Day Change Summary |
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Previous |
Current |
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29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,214.5 |
5,319.5 |
105.0 |
2.0% |
5,045.0 |
High |
5,313.0 |
5,400.0 |
87.0 |
1.6% |
5,304.0 |
Low |
5,152.5 |
5,264.5 |
112.0 |
2.2% |
5,012.5 |
Close |
5,273.5 |
5,377.0 |
103.5 |
2.0% |
5,228.0 |
Range |
160.5 |
135.5 |
-25.0 |
-15.6% |
291.5 |
ATR |
115.4 |
116.8 |
1.4 |
1.2% |
0.0 |
Volume |
3,796 |
401 |
-3,395 |
-89.4% |
3,366 |
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Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,753.7 |
5,700.8 |
5,451.5 |
|
R3 |
5,618.2 |
5,565.3 |
5,414.3 |
|
R2 |
5,482.7 |
5,482.7 |
5,401.8 |
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R1 |
5,429.8 |
5,429.8 |
5,389.4 |
5,456.3 |
PP |
5,347.2 |
5,347.2 |
5,347.2 |
5,360.4 |
S1 |
5,294.3 |
5,294.3 |
5,364.6 |
5,320.8 |
S2 |
5,211.7 |
5,211.7 |
5,352.2 |
|
S3 |
5,076.2 |
5,158.8 |
5,339.7 |
|
S4 |
4,940.7 |
5,023.3 |
5,302.5 |
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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 |
5,400.0 |
5,152.5 |
247.5 |
4.6% |
122.5 |
2.3% |
91% |
True |
False |
1,089 |
10 |
5,400.0 |
4,965.5 |
434.5 |
8.1% |
107.5 |
2.0% |
95% |
True |
False |
882 |
20 |
5,400.0 |
4,540.0 |
860.0 |
16.0% |
104.6 |
1.9% |
97% |
True |
False |
726 |
40 |
5,400.0 |
4,540.0 |
860.0 |
16.0% |
108.7 |
2.0% |
97% |
True |
False |
1,261 |
60 |
5,400.0 |
4,540.0 |
860.0 |
16.0% |
109.0 |
2.0% |
97% |
True |
False |
941 |
80 |
5,400.0 |
4,266.5 |
1,133.5 |
21.1% |
108.0 |
2.0% |
98% |
True |
False |
727 |
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Fibonacci Retracements and Extensions |
4.250 |
5,975.9 |
2.618 |
5,754.7 |
1.618 |
5,619.2 |
1.000 |
5,535.5 |
0.618 |
5,483.7 |
HIGH |
5,400.0 |
0.618 |
5,348.2 |
0.500 |
5,332.3 |
0.382 |
5,316.3 |
LOW |
5,264.5 |
0.618 |
5,180.8 |
1.000 |
5,129.0 |
1.618 |
5,045.3 |
2.618 |
4,909.8 |
4.250 |
4,688.6 |
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