Day Change Summary |
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Previous |
Current |
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10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,439.5 |
5,431.0 |
-8.5 |
-0.2% |
5,337.5 |
High |
5,448.5 |
5,454.5 |
6.0 |
0.1% |
5,480.5 |
Low |
5,400.0 |
5,278.0 |
-122.0 |
-2.3% |
5,320.0 |
Close |
5,425.0 |
5,293.5 |
-131.5 |
-2.4% |
5,466.0 |
Range |
48.5 |
176.5 |
128.0 |
263.9% |
160.5 |
ATR |
110.5 |
115.2 |
4.7 |
4.3% |
0.0 |
Volume |
150 |
293 |
143 |
95.3% |
4,330 |
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Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,871.5 |
5,759.0 |
5,390.6 |
|
R3 |
5,695.0 |
5,582.5 |
5,342.0 |
|
R2 |
5,518.5 |
5,518.5 |
5,325.9 |
|
R1 |
5,406.0 |
5,406.0 |
5,309.7 |
5,374.0 |
PP |
5,342.0 |
5,342.0 |
5,342.0 |
5,326.0 |
S1 |
5,229.5 |
5,229.5 |
5,277.3 |
5,197.5 |
S2 |
5,165.5 |
5,165.5 |
5,261.1 |
|
S3 |
4,989.0 |
5,053.0 |
5,245.0 |
|
S4 |
4,812.5 |
4,876.5 |
5,196.4 |
|
|
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 |
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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 |
5,278.0 |
202.5 |
3.8% |
116.7 |
2.2% |
8% |
False |
True |
392 |
10 |
5,480.5 |
5,152.5 |
328.0 |
6.2% |
116.2 |
2.2% |
43% |
False |
False |
948 |
20 |
5,480.5 |
4,821.0 |
659.5 |
12.5% |
109.2 |
2.1% |
72% |
False |
False |
762 |
40 |
5,480.5 |
4,540.0 |
940.5 |
17.8% |
110.6 |
2.1% |
80% |
False |
False |
985 |
60 |
5,480.5 |
4,540.0 |
940.5 |
17.8% |
107.2 |
2.0% |
80% |
False |
False |
993 |
80 |
5,480.5 |
4,425.0 |
1,055.5 |
19.9% |
107.4 |
2.0% |
82% |
False |
False |
782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,204.6 |
2.618 |
5,916.6 |
1.618 |
5,740.1 |
1.000 |
5,631.0 |
0.618 |
5,563.6 |
HIGH |
5,454.5 |
0.618 |
5,387.1 |
0.500 |
5,366.3 |
0.382 |
5,345.4 |
LOW |
5,278.0 |
0.618 |
5,168.9 |
1.000 |
5,101.5 |
1.618 |
4,992.4 |
2.618 |
4,815.9 |
4.250 |
4,527.9 |
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