| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,444.59 |
1,473.59 |
29.00 |
2.0% |
1,435.40 |
| High |
1,455.00 |
1,501.41 |
46.41 |
3.2% |
1,444.30 |
| Low |
1,439.57 |
1,470.09 |
30.52 |
2.1% |
1,394.87 |
| Close |
1,452.84 |
1,500.98 |
48.14 |
3.3% |
1,419.84 |
| Range |
15.43 |
31.32 |
15.89 |
103.0% |
49.43 |
| ATR |
28.09 |
29.55 |
1.46 |
5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,584.79 |
1,574.20 |
1,518.21 |
|
| R3 |
1,553.47 |
1,542.88 |
1,509.59 |
|
| R2 |
1,522.15 |
1,522.15 |
1,506.72 |
|
| R1 |
1,511.56 |
1,511.56 |
1,503.85 |
1,516.86 |
| PP |
1,490.83 |
1,490.83 |
1,490.83 |
1,493.47 |
| S1 |
1,480.24 |
1,480.24 |
1,498.11 |
1,485.54 |
| S2 |
1,459.51 |
1,459.51 |
1,495.24 |
|
| S3 |
1,428.19 |
1,448.92 |
1,492.37 |
|
| S4 |
1,396.87 |
1,417.60 |
1,483.75 |
|
|
| 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 |
1,501.41 |
1,402.19 |
99.22 |
6.6% |
25.78 |
1.7% |
100% |
True |
False |
|
| 10 |
1,501.41 |
1,394.87 |
106.54 |
7.1% |
25.00 |
1.7% |
100% |
True |
False |
|
| 20 |
1,501.41 |
1,394.87 |
106.54 |
7.1% |
25.24 |
1.7% |
100% |
True |
False |
|
| 40 |
1,511.94 |
1,350.95 |
160.99 |
10.7% |
27.27 |
1.8% |
93% |
False |
False |
|
| 60 |
1,511.94 |
1,303.73 |
208.21 |
13.9% |
28.48 |
1.9% |
95% |
False |
False |
|
| 80 |
1,511.94 |
1,203.85 |
308.09 |
20.5% |
28.91 |
1.9% |
96% |
False |
False |
|
| 100 |
1,511.94 |
1,040.41 |
471.53 |
31.4% |
30.88 |
2.1% |
98% |
False |
False |
|
| 120 |
1,511.94 |
1,040.41 |
471.53 |
31.4% |
31.40 |
2.1% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,634.52 |
|
2.618 |
1,583.41 |
|
1.618 |
1,552.09 |
|
1.000 |
1,532.73 |
|
0.618 |
1,520.77 |
|
HIGH |
1,501.41 |
|
0.618 |
1,489.45 |
|
0.500 |
1,485.75 |
|
0.382 |
1,482.05 |
|
LOW |
1,470.09 |
|
0.618 |
1,450.73 |
|
1.000 |
1,438.77 |
|
1.618 |
1,419.41 |
|
2.618 |
1,388.09 |
|
4.250 |
1,336.98 |
|
|