Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,628.37 |
1,623.49 |
-4.88 |
-0.3% |
1,612.73 |
High |
1,632.20 |
1,624.47 |
-7.73 |
-0.5% |
1,634.12 |
Low |
1,611.24 |
1,596.95 |
-14.29 |
-0.9% |
1,587.40 |
Close |
1,628.65 |
1,611.58 |
-17.07 |
-1.0% |
1,611.58 |
Range |
20.96 |
27.52 |
6.56 |
31.3% |
46.72 |
ATR |
26.10 |
26.50 |
0.40 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,693.56 |
1,680.09 |
1,626.72 |
|
R3 |
1,666.04 |
1,652.57 |
1,619.15 |
|
R2 |
1,638.52 |
1,638.52 |
1,616.63 |
|
R1 |
1,625.05 |
1,625.05 |
1,614.10 |
1,618.03 |
PP |
1,611.00 |
1,611.00 |
1,611.00 |
1,607.49 |
S1 |
1,597.53 |
1,597.53 |
1,609.06 |
1,590.51 |
S2 |
1,583.48 |
1,583.48 |
1,606.53 |
|
S3 |
1,555.96 |
1,570.01 |
1,604.01 |
|
S4 |
1,528.44 |
1,542.49 |
1,596.44 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,751.19 |
1,728.11 |
1,637.28 |
|
R3 |
1,704.47 |
1,681.39 |
1,624.43 |
|
R2 |
1,657.75 |
1,657.75 |
1,620.15 |
|
R1 |
1,634.67 |
1,634.67 |
1,615.86 |
1,622.85 |
PP |
1,611.03 |
1,611.03 |
1,611.03 |
1,605.13 |
S1 |
1,587.95 |
1,587.95 |
1,607.30 |
1,576.13 |
S2 |
1,564.31 |
1,564.31 |
1,603.01 |
|
S3 |
1,517.59 |
1,541.23 |
1,598.73 |
|
S4 |
1,470.87 |
1,494.51 |
1,585.88 |
|
|
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% |
25.16 |
1.6% |
52% |
False |
False |
|
10 |
1,634.12 |
1,587.40 |
46.72 |
2.9% |
23.36 |
1.4% |
52% |
False |
False |
|
20 |
1,634.12 |
1,529.45 |
104.67 |
6.5% |
23.38 |
1.5% |
78% |
False |
False |
|
40 |
1,634.12 |
1,394.87 |
239.25 |
14.8% |
24.14 |
1.5% |
91% |
False |
False |
|
60 |
1,634.12 |
1,350.95 |
283.17 |
17.6% |
25.60 |
1.6% |
92% |
False |
False |
|
80 |
1,634.12 |
1,321.42 |
312.70 |
19.4% |
26.83 |
1.7% |
93% |
False |
False |
|
100 |
1,634.12 |
1,204.96 |
429.16 |
26.6% |
27.45 |
1.7% |
95% |
False |
False |
|
120 |
1,634.12 |
1,040.41 |
593.71 |
36.8% |
29.20 |
1.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,741.43 |
2.618 |
1,696.52 |
1.618 |
1,669.00 |
1.000 |
1,651.99 |
0.618 |
1,641.48 |
HIGH |
1,624.47 |
0.618 |
1,613.96 |
0.500 |
1,610.71 |
0.382 |
1,607.46 |
LOW |
1,596.95 |
0.618 |
1,579.94 |
1.000 |
1,569.43 |
1.618 |
1,552.42 |
2.618 |
1,524.90 |
4.250 |
1,479.99 |
|
|