Day Change Summary |
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Previous |
Current |
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27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,597.02 |
1,590.77 |
-6.25 |
-0.4% |
1,534.39 |
High |
1,602.28 |
1,609.17 |
6.89 |
0.4% |
1,605.09 |
Low |
1,580.52 |
1,583.27 |
2.75 |
0.2% |
1,529.45 |
Close |
1,599.31 |
1,605.47 |
6.16 |
0.4% |
1,599.06 |
Range |
21.76 |
25.90 |
4.14 |
19.0% |
75.64 |
ATR |
27.37 |
27.27 |
-0.11 |
-0.4% |
0.00 |
Volume |
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Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.00 |
1,667.14 |
1,619.72 |
|
R3 |
1,651.10 |
1,641.24 |
1,612.59 |
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R2 |
1,625.20 |
1,625.20 |
1,610.22 |
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R1 |
1,615.34 |
1,615.34 |
1,607.84 |
1,620.27 |
PP |
1,599.30 |
1,599.30 |
1,599.30 |
1,601.77 |
S1 |
1,589.44 |
1,589.44 |
1,603.10 |
1,594.37 |
S2 |
1,573.40 |
1,573.40 |
1,600.72 |
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S3 |
1,547.50 |
1,563.54 |
1,598.35 |
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S4 |
1,521.60 |
1,537.64 |
1,591.23 |
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Weekly Pivots for week ending 24-Jul-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,804.79 |
1,777.56 |
1,640.66 |
|
R3 |
1,729.15 |
1,701.92 |
1,619.86 |
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R2 |
1,653.51 |
1,653.51 |
1,612.93 |
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R1 |
1,626.28 |
1,626.28 |
1,605.99 |
1,639.90 |
PP |
1,577.87 |
1,577.87 |
1,577.87 |
1,584.67 |
S1 |
1,550.64 |
1,550.64 |
1,592.13 |
1,564.26 |
S2 |
1,502.23 |
1,502.23 |
1,585.19 |
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S3 |
1,426.59 |
1,475.00 |
1,578.26 |
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S4 |
1,350.95 |
1,399.36 |
1,557.46 |
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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 |
1,609.17 |
1,551.16 |
58.01 |
3.6% |
27.21 |
1.7% |
94% |
True |
False |
|
10 |
1,609.17 |
1,470.09 |
139.08 |
8.7% |
24.79 |
1.5% |
97% |
True |
False |
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20 |
1,609.17 |
1,394.87 |
214.30 |
13.3% |
24.59 |
1.5% |
98% |
True |
False |
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40 |
1,609.17 |
1,394.87 |
214.30 |
13.3% |
24.79 |
1.5% |
98% |
True |
False |
|
60 |
1,609.17 |
1,339.82 |
269.35 |
16.8% |
27.68 |
1.7% |
99% |
True |
False |
|
80 |
1,609.17 |
1,268.79 |
340.38 |
21.2% |
27.60 |
1.7% |
99% |
True |
False |
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100 |
1,609.17 |
1,040.41 |
568.76 |
35.4% |
29.63 |
1.8% |
99% |
True |
False |
|
120 |
1,609.17 |
1,040.41 |
568.76 |
35.4% |
30.69 |
1.9% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,719.25 |
2.618 |
1,676.98 |
1.618 |
1,651.08 |
1.000 |
1,635.07 |
0.618 |
1,625.18 |
HIGH |
1,609.17 |
0.618 |
1,599.28 |
0.500 |
1,596.22 |
0.382 |
1,593.16 |
LOW |
1,583.27 |
0.618 |
1,567.26 |
1.000 |
1,557.37 |
1.618 |
1,541.36 |
2.618 |
1,515.46 |
4.250 |
1,473.20 |
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