Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,366.0 |
5,439.5 |
73.5 |
1.4% |
5,337.5 |
High |
5,480.5 |
5,448.5 |
-32.0 |
-0.6% |
5,480.5 |
Low |
5,320.0 |
5,400.0 |
80.0 |
1.5% |
5,320.0 |
Close |
5,466.0 |
5,425.0 |
-41.0 |
-0.8% |
5,466.0 |
Range |
160.5 |
48.5 |
-112.0 |
-69.8% |
160.5 |
ATR |
113.9 |
110.5 |
-3.4 |
-3.0% |
0.0 |
Volume |
344 |
150 |
-194 |
-56.4% |
4,330 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,570.0 |
5,546.0 |
5,451.7 |
|
R3 |
5,521.5 |
5,497.5 |
5,438.3 |
|
R2 |
5,473.0 |
5,473.0 |
5,433.9 |
|
R1 |
5,449.0 |
5,449.0 |
5,429.4 |
5,436.8 |
PP |
5,424.5 |
5,424.5 |
5,424.5 |
5,418.4 |
S1 |
5,400.5 |
5,400.5 |
5,420.6 |
5,388.3 |
S2 |
5,376.0 |
5,376.0 |
5,416.1 |
|
S3 |
5,327.5 |
5,352.0 |
5,411.7 |
|
S4 |
5,279.0 |
5,303.5 |
5,398.3 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,903.7 |
5,845.3 |
5,554.3 |
|
R3 |
5,743.2 |
5,684.8 |
5,510.1 |
|
R2 |
5,582.7 |
5,582.7 |
5,495.4 |
|
R1 |
5,524.3 |
5,524.3 |
5,480.7 |
5,553.5 |
PP |
5,422.2 |
5,422.2 |
5,422.2 |
5,436.8 |
S1 |
5,363.8 |
5,363.8 |
5,451.3 |
5,393.0 |
S2 |
5,261.7 |
5,261.7 |
5,436.6 |
|
S3 |
5,101.2 |
5,203.3 |
5,421.9 |
|
S4 |
4,940.7 |
5,042.8 |
5,377.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,480.5 |
5,320.0 |
160.5 |
3.0% |
94.2 |
1.7% |
65% |
False |
False |
381 |
10 |
5,480.5 |
5,152.5 |
328.0 |
6.0% |
112.1 |
2.1% |
83% |
False |
False |
998 |
20 |
5,480.5 |
4,715.0 |
765.5 |
14.1% |
104.9 |
1.9% |
93% |
False |
False |
778 |
40 |
5,480.5 |
4,540.0 |
940.5 |
17.3% |
108.4 |
2.0% |
94% |
False |
False |
1,071 |
60 |
5,480.5 |
4,540.0 |
940.5 |
17.3% |
106.3 |
2.0% |
94% |
False |
False |
999 |
80 |
5,480.5 |
4,425.0 |
1,055.5 |
19.5% |
107.5 |
2.0% |
95% |
False |
False |
779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,654.6 |
2.618 |
5,575.5 |
1.618 |
5,527.0 |
1.000 |
5,497.0 |
0.618 |
5,478.5 |
HIGH |
5,448.5 |
0.618 |
5,430.0 |
0.500 |
5,424.3 |
0.382 |
5,418.5 |
LOW |
5,400.0 |
0.618 |
5,370.0 |
1.000 |
5,351.5 |
1.618 |
5,321.5 |
2.618 |
5,273.0 |
4.250 |
5,193.9 |
|
|