| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,614.11 |
1,608.26 |
-5.85 |
-0.4% |
1,597.02 |
| High |
1,632.97 |
1,619.67 |
-13.30 |
-0.8% |
1,632.97 |
| Low |
1,606.72 |
1,602.25 |
-4.47 |
-0.3% |
1,580.52 |
| Close |
1,609.87 |
1,603.36 |
-6.51 |
-0.4% |
1,603.36 |
| Range |
26.25 |
17.42 |
-8.83 |
-33.6% |
52.45 |
| ATR |
27.18 |
26.49 |
-0.70 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,660.69 |
1,649.44 |
1,612.94 |
|
| R3 |
1,643.27 |
1,632.02 |
1,608.15 |
|
| R2 |
1,625.85 |
1,625.85 |
1,606.55 |
|
| R1 |
1,614.60 |
1,614.60 |
1,604.96 |
1,611.52 |
| PP |
1,608.43 |
1,608.43 |
1,608.43 |
1,606.88 |
| S1 |
1,597.18 |
1,597.18 |
1,601.76 |
1,594.10 |
| S2 |
1,591.01 |
1,591.01 |
1,600.17 |
|
| S3 |
1,573.59 |
1,579.76 |
1,598.57 |
|
| S4 |
1,556.17 |
1,562.34 |
1,593.78 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,762.97 |
1,735.61 |
1,632.21 |
|
| R3 |
1,710.52 |
1,683.16 |
1,617.78 |
|
| R2 |
1,658.07 |
1,658.07 |
1,612.98 |
|
| R1 |
1,630.71 |
1,630.71 |
1,608.17 |
1,644.39 |
| PP |
1,605.62 |
1,605.62 |
1,605.62 |
1,612.46 |
| S1 |
1,578.26 |
1,578.26 |
1,598.55 |
1,591.94 |
| S2 |
1,553.17 |
1,553.17 |
1,593.74 |
|
| S3 |
1,500.72 |
1,525.81 |
1,588.94 |
|
| S4 |
1,448.27 |
1,473.36 |
1,574.51 |
|
|
| 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 |
1,580.52 |
52.45 |
3.3% |
21.56 |
1.3% |
44% |
False |
False |
|
| 10 |
1,632.97 |
1,529.45 |
103.52 |
6.5% |
23.40 |
1.5% |
71% |
False |
False |
|
| 20 |
1,632.97 |
1,394.87 |
238.10 |
14.9% |
24.36 |
1.5% |
88% |
False |
False |
|
| 40 |
1,632.97 |
1,394.87 |
238.10 |
14.9% |
24.74 |
1.5% |
88% |
False |
False |
|
| 60 |
1,632.97 |
1,339.82 |
293.15 |
18.3% |
27.42 |
1.7% |
90% |
False |
False |
|
| 80 |
1,632.97 |
1,280.29 |
352.68 |
22.0% |
27.39 |
1.7% |
92% |
False |
False |
|
| 100 |
1,632.97 |
1,106.72 |
526.25 |
32.8% |
28.80 |
1.8% |
94% |
False |
False |
|
| 120 |
1,632.97 |
1,040.41 |
592.56 |
37.0% |
30.31 |
1.9% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,693.71 |
|
2.618 |
1,665.28 |
|
1.618 |
1,647.86 |
|
1.000 |
1,637.09 |
|
0.618 |
1,630.44 |
|
HIGH |
1,619.67 |
|
0.618 |
1,613.02 |
|
0.500 |
1,610.96 |
|
0.382 |
1,608.90 |
|
LOW |
1,602.25 |
|
0.618 |
1,591.48 |
|
1.000 |
1,584.83 |
|
1.618 |
1,574.06 |
|
2.618 |
1,556.64 |
|
4.250 |
1,528.22 |
|
|