| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,596.81 |
1,614.11 |
17.30 |
1.1% |
1,534.39 |
| High |
1,602.49 |
1,632.97 |
30.48 |
1.9% |
1,605.09 |
| Low |
1,586.04 |
1,606.72 |
20.68 |
1.3% |
1,529.45 |
| Close |
1,599.61 |
1,609.87 |
10.26 |
0.6% |
1,599.06 |
| Range |
16.45 |
26.25 |
9.80 |
59.6% |
75.64 |
| ATR |
26.71 |
27.18 |
0.48 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,695.27 |
1,678.82 |
1,624.31 |
|
| R3 |
1,669.02 |
1,652.57 |
1,617.09 |
|
| R2 |
1,642.77 |
1,642.77 |
1,614.68 |
|
| R1 |
1,626.32 |
1,626.32 |
1,612.28 |
1,621.42 |
| PP |
1,616.52 |
1,616.52 |
1,616.52 |
1,614.07 |
| S1 |
1,600.07 |
1,600.07 |
1,607.46 |
1,595.17 |
| S2 |
1,590.27 |
1,590.27 |
1,605.06 |
|
| S3 |
1,564.02 |
1,573.82 |
1,602.65 |
|
| S4 |
1,537.77 |
1,547.57 |
1,595.43 |
|
|
| 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 |
1,632.97 |
1,576.51 |
56.46 |
3.5% |
22.78 |
1.4% |
59% |
True |
False |
|
| 10 |
1,632.97 |
1,511.61 |
121.36 |
7.5% |
23.22 |
1.4% |
81% |
True |
False |
|
| 20 |
1,632.97 |
1,394.87 |
238.10 |
14.8% |
24.56 |
1.5% |
90% |
True |
False |
|
| 40 |
1,632.97 |
1,394.87 |
238.10 |
14.8% |
24.73 |
1.5% |
90% |
True |
False |
|
| 60 |
1,632.97 |
1,339.82 |
293.15 |
18.2% |
27.71 |
1.7% |
92% |
True |
False |
|
| 80 |
1,632.97 |
1,268.79 |
364.18 |
22.6% |
27.52 |
1.7% |
94% |
True |
False |
|
| 100 |
1,632.97 |
1,060.42 |
572.55 |
35.6% |
29.15 |
1.8% |
96% |
True |
False |
|
| 120 |
1,632.97 |
1,040.41 |
592.56 |
36.8% |
30.32 |
1.9% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,744.53 |
|
2.618 |
1,701.69 |
|
1.618 |
1,675.44 |
|
1.000 |
1,659.22 |
|
0.618 |
1,649.19 |
|
HIGH |
1,632.97 |
|
0.618 |
1,622.94 |
|
0.500 |
1,619.85 |
|
0.382 |
1,616.75 |
|
LOW |
1,606.72 |
|
0.618 |
1,590.50 |
|
1.000 |
1,580.47 |
|
1.618 |
1,564.25 |
|
2.618 |
1,538.00 |
|
4.250 |
1,495.16 |
|
|