| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,632.0 |
2,679.0 |
47.0 |
1.8% |
2,635.0 |
| High |
2,702.0 |
2,682.0 |
-20.0 |
-0.7% |
2,702.0 |
| Low |
2,622.0 |
2,661.0 |
39.0 |
1.5% |
2,617.0 |
| Close |
2,692.0 |
2,676.0 |
-16.0 |
-0.6% |
2,692.0 |
| Range |
80.0 |
21.0 |
-59.0 |
-73.8% |
85.0 |
| ATR |
55.3 |
53.6 |
-1.7 |
-3.1% |
0.0 |
| Volume |
465 |
75 |
-390 |
-83.9% |
4,316 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,736.0 |
2,727.0 |
2,687.6 |
|
| R3 |
2,715.0 |
2,706.0 |
2,681.8 |
|
| R2 |
2,694.0 |
2,694.0 |
2,679.9 |
|
| R1 |
2,685.0 |
2,685.0 |
2,677.9 |
2,679.0 |
| PP |
2,673.0 |
2,673.0 |
2,673.0 |
2,670.0 |
| S1 |
2,664.0 |
2,664.0 |
2,674.1 |
2,658.0 |
| S2 |
2,652.0 |
2,652.0 |
2,672.2 |
|
| S3 |
2,631.0 |
2,643.0 |
2,670.2 |
|
| S4 |
2,610.0 |
2,622.0 |
2,664.5 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.3 |
2,893.7 |
2,738.8 |
|
| R3 |
2,840.3 |
2,808.7 |
2,715.4 |
|
| R2 |
2,755.3 |
2,755.3 |
2,707.6 |
|
| R1 |
2,723.7 |
2,723.7 |
2,699.8 |
2,739.5 |
| PP |
2,670.3 |
2,670.3 |
2,670.3 |
2,678.3 |
| S1 |
2,638.7 |
2,638.7 |
2,684.2 |
2,654.5 |
| S2 |
2,585.3 |
2,585.3 |
2,676.4 |
|
| S3 |
2,500.3 |
2,553.7 |
2,668.6 |
|
| S4 |
2,415.3 |
2,468.7 |
2,645.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,702.0 |
2,617.0 |
85.0 |
3.2% |
47.4 |
1.8% |
69% |
False |
False |
204 |
| 10 |
2,702.0 |
2,540.0 |
162.0 |
6.1% |
51.8 |
1.9% |
84% |
False |
False |
869 |
| 20 |
2,702.0 |
2,330.0 |
372.0 |
13.9% |
49.5 |
1.8% |
93% |
False |
False |
1,009 |
| 40 |
2,702.0 |
2,241.0 |
461.0 |
17.2% |
52.5 |
2.0% |
94% |
False |
False |
5,304 |
| 60 |
2,702.0 |
2,241.0 |
461.0 |
17.2% |
51.6 |
1.9% |
94% |
False |
False |
5,522 |
| 80 |
2,702.0 |
2,096.0 |
606.0 |
22.6% |
53.5 |
2.0% |
96% |
False |
False |
4,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,771.3 |
|
2.618 |
2,737.0 |
|
1.618 |
2,716.0 |
|
1.000 |
2,703.0 |
|
0.618 |
2,695.0 |
|
HIGH |
2,682.0 |
|
0.618 |
2,674.0 |
|
0.500 |
2,671.5 |
|
0.382 |
2,669.0 |
|
LOW |
2,661.0 |
|
0.618 |
2,648.0 |
|
1.000 |
2,640.0 |
|
1.618 |
2,627.0 |
|
2.618 |
2,606.0 |
|
4.250 |
2,571.8 |
|
|