Day Change Summary |
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Previous |
Current |
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05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,425.5 |
5,395.0 |
-30.5 |
-0.6% |
5,293.5 |
High |
5,453.0 |
5,426.0 |
-27.0 |
-0.5% |
5,400.0 |
Low |
5,339.0 |
5,342.0 |
3.0 |
0.1% |
5,152.5 |
Close |
5,363.0 |
5,373.5 |
10.5 |
0.2% |
5,344.5 |
Range |
114.0 |
84.0 |
-30.0 |
-26.3% |
247.5 |
ATR |
112.4 |
110.3 |
-2.0 |
-1.8% |
0.0 |
Volume |
352 |
824 |
472 |
134.1% |
5,789 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,632.5 |
5,587.0 |
5,419.7 |
|
R3 |
5,548.5 |
5,503.0 |
5,396.6 |
|
R2 |
5,464.5 |
5,464.5 |
5,388.9 |
|
R1 |
5,419.0 |
5,419.0 |
5,381.2 |
5,399.8 |
PP |
5,380.5 |
5,380.5 |
5,380.5 |
5,370.9 |
S1 |
5,335.0 |
5,335.0 |
5,365.8 |
5,315.8 |
S2 |
5,296.5 |
5,296.5 |
5,358.1 |
|
S3 |
5,212.5 |
5,251.0 |
5,350.4 |
|
S4 |
5,128.5 |
5,167.0 |
5,327.3 |
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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 |
5,309.0 |
158.0 |
2.9% |
96.1 |
1.8% |
41% |
False |
False |
899 |
10 |
5,467.0 |
5,152.5 |
314.5 |
5.9% |
109.3 |
2.0% |
70% |
False |
False |
994 |
20 |
5,467.0 |
4,540.0 |
927.0 |
17.3% |
108.7 |
2.0% |
90% |
False |
False |
801 |
40 |
5,467.0 |
4,540.0 |
927.0 |
17.3% |
109.0 |
2.0% |
90% |
False |
False |
1,222 |
60 |
5,467.0 |
4,540.0 |
927.0 |
17.3% |
107.7 |
2.0% |
90% |
False |
False |
996 |
80 |
5,467.0 |
4,425.0 |
1,042.0 |
19.4% |
107.3 |
2.0% |
91% |
False |
False |
776 |
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|
Fibonacci Retracements and Extensions |
4.250 |
5,783.0 |
2.618 |
5,645.9 |
1.618 |
5,561.9 |
1.000 |
5,510.0 |
0.618 |
5,477.9 |
HIGH |
5,426.0 |
0.618 |
5,393.9 |
0.500 |
5,384.0 |
0.382 |
5,374.1 |
LOW |
5,342.0 |
0.618 |
5,290.1 |
1.000 |
5,258.0 |
1.618 |
5,206.1 |
2.618 |
5,122.1 |
4.250 |
4,985.0 |
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