Day Change Summary |
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Previous |
Current |
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28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,590.77 |
1,596.81 |
6.04 |
0.4% |
1,534.39 |
High |
1,609.17 |
1,602.49 |
-6.68 |
-0.4% |
1,605.09 |
Low |
1,583.27 |
1,586.04 |
2.77 |
0.2% |
1,529.45 |
Close |
1,605.47 |
1,599.61 |
-5.86 |
-0.4% |
1,599.06 |
Range |
25.90 |
16.45 |
-9.45 |
-36.5% |
75.64 |
ATR |
27.27 |
26.71 |
-0.56 |
-2.1% |
0.00 |
Volume |
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Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,645.40 |
1,638.95 |
1,608.66 |
|
R3 |
1,628.95 |
1,622.50 |
1,604.13 |
|
R2 |
1,612.50 |
1,612.50 |
1,602.63 |
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R1 |
1,606.05 |
1,606.05 |
1,601.12 |
1,609.28 |
PP |
1,596.05 |
1,596.05 |
1,596.05 |
1,597.66 |
S1 |
1,589.60 |
1,589.60 |
1,598.10 |
1,592.83 |
S2 |
1,579.60 |
1,579.60 |
1,596.59 |
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S3 |
1,563.15 |
1,573.15 |
1,595.09 |
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S4 |
1,546.70 |
1,556.70 |
1,590.56 |
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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 |
|
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 |
|
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 |
1,561.54 |
47.63 |
3.0% |
26.24 |
1.6% |
80% |
False |
False |
|
10 |
1,609.17 |
1,494.57 |
114.60 |
7.2% |
23.30 |
1.5% |
92% |
False |
False |
|
20 |
1,609.17 |
1,394.87 |
214.30 |
13.4% |
24.15 |
1.5% |
96% |
False |
False |
|
40 |
1,609.17 |
1,394.87 |
214.30 |
13.4% |
24.51 |
1.5% |
96% |
False |
False |
|
60 |
1,609.17 |
1,339.82 |
269.35 |
16.8% |
27.55 |
1.7% |
96% |
False |
False |
|
80 |
1,609.17 |
1,268.79 |
340.38 |
21.3% |
27.53 |
1.7% |
97% |
False |
False |
|
100 |
1,609.17 |
1,040.41 |
568.76 |
35.6% |
29.35 |
1.8% |
98% |
False |
False |
|
120 |
1,609.17 |
1,040.41 |
568.76 |
35.6% |
30.41 |
1.9% |
98% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,672.40 |
2.618 |
1,645.56 |
1.618 |
1,629.11 |
1.000 |
1,618.94 |
0.618 |
1,612.66 |
HIGH |
1,602.49 |
0.618 |
1,596.21 |
0.500 |
1,594.27 |
0.382 |
1,592.32 |
LOW |
1,586.04 |
0.618 |
1,575.87 |
1.000 |
1,569.59 |
1.618 |
1,559.42 |
2.618 |
1,542.97 |
4.250 |
1,516.13 |
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