| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,772 |
2,731 |
-41 |
-1.5% |
2,909 |
| High |
2,789 |
2,952 |
163 |
5.8% |
2,985 |
| Low |
2,725 |
2,731 |
6 |
0.2% |
2,835 |
| Close |
2,772 |
2,902 |
130 |
4.7% |
2,867 |
| Range |
64 |
221 |
157 |
245.3% |
150 |
| ATR |
80 |
90 |
10 |
12.7% |
0 |
| Volume |
920 |
1,307 |
387 |
42.1% |
7,232 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,525 |
3,434 |
3,024 |
|
| R3 |
3,304 |
3,213 |
2,963 |
|
| R2 |
3,083 |
3,083 |
2,943 |
|
| R1 |
2,992 |
2,992 |
2,922 |
3,038 |
| PP |
2,862 |
2,862 |
2,862 |
2,884 |
| S1 |
2,771 |
2,771 |
2,882 |
2,817 |
| S2 |
2,641 |
2,641 |
2,861 |
|
| S3 |
2,420 |
2,550 |
2,841 |
|
| S4 |
2,199 |
2,329 |
2,780 |
|
|
| 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 |
9.0% |
106 |
3.7% |
68% |
False |
False |
1,369 |
| 10 |
2,985 |
2,725 |
260 |
9.0% |
88 |
3.0% |
68% |
False |
False |
1,292 |
| 20 |
3,004 |
2,725 |
279 |
9.6% |
83 |
2.9% |
63% |
False |
False |
1,098 |
| 40 |
3,004 |
2,466 |
538 |
18.5% |
72 |
2.5% |
81% |
False |
False |
865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,891 |
|
2.618 |
3,531 |
|
1.618 |
3,310 |
|
1.000 |
3,173 |
|
0.618 |
3,089 |
|
HIGH |
2,952 |
|
0.618 |
2,868 |
|
0.500 |
2,842 |
|
0.382 |
2,815 |
|
LOW |
2,731 |
|
0.618 |
2,594 |
|
1.000 |
2,510 |
|
1.618 |
2,373 |
|
2.618 |
2,152 |
|
4.250 |
1,792 |
|
|