Day Change Summary |
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Previous |
Current |
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27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,636.13 |
1,661.49 |
25.36 |
1.5% |
1,641.45 |
High |
1,643.18 |
1,668.01 |
24.83 |
1.5% |
1,668.01 |
Low |
1,611.73 |
1,631.47 |
19.74 |
1.2% |
1,611.73 |
Close |
1,640.97 |
1,643.24 |
2.27 |
0.1% |
1,643.24 |
Range |
31.45 |
36.54 |
5.09 |
16.2% |
56.28 |
ATR |
26.55 |
27.27 |
0.71 |
2.7% |
0.00 |
Volume |
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Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,757.19 |
1,736.76 |
1,663.34 |
|
R3 |
1,720.65 |
1,700.22 |
1,653.29 |
|
R2 |
1,684.11 |
1,684.11 |
1,649.94 |
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R1 |
1,663.68 |
1,663.68 |
1,646.59 |
1,655.63 |
PP |
1,647.57 |
1,647.57 |
1,647.57 |
1,643.55 |
S1 |
1,627.14 |
1,627.14 |
1,639.89 |
1,619.09 |
S2 |
1,611.03 |
1,611.03 |
1,636.54 |
|
S3 |
1,574.49 |
1,590.60 |
1,633.19 |
|
S4 |
1,537.95 |
1,554.06 |
1,623.14 |
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Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.83 |
1,782.82 |
1,674.19 |
|
R3 |
1,753.55 |
1,726.54 |
1,658.72 |
|
R2 |
1,697.27 |
1,697.27 |
1,653.56 |
|
R1 |
1,670.26 |
1,670.26 |
1,648.40 |
1,683.77 |
PP |
1,640.99 |
1,640.99 |
1,640.99 |
1,647.75 |
S1 |
1,613.98 |
1,613.98 |
1,638.08 |
1,627.49 |
S2 |
1,584.71 |
1,584.71 |
1,632.92 |
|
S3 |
1,528.43 |
1,557.70 |
1,627.76 |
|
S4 |
1,472.15 |
1,501.42 |
1,612.29 |
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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 |
1,668.01 |
1,611.73 |
56.28 |
3.4% |
25.33 |
1.5% |
56% |
True |
False |
|
10 |
1,668.01 |
1,563.14 |
104.87 |
6.4% |
24.94 |
1.5% |
76% |
True |
False |
|
20 |
1,668.01 |
1,563.14 |
104.87 |
6.4% |
24.15 |
1.5% |
76% |
True |
False |
|
40 |
1,668.01 |
1,394.87 |
273.14 |
16.6% |
24.25 |
1.5% |
91% |
True |
False |
|
60 |
1,668.01 |
1,394.87 |
273.14 |
16.6% |
24.54 |
1.5% |
91% |
True |
False |
|
80 |
1,668.01 |
1,339.82 |
328.19 |
20.0% |
26.60 |
1.6% |
92% |
True |
False |
|
100 |
1,668.01 |
1,280.29 |
387.72 |
23.6% |
26.74 |
1.6% |
94% |
True |
False |
|
120 |
1,668.01 |
1,106.72 |
561.29 |
34.2% |
28.02 |
1.7% |
96% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,823.31 |
2.618 |
1,763.67 |
1.618 |
1,727.13 |
1.000 |
1,704.55 |
0.618 |
1,690.59 |
HIGH |
1,668.01 |
0.618 |
1,654.05 |
0.500 |
1,649.74 |
0.382 |
1,645.43 |
LOW |
1,631.47 |
0.618 |
1,608.89 |
1.000 |
1,594.93 |
1.618 |
1,572.35 |
2.618 |
1,535.81 |
4.250 |
1,476.18 |
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