| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,612.0 |
2,630.0 |
18.0 |
0.7% |
2,611.0 |
| High |
2,650.0 |
2,650.0 |
0.0 |
0.0% |
2,650.0 |
| Low |
2,588.0 |
2,610.0 |
22.0 |
0.9% |
2,540.0 |
| Close |
2,643.0 |
2,622.0 |
-21.0 |
-0.8% |
2,622.0 |
| Range |
62.0 |
40.0 |
-22.0 |
-35.5% |
110.0 |
| ATR |
56.3 |
55.1 |
-1.2 |
-2.1% |
0.0 |
| Volume |
464 |
474 |
10 |
2.2% |
4,719 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,747.3 |
2,724.7 |
2,644.0 |
|
| R3 |
2,707.3 |
2,684.7 |
2,633.0 |
|
| R2 |
2,667.3 |
2,667.3 |
2,629.3 |
|
| R1 |
2,644.7 |
2,644.7 |
2,625.7 |
2,636.0 |
| PP |
2,627.3 |
2,627.3 |
2,627.3 |
2,623.0 |
| S1 |
2,604.7 |
2,604.7 |
2,618.3 |
2,596.0 |
| S2 |
2,587.3 |
2,587.3 |
2,614.7 |
|
| S3 |
2,547.3 |
2,564.7 |
2,611.0 |
|
| S4 |
2,507.3 |
2,524.7 |
2,600.0 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.0 |
2,888.0 |
2,682.5 |
|
| R3 |
2,824.0 |
2,778.0 |
2,652.3 |
|
| R2 |
2,714.0 |
2,714.0 |
2,642.2 |
|
| R1 |
2,668.0 |
2,668.0 |
2,632.1 |
2,691.0 |
| PP |
2,604.0 |
2,604.0 |
2,604.0 |
2,615.5 |
| S1 |
2,558.0 |
2,558.0 |
2,611.9 |
2,581.0 |
| S2 |
2,494.0 |
2,494.0 |
2,601.8 |
|
| S3 |
2,384.0 |
2,448.0 |
2,591.8 |
|
| S4 |
2,274.0 |
2,338.0 |
2,561.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,650.0 |
2,540.0 |
110.0 |
4.2% |
53.6 |
2.0% |
75% |
True |
False |
943 |
| 10 |
2,650.0 |
2,472.0 |
178.0 |
6.8% |
49.8 |
1.9% |
84% |
True |
False |
1,415 |
| 20 |
2,650.0 |
2,241.0 |
409.0 |
15.6% |
51.2 |
2.0% |
93% |
True |
False |
1,091 |
| 40 |
2,650.0 |
2,241.0 |
409.0 |
15.6% |
51.9 |
2.0% |
93% |
True |
False |
6,536 |
| 60 |
2,650.0 |
2,241.0 |
409.0 |
15.6% |
52.8 |
2.0% |
93% |
True |
False |
5,885 |
| 80 |
2,650.0 |
2,031.0 |
619.0 |
23.6% |
53.4 |
2.0% |
95% |
True |
False |
4,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,820.0 |
|
2.618 |
2,754.7 |
|
1.618 |
2,714.7 |
|
1.000 |
2,690.0 |
|
0.618 |
2,674.7 |
|
HIGH |
2,650.0 |
|
0.618 |
2,634.7 |
|
0.500 |
2,630.0 |
|
0.382 |
2,625.3 |
|
LOW |
2,610.0 |
|
0.618 |
2,585.3 |
|
1.000 |
2,570.0 |
|
1.618 |
2,545.3 |
|
2.618 |
2,505.3 |
|
4.250 |
2,440.0 |
|
|