| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,561.60 |
1,579.25 |
17.65 |
1.1% |
1,534.39 |
| High |
1,605.09 |
1,600.03 |
-5.06 |
-0.3% |
1,605.09 |
| Low |
1,561.54 |
1,576.51 |
14.97 |
1.0% |
1,529.45 |
| Close |
1,601.52 |
1,599.06 |
-2.46 |
-0.2% |
1,599.06 |
| Range |
43.55 |
23.52 |
-20.03 |
-46.0% |
75.64 |
| ATR |
28.02 |
27.80 |
-0.21 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,662.43 |
1,654.26 |
1,612.00 |
|
| R3 |
1,638.91 |
1,630.74 |
1,605.53 |
|
| R2 |
1,615.39 |
1,615.39 |
1,603.37 |
|
| R1 |
1,607.22 |
1,607.22 |
1,601.22 |
1,611.31 |
| PP |
1,591.87 |
1,591.87 |
1,591.87 |
1,593.91 |
| S1 |
1,583.70 |
1,583.70 |
1,596.90 |
1,587.79 |
| S2 |
1,568.35 |
1,568.35 |
1,594.75 |
|
| S3 |
1,544.83 |
1,560.18 |
1,592.59 |
|
| S4 |
1,521.31 |
1,536.66 |
1,586.12 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,804.79 |
1,777.56 |
1,640.66 |
|
| R3 |
1,729.15 |
1,701.92 |
1,619.86 |
|
| R2 |
1,653.51 |
1,653.51 |
1,612.93 |
|
| R1 |
1,626.28 |
1,626.28 |
1,605.99 |
1,639.90 |
| PP |
1,577.87 |
1,577.87 |
1,577.87 |
1,584.67 |
| S1 |
1,550.64 |
1,550.64 |
1,592.13 |
1,564.26 |
| S2 |
1,502.23 |
1,502.23 |
1,585.19 |
|
| S3 |
1,426.59 |
1,475.00 |
1,578.26 |
|
| S4 |
1,350.95 |
1,399.36 |
1,557.46 |
|
|
| 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 |
1,529.45 |
75.64 |
4.7% |
25.23 |
1.6% |
92% |
False |
False |
|
| 10 |
1,605.09 |
1,402.19 |
202.90 |
12.7% |
26.12 |
1.6% |
97% |
False |
False |
|
| 20 |
1,605.09 |
1,394.87 |
210.22 |
13.1% |
24.30 |
1.5% |
97% |
False |
False |
|
| 40 |
1,605.09 |
1,394.87 |
210.22 |
13.1% |
25.08 |
1.6% |
97% |
False |
False |
|
| 60 |
1,605.09 |
1,339.82 |
265.27 |
16.6% |
27.81 |
1.7% |
98% |
False |
False |
|
| 80 |
1,605.09 |
1,211.60 |
393.49 |
24.6% |
28.07 |
1.8% |
98% |
False |
False |
|
| 100 |
1,605.09 |
1,040.41 |
564.68 |
35.3% |
29.80 |
1.9% |
99% |
False |
False |
|
| 120 |
1,605.09 |
1,040.41 |
564.68 |
35.3% |
30.89 |
1.9% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,699.99 |
|
2.618 |
1,661.61 |
|
1.618 |
1,638.09 |
|
1.000 |
1,623.55 |
|
0.618 |
1,614.57 |
|
HIGH |
1,600.03 |
|
0.618 |
1,591.05 |
|
0.500 |
1,588.27 |
|
0.382 |
1,585.49 |
|
LOW |
1,576.51 |
|
0.618 |
1,561.97 |
|
1.000 |
1,552.99 |
|
1.618 |
1,538.45 |
|
2.618 |
1,514.93 |
|
4.250 |
1,476.55 |
|
|