Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,636.82 |
1,636.13 |
-0.69 |
0.0% |
1,583.29 |
High |
1,648.77 |
1,643.18 |
-5.59 |
-0.3% |
1,639.23 |
Low |
1,628.41 |
1,611.73 |
-16.68 |
-1.0% |
1,563.14 |
Close |
1,637.00 |
1,640.97 |
3.97 |
0.2% |
1,637.78 |
Range |
20.36 |
31.45 |
11.09 |
54.5% |
76.09 |
ATR |
26.18 |
26.55 |
0.38 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.31 |
1,715.09 |
1,658.27 |
|
R3 |
1,694.86 |
1,683.64 |
1,649.62 |
|
R2 |
1,663.41 |
1,663.41 |
1,646.74 |
|
R1 |
1,652.19 |
1,652.19 |
1,643.85 |
1,657.80 |
PP |
1,631.96 |
1,631.96 |
1,631.96 |
1,634.77 |
S1 |
1,620.74 |
1,620.74 |
1,638.09 |
1,626.35 |
S2 |
1,600.51 |
1,600.51 |
1,635.20 |
|
S3 |
1,569.06 |
1,589.29 |
1,632.32 |
|
S4 |
1,537.61 |
1,557.84 |
1,623.67 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,841.65 |
1,815.81 |
1,679.63 |
|
R3 |
1,765.56 |
1,739.72 |
1,658.70 |
|
R2 |
1,689.47 |
1,689.47 |
1,651.73 |
|
R1 |
1,663.63 |
1,663.63 |
1,644.75 |
1,676.55 |
PP |
1,613.38 |
1,613.38 |
1,613.38 |
1,619.85 |
S1 |
1,587.54 |
1,587.54 |
1,630.81 |
1,600.46 |
S2 |
1,537.29 |
1,537.29 |
1,623.83 |
|
S3 |
1,461.20 |
1,511.45 |
1,616.86 |
|
S4 |
1,385.11 |
1,435.36 |
1,595.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,655.25 |
1,611.73 |
43.52 |
2.7% |
22.84 |
1.4% |
67% |
False |
True |
|
10 |
1,655.25 |
1,563.14 |
92.11 |
5.6% |
24.03 |
1.5% |
84% |
False |
False |
|
20 |
1,655.25 |
1,563.14 |
92.11 |
5.6% |
23.19 |
1.4% |
84% |
False |
False |
|
40 |
1,655.25 |
1,394.87 |
260.38 |
15.9% |
23.88 |
1.5% |
95% |
False |
False |
|
60 |
1,655.25 |
1,394.87 |
260.38 |
15.9% |
24.22 |
1.5% |
95% |
False |
False |
|
80 |
1,655.25 |
1,339.82 |
315.43 |
19.2% |
26.58 |
1.6% |
95% |
False |
False |
|
100 |
1,655.25 |
1,268.79 |
386.46 |
23.6% |
26.65 |
1.6% |
96% |
False |
False |
|
120 |
1,655.25 |
1,060.42 |
594.83 |
36.2% |
28.15 |
1.7% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,776.84 |
2.618 |
1,725.52 |
1.618 |
1,694.07 |
1.000 |
1,674.63 |
0.618 |
1,662.62 |
HIGH |
1,643.18 |
0.618 |
1,631.17 |
0.500 |
1,627.46 |
0.382 |
1,623.74 |
LOW |
1,611.73 |
0.618 |
1,592.29 |
1.000 |
1,580.28 |
1.618 |
1,560.84 |
2.618 |
1,529.39 |
4.250 |
1,478.07 |
|
|