Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,608.26 |
1,619.24 |
10.98 |
0.7% |
1,597.02 |
High |
1,619.67 |
1,628.30 |
8.63 |
0.5% |
1,632.97 |
Low |
1,602.25 |
1,611.60 |
9.35 |
0.6% |
1,580.52 |
Close |
1,603.36 |
1,628.12 |
24.76 |
1.5% |
1,603.36 |
Range |
17.42 |
16.70 |
-0.72 |
-4.1% |
52.45 |
ATR |
26.49 |
26.38 |
-0.11 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,672.77 |
1,667.15 |
1,637.31 |
|
R3 |
1,656.07 |
1,650.45 |
1,632.71 |
|
R2 |
1,639.37 |
1,639.37 |
1,631.18 |
|
R1 |
1,633.75 |
1,633.75 |
1,629.65 |
1,636.56 |
PP |
1,622.67 |
1,622.67 |
1,622.67 |
1,624.08 |
S1 |
1,617.05 |
1,617.05 |
1,626.59 |
1,619.86 |
S2 |
1,605.97 |
1,605.97 |
1,625.06 |
|
S3 |
1,589.27 |
1,600.35 |
1,623.53 |
|
S4 |
1,572.57 |
1,583.65 |
1,618.94 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.97 |
1,735.61 |
1,632.21 |
|
R3 |
1,710.52 |
1,683.16 |
1,617.78 |
|
R2 |
1,658.07 |
1,658.07 |
1,612.98 |
|
R1 |
1,630.71 |
1,630.71 |
1,608.17 |
1,644.39 |
PP |
1,605.62 |
1,605.62 |
1,605.62 |
1,612.46 |
S1 |
1,578.26 |
1,578.26 |
1,598.55 |
1,591.94 |
S2 |
1,553.17 |
1,553.17 |
1,593.74 |
|
S3 |
1,500.72 |
1,525.81 |
1,588.94 |
|
S4 |
1,448.27 |
1,473.36 |
1,574.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,632.97 |
1,583.27 |
49.70 |
3.1% |
20.54 |
1.3% |
90% |
False |
False |
|
10 |
1,632.97 |
1,530.80 |
102.17 |
6.3% |
23.51 |
1.4% |
95% |
False |
False |
|
20 |
1,632.97 |
1,394.87 |
238.10 |
14.6% |
24.21 |
1.5% |
98% |
False |
False |
|
40 |
1,632.97 |
1,394.87 |
238.10 |
14.6% |
24.49 |
1.5% |
98% |
False |
False |
|
60 |
1,632.97 |
1,339.82 |
293.15 |
18.0% |
26.80 |
1.6% |
98% |
False |
False |
|
80 |
1,632.97 |
1,295.10 |
337.87 |
20.8% |
27.27 |
1.7% |
99% |
False |
False |
|
100 |
1,632.97 |
1,113.67 |
519.30 |
31.9% |
28.68 |
1.8% |
99% |
False |
False |
|
120 |
1,632.97 |
1,040.41 |
592.56 |
36.4% |
29.92 |
1.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,699.28 |
2.618 |
1,672.02 |
1.618 |
1,655.32 |
1.000 |
1,645.00 |
0.618 |
1,638.62 |
HIGH |
1,628.30 |
0.618 |
1,621.92 |
0.500 |
1,619.95 |
0.382 |
1,617.98 |
LOW |
1,611.60 |
0.618 |
1,601.28 |
1.000 |
1,594.90 |
1.618 |
1,584.58 |
2.618 |
1,567.88 |
4.250 |
1,540.63 |
|
|