Day Change Summary |
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Previous |
Current |
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05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,631.75 |
1,618.01 |
-13.74 |
-0.8% |
1,597.02 |
High |
1,631.75 |
1,623.25 |
-8.50 |
-0.5% |
1,632.97 |
Low |
1,604.09 |
1,595.36 |
-8.73 |
-0.5% |
1,580.52 |
Close |
1,614.44 |
1,600.29 |
-14.15 |
-0.9% |
1,603.36 |
Range |
27.66 |
27.89 |
0.23 |
0.8% |
52.45 |
ATR |
25.82 |
25.97 |
0.15 |
0.6% |
0.00 |
Volume |
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Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.97 |
1,673.02 |
1,615.63 |
|
R3 |
1,662.08 |
1,645.13 |
1,607.96 |
|
R2 |
1,634.19 |
1,634.19 |
1,605.40 |
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R1 |
1,617.24 |
1,617.24 |
1,602.85 |
1,611.77 |
PP |
1,606.30 |
1,606.30 |
1,606.30 |
1,603.57 |
S1 |
1,589.35 |
1,589.35 |
1,597.73 |
1,583.88 |
S2 |
1,578.41 |
1,578.41 |
1,595.18 |
|
S3 |
1,550.52 |
1,561.46 |
1,592.62 |
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S4 |
1,522.63 |
1,533.57 |
1,584.95 |
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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 |
|
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 |
1,595.36 |
37.80 |
2.4% |
21.26 |
1.3% |
13% |
False |
True |
|
10 |
1,633.16 |
1,576.51 |
56.65 |
3.5% |
22.02 |
1.4% |
42% |
False |
False |
|
20 |
1,633.16 |
1,402.19 |
230.97 |
14.4% |
24.01 |
1.5% |
86% |
False |
False |
|
40 |
1,633.16 |
1,394.87 |
238.29 |
14.9% |
24.07 |
1.5% |
86% |
False |
False |
|
60 |
1,633.16 |
1,339.82 |
293.34 |
18.3% |
26.08 |
1.6% |
89% |
False |
False |
|
80 |
1,633.16 |
1,295.10 |
338.06 |
21.1% |
27.32 |
1.7% |
90% |
False |
False |
|
100 |
1,633.16 |
1,148.80 |
484.36 |
30.3% |
28.33 |
1.8% |
93% |
False |
False |
|
120 |
1,633.16 |
1,040.41 |
592.75 |
37.0% |
29.79 |
1.9% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,741.78 |
2.618 |
1,696.27 |
1.618 |
1,668.38 |
1.000 |
1,651.14 |
0.618 |
1,640.49 |
HIGH |
1,623.25 |
0.618 |
1,612.60 |
0.500 |
1,609.31 |
0.382 |
1,606.01 |
LOW |
1,595.36 |
0.618 |
1,578.12 |
1.000 |
1,567.47 |
1.618 |
1,550.23 |
2.618 |
1,522.34 |
4.250 |
1,476.83 |
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