Day Change Summary |
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Previous |
Current |
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26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,797.35 |
1,780.11 |
-17.24 |
-1.0% |
1,833.33 |
High |
1,800.62 |
1,794.29 |
-6.33 |
-0.4% |
1,842.79 |
Low |
1,767.85 |
1,747.32 |
-20.53 |
-1.2% |
1,747.32 |
Close |
1,769.02 |
1,791.64 |
22.62 |
1.3% |
1,791.64 |
Range |
32.77 |
46.97 |
14.20 |
43.3% |
95.47 |
ATR |
33.66 |
34.61 |
0.95 |
2.8% |
0.00 |
Volume |
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Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,918.66 |
1,902.12 |
1,817.47 |
|
R3 |
1,871.69 |
1,855.15 |
1,804.56 |
|
R2 |
1,824.72 |
1,824.72 |
1,800.25 |
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R1 |
1,808.18 |
1,808.18 |
1,795.95 |
1,816.45 |
PP |
1,777.75 |
1,777.75 |
1,777.75 |
1,781.89 |
S1 |
1,761.21 |
1,761.21 |
1,787.33 |
1,769.48 |
S2 |
1,730.78 |
1,730.78 |
1,783.03 |
|
S3 |
1,683.81 |
1,714.24 |
1,778.72 |
|
S4 |
1,636.84 |
1,667.27 |
1,765.81 |
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Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.33 |
2,031.45 |
1,844.15 |
|
R3 |
1,984.86 |
1,935.98 |
1,817.89 |
|
R2 |
1,889.39 |
1,889.39 |
1,809.14 |
|
R1 |
1,840.51 |
1,840.51 |
1,800.39 |
1,817.22 |
PP |
1,793.92 |
1,793.92 |
1,793.92 |
1,782.27 |
S1 |
1,745.04 |
1,745.04 |
1,782.89 |
1,721.75 |
S2 |
1,698.45 |
1,698.45 |
1,774.14 |
|
S3 |
1,602.98 |
1,649.57 |
1,765.39 |
|
S4 |
1,507.51 |
1,554.10 |
1,739.13 |
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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 |
1,842.79 |
1,747.32 |
95.47 |
5.3% |
36.10 |
2.0% |
46% |
False |
True |
|
10 |
1,862.37 |
1,747.32 |
115.05 |
6.4% |
32.58 |
1.8% |
39% |
False |
True |
|
20 |
1,918.78 |
1,747.32 |
171.46 |
9.6% |
27.37 |
1.5% |
26% |
False |
True |
|
40 |
1,918.78 |
1,712.92 |
205.86 |
11.5% |
30.59 |
1.7% |
38% |
False |
False |
|
60 |
1,939.77 |
1,700.04 |
239.73 |
13.4% |
33.05 |
1.8% |
38% |
False |
False |
|
80 |
1,983.13 |
1,700.04 |
283.09 |
15.8% |
38.21 |
2.1% |
32% |
False |
False |
|
100 |
2,059.42 |
1,700.04 |
359.38 |
20.1% |
35.93 |
2.0% |
25% |
False |
False |
|
120 |
2,059.42 |
1,700.04 |
359.38 |
20.1% |
33.22 |
1.9% |
25% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,993.91 |
2.618 |
1,917.26 |
1.618 |
1,870.29 |
1.000 |
1,841.26 |
0.618 |
1,823.32 |
HIGH |
1,794.29 |
0.618 |
1,776.35 |
0.500 |
1,770.81 |
0.382 |
1,765.26 |
LOW |
1,747.32 |
0.618 |
1,718.29 |
1.000 |
1,700.35 |
1.618 |
1,671.32 |
2.618 |
1,624.35 |
4.250 |
1,547.70 |
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