| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,950 |
2,840 |
-110 |
-3.7% |
2,909 |
| High |
2,960 |
2,841 |
-119 |
-4.0% |
2,985 |
| Low |
2,865 |
2,740 |
-125 |
-4.4% |
2,835 |
| Close |
2,867 |
2,748 |
-119 |
-4.2% |
2,867 |
| Range |
95 |
101 |
6 |
6.3% |
150 |
| ATR |
77 |
81 |
4 |
4.6% |
0 |
| Volume |
829 |
1,701 |
872 |
105.2% |
7,232 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079 |
3,015 |
2,804 |
|
| R3 |
2,978 |
2,914 |
2,776 |
|
| R2 |
2,877 |
2,877 |
2,767 |
|
| R1 |
2,813 |
2,813 |
2,757 |
2,795 |
| PP |
2,776 |
2,776 |
2,776 |
2,767 |
| S1 |
2,712 |
2,712 |
2,739 |
2,694 |
| S2 |
2,675 |
2,675 |
2,729 |
|
| S3 |
2,574 |
2,611 |
2,720 |
|
| S4 |
2,473 |
2,510 |
2,692 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,346 |
3,256 |
2,950 |
|
| R3 |
3,196 |
3,106 |
2,908 |
|
| R2 |
3,046 |
3,046 |
2,895 |
|
| R1 |
2,956 |
2,956 |
2,881 |
2,926 |
| PP |
2,896 |
2,896 |
2,896 |
2,881 |
| S1 |
2,806 |
2,806 |
2,853 |
2,776 |
| S2 |
2,746 |
2,746 |
2,840 |
|
| S3 |
2,596 |
2,656 |
2,826 |
|
| S4 |
2,446 |
2,506 |
2,785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,985 |
2,740 |
245 |
8.9% |
83 |
3.0% |
3% |
False |
True |
1,375 |
| 10 |
3,004 |
2,740 |
264 |
9.6% |
73 |
2.7% |
3% |
False |
True |
1,270 |
| 20 |
3,004 |
2,740 |
264 |
9.6% |
76 |
2.8% |
3% |
False |
True |
1,044 |
| 40 |
3,004 |
2,466 |
538 |
19.6% |
66 |
2.4% |
52% |
False |
False |
872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,270 |
|
2.618 |
3,105 |
|
1.618 |
3,004 |
|
1.000 |
2,942 |
|
0.618 |
2,903 |
|
HIGH |
2,841 |
|
0.618 |
2,802 |
|
0.500 |
2,791 |
|
0.382 |
2,779 |
|
LOW |
2,740 |
|
0.618 |
2,678 |
|
1.000 |
2,639 |
|
1.618 |
2,577 |
|
2.618 |
2,476 |
|
4.250 |
2,311 |
|
|