| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,654.0 |
2,657.0 |
3.0 |
0.1% |
2,611.0 |
| High |
2,667.0 |
2,672.0 |
5.0 |
0.2% |
2,650.0 |
| Low |
2,631.0 |
2,617.0 |
-14.0 |
-0.5% |
2,540.0 |
| Close |
2,655.0 |
2,628.0 |
-27.0 |
-1.0% |
2,622.0 |
| Range |
36.0 |
55.0 |
19.0 |
52.8% |
110.0 |
| ATR |
54.0 |
54.1 |
0.1 |
0.1% |
0.0 |
| Volume |
169 |
106 |
-63 |
-37.3% |
4,719 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.0 |
2,771.0 |
2,658.3 |
|
| R3 |
2,749.0 |
2,716.0 |
2,643.1 |
|
| R2 |
2,694.0 |
2,694.0 |
2,638.1 |
|
| R1 |
2,661.0 |
2,661.0 |
2,633.0 |
2,650.0 |
| PP |
2,639.0 |
2,639.0 |
2,639.0 |
2,633.5 |
| S1 |
2,606.0 |
2,606.0 |
2,623.0 |
2,595.0 |
| S2 |
2,584.0 |
2,584.0 |
2,617.9 |
|
| S3 |
2,529.0 |
2,551.0 |
2,612.9 |
|
| S4 |
2,474.0 |
2,496.0 |
2,597.8 |
|
|
| 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 |
2,677.0 |
2,588.0 |
89.0 |
3.4% |
50.4 |
1.9% |
45% |
False |
False |
916 |
| 10 |
2,677.0 |
2,505.0 |
172.0 |
6.5% |
54.0 |
2.1% |
72% |
False |
False |
1,705 |
| 20 |
2,677.0 |
2,241.0 |
436.0 |
16.6% |
51.4 |
2.0% |
89% |
False |
False |
1,207 |
| 40 |
2,677.0 |
2,241.0 |
436.0 |
16.6% |
52.5 |
2.0% |
89% |
False |
False |
5,751 |
| 60 |
2,677.0 |
2,241.0 |
436.0 |
16.6% |
51.9 |
2.0% |
89% |
False |
False |
5,584 |
| 80 |
2,677.0 |
2,096.0 |
581.0 |
22.1% |
53.3 |
2.0% |
92% |
False |
False |
4,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,905.8 |
|
2.618 |
2,816.0 |
|
1.618 |
2,761.0 |
|
1.000 |
2,727.0 |
|
0.618 |
2,706.0 |
|
HIGH |
2,672.0 |
|
0.618 |
2,651.0 |
|
0.500 |
2,644.5 |
|
0.382 |
2,638.0 |
|
LOW |
2,617.0 |
|
0.618 |
2,583.0 |
|
1.000 |
2,562.0 |
|
1.618 |
2,528.0 |
|
2.618 |
2,473.0 |
|
4.250 |
2,383.3 |
|
|