| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,579.25 |
1,597.02 |
17.77 |
1.1% |
1,534.39 |
| High |
1,600.03 |
1,602.28 |
2.25 |
0.1% |
1,605.09 |
| Low |
1,576.51 |
1,580.52 |
4.01 |
0.3% |
1,529.45 |
| Close |
1,599.06 |
1,599.31 |
0.25 |
0.0% |
1,599.06 |
| Range |
23.52 |
21.76 |
-1.76 |
-7.5% |
75.64 |
| ATR |
27.80 |
27.37 |
-0.43 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,659.32 |
1,651.07 |
1,611.28 |
|
| R3 |
1,637.56 |
1,629.31 |
1,605.29 |
|
| R2 |
1,615.80 |
1,615.80 |
1,603.30 |
|
| R1 |
1,607.55 |
1,607.55 |
1,601.30 |
1,611.68 |
| PP |
1,594.04 |
1,594.04 |
1,594.04 |
1,596.10 |
| S1 |
1,585.79 |
1,585.79 |
1,597.32 |
1,589.92 |
| S2 |
1,572.28 |
1,572.28 |
1,595.32 |
|
| S3 |
1,550.52 |
1,564.03 |
1,593.33 |
|
| S4 |
1,528.76 |
1,542.27 |
1,587.34 |
|
|
| 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 |
1,530.80 |
74.29 |
4.6% |
26.47 |
1.7% |
92% |
False |
False |
|
| 10 |
1,605.09 |
1,439.57 |
165.52 |
10.3% |
23.74 |
1.5% |
97% |
False |
False |
|
| 20 |
1,605.09 |
1,394.87 |
210.22 |
13.1% |
24.53 |
1.5% |
97% |
False |
False |
|
| 40 |
1,605.09 |
1,394.87 |
210.22 |
13.1% |
25.02 |
1.6% |
97% |
False |
False |
|
| 60 |
1,605.09 |
1,339.82 |
265.27 |
16.6% |
27.60 |
1.7% |
98% |
False |
False |
|
| 80 |
1,605.09 |
1,268.79 |
336.30 |
21.0% |
27.80 |
1.7% |
98% |
False |
False |
|
| 100 |
1,605.09 |
1,040.41 |
564.68 |
35.3% |
29.71 |
1.9% |
99% |
False |
False |
|
| 120 |
1,605.09 |
1,040.41 |
564.68 |
35.3% |
30.75 |
1.9% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,694.76 |
|
2.618 |
1,659.25 |
|
1.618 |
1,637.49 |
|
1.000 |
1,624.04 |
|
0.618 |
1,615.73 |
|
HIGH |
1,602.28 |
|
0.618 |
1,593.97 |
|
0.500 |
1,591.40 |
|
0.382 |
1,588.83 |
|
LOW |
1,580.52 |
|
0.618 |
1,567.07 |
|
1.000 |
1,558.76 |
|
1.618 |
1,545.31 |
|
2.618 |
1,523.55 |
|
4.250 |
1,488.04 |
|
|