Day Change Summary |
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Previous |
Current |
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12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,595.26 |
1,628.37 |
33.11 |
2.1% |
1,619.24 |
High |
1,634.12 |
1,632.20 |
-1.92 |
-0.1% |
1,633.16 |
Low |
1,594.76 |
1,611.24 |
16.48 |
1.0% |
1,595.36 |
Close |
1,619.59 |
1,628.65 |
9.06 |
0.6% |
1,619.49 |
Range |
39.36 |
20.96 |
-18.40 |
-46.7% |
37.80 |
ATR |
26.49 |
26.10 |
-0.40 |
-1.5% |
0.00 |
Volume |
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Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,686.91 |
1,678.74 |
1,640.18 |
|
R3 |
1,665.95 |
1,657.78 |
1,634.41 |
|
R2 |
1,644.99 |
1,644.99 |
1,632.49 |
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R1 |
1,636.82 |
1,636.82 |
1,630.57 |
1,640.91 |
PP |
1,624.03 |
1,624.03 |
1,624.03 |
1,626.07 |
S1 |
1,615.86 |
1,615.86 |
1,626.73 |
1,619.95 |
S2 |
1,603.07 |
1,603.07 |
1,624.81 |
|
S3 |
1,582.11 |
1,594.90 |
1,622.89 |
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S4 |
1,561.15 |
1,573.94 |
1,617.12 |
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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 |
|
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 |
|
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% |
23.44 |
1.4% |
88% |
False |
False |
|
10 |
1,634.12 |
1,587.40 |
46.72 |
2.9% |
22.35 |
1.4% |
88% |
False |
False |
|
20 |
1,634.12 |
1,511.61 |
122.51 |
7.5% |
22.78 |
1.4% |
96% |
False |
False |
|
40 |
1,634.12 |
1,394.87 |
239.25 |
14.7% |
23.92 |
1.5% |
98% |
False |
False |
|
60 |
1,634.12 |
1,350.95 |
283.17 |
17.4% |
25.71 |
1.6% |
98% |
False |
False |
|
80 |
1,634.12 |
1,317.51 |
316.61 |
19.4% |
27.06 |
1.7% |
98% |
False |
False |
|
100 |
1,634.12 |
1,204.96 |
429.16 |
26.4% |
27.39 |
1.7% |
99% |
False |
False |
|
120 |
1,634.12 |
1,040.41 |
593.71 |
36.5% |
29.31 |
1.8% |
99% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,721.28 |
2.618 |
1,687.07 |
1.618 |
1,666.11 |
1.000 |
1,653.16 |
0.618 |
1,645.15 |
HIGH |
1,632.20 |
0.618 |
1,624.19 |
0.500 |
1,621.72 |
0.382 |
1,619.25 |
LOW |
1,611.24 |
0.618 |
1,598.29 |
1.000 |
1,590.28 |
1.618 |
1,577.33 |
2.618 |
1,556.37 |
4.250 |
1,522.16 |
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