| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,409.55 |
1,423.20 |
13.65 |
1.0% |
1,435.40 |
| High |
1,427.90 |
1,447.70 |
19.80 |
1.4% |
1,444.30 |
| Low |
1,405.58 |
1,402.19 |
-3.39 |
-0.2% |
1,394.87 |
| Close |
1,419.84 |
1,447.70 |
27.86 |
2.0% |
1,419.84 |
| Range |
22.32 |
45.51 |
23.19 |
103.9% |
49.43 |
| ATR |
27.80 |
29.06 |
1.27 |
4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,569.06 |
1,553.89 |
1,472.73 |
|
| R3 |
1,523.55 |
1,508.38 |
1,460.22 |
|
| R2 |
1,478.04 |
1,478.04 |
1,456.04 |
|
| R1 |
1,462.87 |
1,462.87 |
1,451.87 |
1,470.46 |
| PP |
1,432.53 |
1,432.53 |
1,432.53 |
1,436.32 |
| S1 |
1,417.36 |
1,417.36 |
1,443.53 |
1,424.95 |
| S2 |
1,387.02 |
1,387.02 |
1,439.36 |
|
| S3 |
1,341.51 |
1,371.85 |
1,435.18 |
|
| S4 |
1,296.00 |
1,326.34 |
1,422.67 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,567.96 |
1,543.33 |
1,447.03 |
|
| R3 |
1,518.53 |
1,493.90 |
1,433.43 |
|
| R2 |
1,469.10 |
1,469.10 |
1,428.90 |
|
| R1 |
1,444.47 |
1,444.47 |
1,424.37 |
1,432.07 |
| PP |
1,419.67 |
1,419.67 |
1,419.67 |
1,413.47 |
| S1 |
1,395.04 |
1,395.04 |
1,415.31 |
1,382.64 |
| S2 |
1,370.24 |
1,370.24 |
1,410.78 |
|
| S3 |
1,320.81 |
1,345.61 |
1,406.25 |
|
| S4 |
1,271.38 |
1,296.18 |
1,392.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,447.70 |
1,394.87 |
52.83 |
3.6% |
28.82 |
2.0% |
100% |
True |
False |
|
| 10 |
1,497.71 |
1,394.87 |
102.84 |
7.1% |
25.31 |
1.7% |
51% |
False |
False |
|
| 20 |
1,497.71 |
1,394.87 |
102.84 |
7.1% |
25.61 |
1.8% |
51% |
False |
False |
|
| 40 |
1,511.94 |
1,350.95 |
160.99 |
11.1% |
27.56 |
1.9% |
60% |
False |
False |
|
| 60 |
1,511.94 |
1,303.73 |
208.21 |
14.4% |
28.57 |
2.0% |
69% |
False |
False |
|
| 80 |
1,511.94 |
1,178.52 |
333.42 |
23.0% |
29.15 |
2.0% |
81% |
False |
False |
|
| 100 |
1,511.94 |
1,040.41 |
471.53 |
32.6% |
31.07 |
2.1% |
86% |
False |
False |
|
| 120 |
1,511.94 |
1,040.41 |
471.53 |
32.6% |
31.70 |
2.2% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,641.12 |
|
2.618 |
1,566.85 |
|
1.618 |
1,521.34 |
|
1.000 |
1,493.21 |
|
0.618 |
1,475.83 |
|
HIGH |
1,447.70 |
|
0.618 |
1,430.32 |
|
0.500 |
1,424.95 |
|
0.382 |
1,419.57 |
|
LOW |
1,402.19 |
|
0.618 |
1,374.06 |
|
1.000 |
1,356.68 |
|
1.618 |
1,328.55 |
|
2.618 |
1,283.04 |
|
4.250 |
1,208.77 |
|
|