Day Change Summary |
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Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,319.5 |
5,359.0 |
39.5 |
0.7% |
5,293.5 |
High |
5,400.0 |
5,385.0 |
-15.0 |
-0.3% |
5,400.0 |
Low |
5,264.5 |
5,309.0 |
44.5 |
0.8% |
5,152.5 |
Close |
5,377.0 |
5,344.5 |
-32.5 |
-0.6% |
5,344.5 |
Range |
135.5 |
76.0 |
-59.5 |
-43.9% |
247.5 |
ATR |
116.8 |
113.9 |
-2.9 |
-2.5% |
0.0 |
Volume |
401 |
510 |
109 |
27.2% |
5,789 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,574.2 |
5,535.3 |
5,386.3 |
|
R3 |
5,498.2 |
5,459.3 |
5,365.4 |
|
R2 |
5,422.2 |
5,422.2 |
5,358.4 |
|
R1 |
5,383.3 |
5,383.3 |
5,351.5 |
5,364.8 |
PP |
5,346.2 |
5,346.2 |
5,346.2 |
5,336.9 |
S1 |
5,307.3 |
5,307.3 |
5,337.5 |
5,288.8 |
S2 |
5,270.2 |
5,270.2 |
5,330.6 |
|
S3 |
5,194.2 |
5,231.3 |
5,323.6 |
|
S4 |
5,118.2 |
5,155.3 |
5,302.7 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,041.5 |
5,940.5 |
5,480.6 |
|
R3 |
5,794.0 |
5,693.0 |
5,412.6 |
|
R2 |
5,546.5 |
5,546.5 |
5,389.9 |
|
R1 |
5,445.5 |
5,445.5 |
5,367.2 |
5,496.0 |
PP |
5,299.0 |
5,299.0 |
5,299.0 |
5,324.3 |
S1 |
5,198.0 |
5,198.0 |
5,321.8 |
5,248.5 |
S2 |
5,051.5 |
5,051.5 |
5,299.1 |
|
S3 |
4,804.0 |
4,950.5 |
5,276.4 |
|
S4 |
4,556.5 |
4,703.0 |
5,208.4 |
|
|
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% |
118.6 |
2.2% |
78% |
False |
False |
1,157 |
10 |
5,400.0 |
5,012.5 |
387.5 |
7.3% |
109.6 |
2.1% |
86% |
False |
False |
915 |
20 |
5,400.0 |
4,540.0 |
860.0 |
16.1% |
105.6 |
2.0% |
94% |
False |
False |
737 |
40 |
5,400.0 |
4,540.0 |
860.0 |
16.1% |
108.0 |
2.0% |
94% |
False |
False |
1,251 |
60 |
5,400.0 |
4,540.0 |
860.0 |
16.1% |
108.4 |
2.0% |
94% |
False |
False |
946 |
80 |
5,400.0 |
4,266.5 |
1,133.5 |
21.2% |
107.8 |
2.0% |
95% |
False |
False |
731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,708.0 |
2.618 |
5,584.0 |
1.618 |
5,508.0 |
1.000 |
5,461.0 |
0.618 |
5,432.0 |
HIGH |
5,385.0 |
0.618 |
5,356.0 |
0.500 |
5,347.0 |
0.382 |
5,338.0 |
LOW |
5,309.0 |
0.618 |
5,262.0 |
1.000 |
5,233.0 |
1.618 |
5,186.0 |
2.618 |
5,110.0 |
4.250 |
4,986.0 |
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