| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,910 |
2,950 |
40 |
1.4% |
2,840 |
| High |
2,942 |
3,002 |
60 |
2.0% |
3,002 |
| Low |
2,900 |
2,949 |
49 |
1.7% |
2,725 |
| Close |
2,936 |
2,980 |
44 |
1.5% |
2,980 |
| Range |
42 |
53 |
11 |
26.2% |
277 |
| ATR |
86 |
85 |
-1 |
-1.7% |
0 |
| Volume |
1,307 |
555 |
-752 |
-57.5% |
5,790 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,136 |
3,111 |
3,009 |
|
| R3 |
3,083 |
3,058 |
2,995 |
|
| R2 |
3,030 |
3,030 |
2,990 |
|
| R1 |
3,005 |
3,005 |
2,985 |
3,018 |
| PP |
2,977 |
2,977 |
2,977 |
2,983 |
| S1 |
2,952 |
2,952 |
2,975 |
2,965 |
| S2 |
2,924 |
2,924 |
2,970 |
|
| S3 |
2,871 |
2,899 |
2,965 |
|
| S4 |
2,818 |
2,846 |
2,951 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,733 |
3,634 |
3,132 |
|
| R3 |
3,456 |
3,357 |
3,056 |
|
| R2 |
3,179 |
3,179 |
3,031 |
|
| R1 |
3,080 |
3,080 |
3,005 |
3,130 |
| PP |
2,902 |
2,902 |
2,902 |
2,927 |
| S1 |
2,803 |
2,803 |
2,955 |
2,853 |
| S2 |
2,625 |
2,625 |
2,929 |
|
| S3 |
2,348 |
2,526 |
2,904 |
|
| S4 |
2,071 |
2,249 |
2,828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,002 |
2,725 |
277 |
9.3% |
96 |
3.2% |
92% |
True |
False |
1,158 |
| 10 |
3,002 |
2,725 |
277 |
9.3% |
86 |
2.9% |
92% |
True |
False |
1,302 |
| 20 |
3,004 |
2,725 |
279 |
9.4% |
77 |
2.6% |
91% |
False |
False |
1,116 |
| 40 |
3,004 |
2,488 |
516 |
17.3% |
70 |
2.3% |
95% |
False |
False |
890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,227 |
|
2.618 |
3,141 |
|
1.618 |
3,088 |
|
1.000 |
3,055 |
|
0.618 |
3,035 |
|
HIGH |
3,002 |
|
0.618 |
2,982 |
|
0.500 |
2,976 |
|
0.382 |
2,969 |
|
LOW |
2,949 |
|
0.618 |
2,916 |
|
1.000 |
2,896 |
|
1.618 |
2,863 |
|
2.618 |
2,810 |
|
4.250 |
2,724 |
|
|