| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1,619.24 |
1,619.09 |
-0.15 |
0.0% |
1,597.02 |
| High |
1,628.30 |
1,633.16 |
4.86 |
0.3% |
1,632.97 |
| Low |
1,611.60 |
1,616.54 |
4.94 |
0.3% |
1,580.52 |
| Close |
1,628.12 |
1,628.49 |
0.37 |
0.0% |
1,603.36 |
| Range |
16.70 |
16.62 |
-0.08 |
-0.5% |
52.45 |
| ATR |
26.38 |
25.68 |
-0.70 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.92 |
1,668.83 |
1,637.63 |
|
| R3 |
1,659.30 |
1,652.21 |
1,633.06 |
|
| R2 |
1,642.68 |
1,642.68 |
1,631.54 |
|
| R1 |
1,635.59 |
1,635.59 |
1,630.01 |
1,639.14 |
| PP |
1,626.06 |
1,626.06 |
1,626.06 |
1,627.84 |
| S1 |
1,618.97 |
1,618.97 |
1,626.97 |
1,622.52 |
| S2 |
1,609.44 |
1,609.44 |
1,625.44 |
|
| S3 |
1,592.82 |
1,602.35 |
1,623.92 |
|
| S4 |
1,576.20 |
1,585.73 |
1,619.35 |
|
|
| 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 |
1,633.16 |
1,586.04 |
47.12 |
2.9% |
18.69 |
1.1% |
90% |
True |
False |
|
| 10 |
1,633.16 |
1,551.16 |
82.00 |
5.0% |
22.95 |
1.4% |
94% |
True |
False |
|
| 20 |
1,633.16 |
1,394.87 |
238.29 |
14.6% |
23.07 |
1.4% |
98% |
True |
False |
|
| 40 |
1,633.16 |
1,394.87 |
238.29 |
14.6% |
24.08 |
1.5% |
98% |
True |
False |
|
| 60 |
1,633.16 |
1,339.82 |
293.34 |
18.0% |
26.51 |
1.6% |
98% |
True |
False |
|
| 80 |
1,633.16 |
1,295.10 |
338.06 |
20.8% |
27.20 |
1.7% |
99% |
True |
False |
|
| 100 |
1,633.16 |
1,144.21 |
488.95 |
30.0% |
28.31 |
1.7% |
99% |
True |
False |
|
| 120 |
1,633.16 |
1,040.41 |
592.75 |
36.4% |
29.80 |
1.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,703.80 |
|
2.618 |
1,676.67 |
|
1.618 |
1,660.05 |
|
1.000 |
1,649.78 |
|
0.618 |
1,643.43 |
|
HIGH |
1,633.16 |
|
0.618 |
1,626.81 |
|
0.500 |
1,624.85 |
|
0.382 |
1,622.89 |
|
LOW |
1,616.54 |
|
0.618 |
1,606.27 |
|
1.000 |
1,599.92 |
|
1.618 |
1,589.65 |
|
2.618 |
1,573.03 |
|
4.250 |
1,545.91 |
|
|