| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,840 |
2,772 |
-68 |
-2.4% |
2,909 |
| High |
2,841 |
2,789 |
-52 |
-1.8% |
2,985 |
| Low |
2,740 |
2,725 |
-15 |
-0.5% |
2,835 |
| Close |
2,748 |
2,772 |
24 |
0.9% |
2,867 |
| Range |
101 |
64 |
-37 |
-36.6% |
150 |
| ATR |
81 |
80 |
-1 |
-1.5% |
0 |
| Volume |
1,701 |
920 |
-781 |
-45.9% |
7,232 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,954 |
2,927 |
2,807 |
|
| R3 |
2,890 |
2,863 |
2,790 |
|
| R2 |
2,826 |
2,826 |
2,784 |
|
| R1 |
2,799 |
2,799 |
2,778 |
2,804 |
| PP |
2,762 |
2,762 |
2,762 |
2,765 |
| S1 |
2,735 |
2,735 |
2,766 |
2,740 |
| S2 |
2,698 |
2,698 |
2,760 |
|
| S3 |
2,634 |
2,671 |
2,754 |
|
| S4 |
2,570 |
2,607 |
2,737 |
|
|
| 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 |
2,725 |
260 |
9.4% |
80 |
2.9% |
18% |
False |
True |
1,444 |
| 10 |
2,992 |
2,725 |
267 |
9.6% |
74 |
2.7% |
18% |
False |
True |
1,296 |
| 20 |
3,004 |
2,725 |
279 |
10.1% |
78 |
2.8% |
17% |
False |
True |
1,062 |
| 40 |
3,004 |
2,466 |
538 |
19.4% |
67 |
2.4% |
57% |
False |
False |
863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,061 |
|
2.618 |
2,957 |
|
1.618 |
2,893 |
|
1.000 |
2,853 |
|
0.618 |
2,829 |
|
HIGH |
2,789 |
|
0.618 |
2,765 |
|
0.500 |
2,757 |
|
0.382 |
2,749 |
|
LOW |
2,725 |
|
0.618 |
2,685 |
|
1.000 |
2,661 |
|
1.618 |
2,621 |
|
2.618 |
2,557 |
|
4.250 |
2,453 |
|
|