Day Change Summary |
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Previous |
Current |
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11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,431.0 |
5,309.5 |
-121.5 |
-2.2% |
5,337.5 |
High |
5,454.5 |
5,385.0 |
-69.5 |
-1.3% |
5,480.5 |
Low |
5,278.0 |
5,265.0 |
-13.0 |
-0.2% |
5,320.0 |
Close |
5,293.5 |
5,354.0 |
60.5 |
1.1% |
5,466.0 |
Range |
176.5 |
120.0 |
-56.5 |
-32.0% |
160.5 |
ATR |
115.2 |
115.6 |
0.3 |
0.3% |
0.0 |
Volume |
293 |
1,017 |
724 |
247.1% |
4,330 |
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Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,694.7 |
5,644.3 |
5,420.0 |
|
R3 |
5,574.7 |
5,524.3 |
5,387.0 |
|
R2 |
5,454.7 |
5,454.7 |
5,376.0 |
|
R1 |
5,404.3 |
5,404.3 |
5,365.0 |
5,429.5 |
PP |
5,334.7 |
5,334.7 |
5,334.7 |
5,347.3 |
S1 |
5,284.3 |
5,284.3 |
5,343.0 |
5,309.5 |
S2 |
5,214.7 |
5,214.7 |
5,332.0 |
|
S3 |
5,094.7 |
5,164.3 |
5,321.0 |
|
S4 |
4,974.7 |
5,044.3 |
5,288.0 |
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|
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 |
5,265.0 |
215.5 |
4.0% |
117.9 |
2.2% |
41% |
False |
True |
525 |
10 |
5,480.5 |
5,264.5 |
216.0 |
4.0% |
112.2 |
2.1% |
41% |
False |
False |
670 |
20 |
5,480.5 |
4,910.0 |
570.5 |
10.7% |
108.7 |
2.0% |
78% |
False |
False |
783 |
40 |
5,480.5 |
4,540.0 |
940.5 |
17.6% |
110.4 |
2.1% |
87% |
False |
False |
899 |
60 |
5,480.5 |
4,540.0 |
940.5 |
17.6% |
107.3 |
2.0% |
87% |
False |
False |
1,002 |
80 |
5,480.5 |
4,540.0 |
940.5 |
17.6% |
107.1 |
2.0% |
87% |
False |
False |
793 |
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Fibonacci Retracements and Extensions |
4.250 |
5,895.0 |
2.618 |
5,699.2 |
1.618 |
5,579.2 |
1.000 |
5,505.0 |
0.618 |
5,459.2 |
HIGH |
5,385.0 |
0.618 |
5,339.2 |
0.500 |
5,325.0 |
0.382 |
5,310.8 |
LOW |
5,265.0 |
0.618 |
5,190.8 |
1.000 |
5,145.0 |
1.618 |
5,070.8 |
2.618 |
4,950.8 |
4.250 |
4,755.0 |
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