3,366 |
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Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,727.8 |
5,661.2 |
5,361.8 |
|
R3 |
5,567.3 |
5,500.7 |
5,317.6 |
|
R2 |
5,406.8 |
5,406.8 |
5,302.9 |
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R1 |
5,340.2 |
5,340.2 |
5,288.2 |
5,373.5 |
PP |
5,246.3 |
5,246.3 |
5,246.3 |
5,263.0 |
S1 |
5,179.7 |
5,179.7 |
5,258.8 |
5,213.0 |
S2 |
5,085.8 |
5,085.8 |
5,244.1 |
|
S3 |
4,925.3 |
5,019.2 |
5,229.4 |
|
S4 |
4,764.8 |
4,858.7 |
5,185.2 |
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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 |
5,313.0 |
5,111.0 |
202.0 |
3.8% |
127.9 |
2.4% |
80% |
True |
False |
1,517 |
10 |
5,313.0 |
4,910.0 |
403.0 |
7.6% |
105.3 |
2.0% |
90% |
True |
False |
897 |
20 |
5,313.0 |
4,540.0 |
773.0 |
14.7% |
106.3 |
2.0% |
95% |
True |
False |
772 |
40 |
5,313.0 |
4,540.0 |
773.0 |
14.7% |
107.2 |
2.0% |
95% |
True |
False |
1,274 |
60 |
5,313.0 |
4,540.0 |
773.0 |
14.7% |
109.7 |
2.1% |
95% |
True |
False |
936 |
80 |
5,313.0 |
4,266.5 |
1,046.5 |
19.8% |
107.8 |
2.0% |
96% |
True |
False |
723 |
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Fibonacci Retracements and Extensions |
4.250 |
5,995.1 |
2.618 |
5,733.2 |
1.618 |
5,572.7 |
1.000 |
5,473.5 |
0.618 |
5,412.2 |
HIGH |
5,313.0 |
0.618 |
5,251.7 |
0.500 |
5,232.8 |
0.382 |
5,213.8 |
LOW |
5,152.5 |
0.618 |
5,053.3 |
1.000 |
4,992.0 |
1.618 |
4,892.8 |
2.618 |
4,732.3 |
4.250 |
4,470.4 |
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