Day Change Summary |
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Previous |
Current |
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11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,603.68 |
1,595.26 |
-8.42 |
-0.5% |
1,619.24 |
High |
1,605.80 |
1,634.12 |
28.32 |
1.8% |
1,633.16 |
Low |
1,587.40 |
1,594.76 |
7.36 |
0.5% |
1,595.36 |
Close |
1,594.69 |
1,619.59 |
24.90 |
1.6% |
1,619.49 |
Range |
18.40 |
39.36 |
20.96 |
113.9% |
37.80 |
ATR |
25.50 |
26.49 |
1.00 |
3.9% |
0.00 |
Volume |
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Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.24 |
1,716.27 |
1,641.24 |
|
R3 |
1,694.88 |
1,676.91 |
1,630.41 |
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R2 |
1,655.52 |
1,655.52 |
1,626.81 |
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R1 |
1,637.55 |
1,637.55 |
1,623.20 |
1,646.54 |
PP |
1,616.16 |
1,616.16 |
1,616.16 |
1,620.65 |
S1 |
1,598.19 |
1,598.19 |
1,615.98 |
1,607.18 |
S2 |
1,576.80 |
1,576.80 |
1,612.37 |
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S3 |
1,537.44 |
1,558.83 |
1,608.77 |
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S4 |
1,498.08 |
1,519.47 |
1,597.94 |
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Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.40 |
1,712.25 |
1,640.28 |
|
R3 |
1,691.60 |
1,674.45 |
1,629.89 |
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R2 |
1,653.80 |
1,653.80 |
1,626.42 |
|
R1 |
1,636.65 |
1,636.65 |
1,622.96 |
1,645.23 |
PP |
1,616.00 |
1,616.00 |
1,616.00 |
1,620.29 |
S1 |
1,598.85 |
1,598.85 |
1,616.03 |
1,607.43 |
S2 |
1,578.20 |
1,578.20 |
1,612.56 |
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S3 |
1,540.40 |
1,561.05 |
1,609.10 |
|
S4 |
1,502.60 |
1,523.25 |
1,598.70 |
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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 |
1,634.12 |
1,587.40 |
46.72 |
2.9% |
24.82 |
1.5% |
69% |
True |
False |
|
10 |
1,634.12 |
1,587.40 |
46.72 |
2.9% |
22.88 |
1.4% |
69% |
True |
False |
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20 |
1,634.12 |
1,494.57 |
139.55 |
8.6% |
23.09 |
1.4% |
90% |
True |
False |
|
40 |
1,634.12 |
1,394.87 |
239.25 |
14.8% |
24.16 |
1.5% |
94% |
True |
False |
|
60 |
1,634.12 |
1,350.95 |
283.17 |
17.5% |
25.88 |
1.6% |
95% |
True |
False |
|
80 |
1,634.12 |
1,303.73 |
330.39 |
20.4% |
27.13 |
1.7% |
96% |
True |
False |
|
100 |
1,634.12 |
1,203.85 |
430.27 |
26.6% |
27.74 |
1.7% |
97% |
True |
False |
|
120 |
1,634.12 |
1,040.41 |
593.71 |
36.7% |
29.58 |
1.8% |
98% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,801.40 |
2.618 |
1,737.16 |
1.618 |
1,697.80 |
1.000 |
1,673.48 |
0.618 |
1,658.44 |
HIGH |
1,634.12 |
0.618 |
1,619.08 |
0.500 |
1,614.44 |
0.382 |
1,609.80 |
LOW |
1,594.76 |
0.618 |
1,570.44 |
1.000 |
1,555.40 |
1.618 |
1,531.08 |
2.618 |
1,491.72 |
4.250 |
1,427.48 |
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