Day Change Summary |
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Previous |
Current |
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04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,421.0 |
5,425.5 |
4.5 |
0.1% |
5,293.5 |
High |
5,436.0 |
5,453.0 |
17.0 |
0.3% |
5,400.0 |
Low |
5,372.0 |
5,339.0 |
-33.0 |
-0.6% |
5,152.5 |
Close |
5,421.0 |
5,363.0 |
-58.0 |
-1.1% |
5,344.5 |
Range |
64.0 |
114.0 |
50.0 |
78.1% |
247.5 |
ATR |
112.2 |
112.4 |
0.1 |
0.1% |
0.0 |
Volume |
239 |
352 |
113 |
47.3% |
5,789 |
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Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,727.0 |
5,659.0 |
5,425.7 |
|
R3 |
5,613.0 |
5,545.0 |
5,394.4 |
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R2 |
5,499.0 |
5,499.0 |
5,383.9 |
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R1 |
5,431.0 |
5,431.0 |
5,373.5 |
5,408.0 |
PP |
5,385.0 |
5,385.0 |
5,385.0 |
5,373.5 |
S1 |
5,317.0 |
5,317.0 |
5,352.6 |
5,294.0 |
S2 |
5,271.0 |
5,271.0 |
5,342.1 |
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S3 |
5,157.0 |
5,203.0 |
5,331.7 |
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S4 |
5,043.0 |
5,089.0 |
5,300.3 |
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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 |
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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 |
5,467.0 |
5,264.5 |
202.5 |
3.8% |
106.4 |
2.0% |
49% |
False |
False |
814 |
10 |
5,467.0 |
5,111.0 |
356.0 |
6.6% |
117.2 |
2.2% |
71% |
False |
False |
1,165 |
20 |
5,467.0 |
4,540.0 |
927.0 |
17.3% |
107.5 |
2.0% |
89% |
False |
False |
819 |
40 |
5,467.0 |
4,540.0 |
927.0 |
17.3% |
109.0 |
2.0% |
89% |
False |
False |
1,217 |
60 |
5,467.0 |
4,540.0 |
927.0 |
17.3% |
108.0 |
2.0% |
89% |
False |
False |
987 |
80 |
5,467.0 |
4,425.0 |
1,042.0 |
19.4% |
107.3 |
2.0% |
90% |
False |
False |
768 |
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Fibonacci Retracements and Extensions |
4.250 |
5,937.5 |
2.618 |
5,751.5 |
1.618 |
5,637.5 |
1.000 |
5,567.0 |
0.618 |
5,523.5 |
HIGH |
5,453.0 |
0.618 |
5,409.5 |
0.500 |
5,396.0 |
0.382 |
5,382.5 |
LOW |
5,339.0 |
0.618 |
5,268.5 |
1.000 |
5,225.0 |
1.618 |
5,154.5 |
2.618 |
5,040.5 |
4.250 |
4,854.5 |
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