| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,552.63 |
1,561.60 |
8.97 |
0.6% |
1,423.20 |
| High |
1,572.48 |
1,605.09 |
32.61 |
2.1% |
1,527.26 |
| Low |
1,551.16 |
1,561.54 |
10.38 |
0.7% |
1,402.19 |
| Close |
1,565.00 |
1,601.52 |
36.52 |
2.3% |
1,527.26 |
| Range |
21.32 |
43.55 |
22.23 |
104.3% |
125.07 |
| ATR |
26.82 |
28.02 |
1.19 |
4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,720.03 |
1,704.33 |
1,625.47 |
|
| R3 |
1,676.48 |
1,660.78 |
1,613.50 |
|
| R2 |
1,632.93 |
1,632.93 |
1,609.50 |
|
| R1 |
1,617.23 |
1,617.23 |
1,605.51 |
1,625.08 |
| PP |
1,589.38 |
1,589.38 |
1,589.38 |
1,593.31 |
| S1 |
1,573.68 |
1,573.68 |
1,597.53 |
1,581.53 |
| S2 |
1,545.83 |
1,545.83 |
1,593.54 |
|
| S3 |
1,502.28 |
1,530.13 |
1,589.54 |
|
| S4 |
1,458.73 |
1,486.58 |
1,577.57 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,860.78 |
1,819.09 |
1,596.05 |
|
| R3 |
1,735.71 |
1,694.02 |
1,561.65 |
|
| R2 |
1,610.64 |
1,610.64 |
1,550.19 |
|
| R1 |
1,568.95 |
1,568.95 |
1,538.72 |
1,589.80 |
| PP |
1,485.57 |
1,485.57 |
1,485.57 |
1,495.99 |
| S1 |
1,443.88 |
1,443.88 |
1,515.80 |
1,464.73 |
| S2 |
1,360.50 |
1,360.50 |
1,504.33 |
|
| S3 |
1,235.43 |
1,318.81 |
1,492.87 |
|
| S4 |
1,110.36 |
1,193.74 |
1,458.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,605.09 |
1,511.61 |
93.48 |
5.8% |
23.66 |
1.5% |
96% |
True |
False |
|
| 10 |
1,605.09 |
1,402.19 |
202.90 |
12.7% |
26.00 |
1.6% |
98% |
True |
False |
|
| 20 |
1,605.09 |
1,394.87 |
210.22 |
13.1% |
25.28 |
1.6% |
98% |
True |
False |
|
| 40 |
1,605.09 |
1,389.76 |
215.33 |
13.4% |
25.34 |
1.6% |
98% |
True |
False |
|
| 60 |
1,605.09 |
1,339.82 |
265.27 |
16.6% |
27.88 |
1.7% |
99% |
True |
False |
|
| 80 |
1,605.09 |
1,211.60 |
393.49 |
24.6% |
28.11 |
1.8% |
99% |
True |
False |
|
| 100 |
1,605.09 |
1,040.41 |
564.68 |
35.3% |
29.86 |
1.9% |
99% |
True |
False |
|
| 120 |
1,605.09 |
1,040.41 |
564.68 |
35.3% |
31.00 |
1.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,790.18 |
|
2.618 |
1,719.10 |
|
1.618 |
1,675.55 |
|
1.000 |
1,648.64 |
|
0.618 |
1,632.00 |
|
HIGH |
1,605.09 |
|
0.618 |
1,588.45 |
|
0.500 |
1,583.32 |
|
0.382 |
1,578.18 |
|
LOW |
1,561.54 |
|
0.618 |
1,534.63 |
|
1.000 |
1,517.99 |
|
1.618 |
1,491.08 |
|
2.618 |
1,447.53 |
|
4.250 |
1,376.45 |
|
|