| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,281.0 |
2,252.0 |
-29.0 |
-1.3% |
2,334.0 |
| High |
2,295.0 |
2,347.0 |
52.0 |
2.3% |
2,351.0 |
| Low |
2,257.0 |
2,241.0 |
-16.0 |
-0.7% |
2,257.0 |
| Close |
2,259.0 |
2,320.0 |
61.0 |
2.7% |
2,259.0 |
| Range |
38.0 |
106.0 |
68.0 |
178.9% |
94.0 |
| ATR |
54.2 |
57.9 |
3.7 |
6.8% |
0.0 |
| Volume |
2,695 |
1,607 |
-1,088 |
-40.4% |
4,426 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.7 |
2,576.3 |
2,378.3 |
|
| R3 |
2,514.7 |
2,470.3 |
2,349.2 |
|
| R2 |
2,408.7 |
2,408.7 |
2,339.4 |
|
| R1 |
2,364.3 |
2,364.3 |
2,329.7 |
2,386.5 |
| PP |
2,302.7 |
2,302.7 |
2,302.7 |
2,313.8 |
| S1 |
2,258.3 |
2,258.3 |
2,310.3 |
2,280.5 |
| S2 |
2,196.7 |
2,196.7 |
2,300.6 |
|
| S3 |
2,090.7 |
2,152.3 |
2,290.9 |
|
| S4 |
1,984.7 |
2,046.3 |
2,261.7 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,571.0 |
2,509.0 |
2,310.7 |
|
| R3 |
2,477.0 |
2,415.0 |
2,284.9 |
|
| R2 |
2,383.0 |
2,383.0 |
2,276.2 |
|
| R1 |
2,321.0 |
2,321.0 |
2,267.6 |
2,305.0 |
| PP |
2,289.0 |
2,289.0 |
2,289.0 |
2,281.0 |
| S1 |
2,227.0 |
2,227.0 |
2,250.4 |
2,211.0 |
| S2 |
2,195.0 |
2,195.0 |
2,241.8 |
|
| S3 |
2,101.0 |
2,133.0 |
2,233.2 |
|
| S4 |
2,007.0 |
2,039.0 |
2,207.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,351.0 |
2,241.0 |
110.0 |
4.7% |
59.0 |
2.5% |
72% |
False |
True |
1,174 |
| 10 |
2,442.0 |
2,241.0 |
201.0 |
8.7% |
53.8 |
2.3% |
39% |
False |
True |
852 |
| 20 |
2,442.0 |
2,241.0 |
201.0 |
8.7% |
55.6 |
2.4% |
39% |
False |
True |
9,599 |
| 40 |
2,533.0 |
2,241.0 |
292.0 |
12.6% |
52.6 |
2.3% |
27% |
False |
True |
7,779 |
| 60 |
2,533.0 |
2,096.0 |
437.0 |
18.8% |
54.8 |
2.4% |
51% |
False |
False |
5,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,797.5 |
|
2.618 |
2,624.5 |
|
1.618 |
2,518.5 |
|
1.000 |
2,453.0 |
|
0.618 |
2,412.5 |
|
HIGH |
2,347.0 |
|
0.618 |
2,306.5 |
|
0.500 |
2,294.0 |
|
0.382 |
2,281.5 |
|
LOW |
2,241.0 |
|
0.618 |
2,175.5 |
|
1.000 |
2,135.0 |
|
1.618 |
2,069.5 |
|
2.618 |
1,963.5 |
|
4.250 |
1,790.5 |
|
|