| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,473.59 |
1,495.40 |
21.81 |
1.5% |
1,435.40 |
| High |
1,501.41 |
1,521.67 |
20.26 |
1.3% |
1,444.30 |
| Low |
1,470.09 |
1,494.57 |
24.48 |
1.7% |
1,394.87 |
| Close |
1,500.98 |
1,518.87 |
17.89 |
1.2% |
1,419.84 |
| Range |
31.32 |
27.10 |
-4.22 |
-13.5% |
49.43 |
| ATR |
29.55 |
29.38 |
-0.18 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,593.00 |
1,583.04 |
1,533.78 |
|
| R3 |
1,565.90 |
1,555.94 |
1,526.32 |
|
| R2 |
1,538.80 |
1,538.80 |
1,523.84 |
|
| R1 |
1,528.84 |
1,528.84 |
1,521.35 |
1,533.82 |
| PP |
1,511.70 |
1,511.70 |
1,511.70 |
1,514.20 |
| S1 |
1,501.74 |
1,501.74 |
1,516.39 |
1,506.72 |
| S2 |
1,484.60 |
1,484.60 |
1,513.90 |
|
| S3 |
1,457.50 |
1,474.64 |
1,511.42 |
|
| S4 |
1,430.40 |
1,447.54 |
1,503.97 |
|
|
| 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 |
1,521.67 |
1,402.19 |
119.48 |
7.9% |
28.34 |
1.9% |
98% |
True |
False |
|
| 10 |
1,521.67 |
1,394.87 |
126.80 |
8.3% |
25.91 |
1.7% |
98% |
True |
False |
|
| 20 |
1,521.67 |
1,394.87 |
126.80 |
8.3% |
25.06 |
1.6% |
98% |
True |
False |
|
| 40 |
1,521.67 |
1,350.95 |
170.72 |
11.2% |
27.18 |
1.8% |
98% |
True |
False |
|
| 60 |
1,521.67 |
1,317.51 |
204.16 |
13.4% |
28.48 |
1.9% |
99% |
True |
False |
|
| 80 |
1,521.67 |
1,204.96 |
316.71 |
20.9% |
28.55 |
1.9% |
99% |
True |
False |
|
| 100 |
1,521.67 |
1,040.41 |
481.26 |
31.7% |
30.62 |
2.0% |
99% |
True |
False |
|
| 120 |
1,521.67 |
1,040.41 |
481.26 |
31.7% |
31.22 |
2.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,636.85 |
|
2.618 |
1,592.62 |
|
1.618 |
1,565.52 |
|
1.000 |
1,548.77 |
|
0.618 |
1,538.42 |
|
HIGH |
1,521.67 |
|
0.618 |
1,511.32 |
|
0.500 |
1,508.12 |
|
0.382 |
1,504.92 |
|
LOW |
1,494.57 |
|
0.618 |
1,477.82 |
|
1.000 |
1,467.47 |
|
1.618 |
1,450.72 |
|
2.618 |
1,423.62 |
|
4.250 |
1,379.40 |
|
|