Day Change Summary |
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Previous |
Current |
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04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,619.09 |
1,631.75 |
12.66 |
0.8% |
1,597.02 |
High |
1,633.16 |
1,631.75 |
-1.41 |
-0.1% |
1,632.97 |
Low |
1,616.54 |
1,604.09 |
-12.45 |
-0.8% |
1,580.52 |
Close |
1,628.49 |
1,614.44 |
-14.05 |
-0.9% |
1,603.36 |
Range |
16.62 |
27.66 |
11.04 |
66.4% |
52.45 |
ATR |
25.68 |
25.82 |
0.14 |
0.6% |
0.00 |
Volume |
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Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,699.74 |
1,684.75 |
1,629.65 |
|
R3 |
1,672.08 |
1,657.09 |
1,622.05 |
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R2 |
1,644.42 |
1,644.42 |
1,619.51 |
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R1 |
1,629.43 |
1,629.43 |
1,616.98 |
1,623.10 |
PP |
1,616.76 |
1,616.76 |
1,616.76 |
1,613.59 |
S1 |
1,601.77 |
1,601.77 |
1,611.90 |
1,595.44 |
S2 |
1,589.10 |
1,589.10 |
1,609.37 |
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S3 |
1,561.44 |
1,574.11 |
1,606.83 |
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S4 |
1,533.78 |
1,546.45 |
1,599.23 |
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Weekly Pivots for week ending 31-Jul-2009 |
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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 |
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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 |
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S3 |
1,500.72 |
1,525.81 |
1,588.94 |
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S4 |
1,448.27 |
1,473.36 |
1,574.51 |
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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 |
1,633.16 |
1,602.25 |
30.91 |
1.9% |
20.93 |
1.3% |
39% |
False |
False |
|
10 |
1,633.16 |
1,561.54 |
71.62 |
4.4% |
23.58 |
1.5% |
74% |
False |
False |
|
20 |
1,633.16 |
1,402.19 |
230.97 |
14.3% |
23.33 |
1.4% |
92% |
False |
False |
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40 |
1,633.16 |
1,394.87 |
238.29 |
14.8% |
24.27 |
1.5% |
92% |
False |
False |
|
60 |
1,633.16 |
1,339.82 |
293.34 |
18.2% |
26.28 |
1.6% |
94% |
False |
False |
|
80 |
1,633.16 |
1,295.10 |
338.06 |
20.9% |
27.27 |
1.7% |
94% |
False |
False |
|
100 |
1,633.16 |
1,144.21 |
488.95 |
30.3% |
28.38 |
1.8% |
96% |
False |
False |
|
120 |
1,633.16 |
1,040.41 |
592.75 |
36.7% |
29.71 |
1.8% |
97% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,749.31 |
2.618 |
1,704.16 |
1.618 |
1,676.50 |
1.000 |
1,659.41 |
0.618 |
1,648.84 |
HIGH |
1,631.75 |
0.618 |
1,621.18 |
0.500 |
1,617.92 |
0.382 |
1,614.66 |
LOW |
1,604.09 |
0.618 |
1,587.00 |
1.000 |
1,576.43 |
1.618 |
1,559.34 |
2.618 |
1,531.68 |
4.250 |
1,486.54 |
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