| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,818.0 |
2,815.0 |
-3.0 |
-0.1% |
2,750.0 |
| High |
2,834.0 |
2,820.0 |
-14.0 |
-0.5% |
2,834.0 |
| Low |
2,798.0 |
2,752.0 |
-46.0 |
-1.6% |
2,748.0 |
| Close |
2,805.0 |
2,765.0 |
-40.0 |
-1.4% |
2,765.0 |
| Range |
36.0 |
68.0 |
32.0 |
88.9% |
86.0 |
| ATR |
59.1 |
59.7 |
0.6 |
1.1% |
0.0 |
| Volume |
370 |
477 |
107 |
28.9% |
1,792 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.0 |
2,942.0 |
2,802.4 |
|
| R3 |
2,915.0 |
2,874.0 |
2,783.7 |
|
| R2 |
2,847.0 |
2,847.0 |
2,777.5 |
|
| R1 |
2,806.0 |
2,806.0 |
2,771.2 |
2,792.5 |
| PP |
2,779.0 |
2,779.0 |
2,779.0 |
2,772.3 |
| S1 |
2,738.0 |
2,738.0 |
2,758.8 |
2,724.5 |
| S2 |
2,711.0 |
2,711.0 |
2,752.5 |
|
| S3 |
2,643.0 |
2,670.0 |
2,746.3 |
|
| S4 |
2,575.0 |
2,602.0 |
2,727.6 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,040.3 |
2,988.7 |
2,812.3 |
|
| R3 |
2,954.3 |
2,902.7 |
2,788.7 |
|
| R2 |
2,868.3 |
2,868.3 |
2,780.8 |
|
| R1 |
2,816.7 |
2,816.7 |
2,772.9 |
2,842.5 |
| PP |
2,782.3 |
2,782.3 |
2,782.3 |
2,795.3 |
| S1 |
2,730.7 |
2,730.7 |
2,757.1 |
2,756.5 |
| S2 |
2,696.3 |
2,696.3 |
2,749.2 |
|
| S3 |
2,610.3 |
2,644.7 |
2,741.4 |
|
| S4 |
2,524.3 |
2,558.7 |
2,717.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,834.0 |
2,748.0 |
86.0 |
3.1% |
51.6 |
1.9% |
20% |
False |
False |
358 |
| 10 |
2,834.0 |
2,694.0 |
140.0 |
5.1% |
50.8 |
1.8% |
51% |
False |
False |
1,187 |
| 20 |
2,834.0 |
2,575.0 |
259.0 |
9.4% |
55.5 |
2.0% |
73% |
False |
False |
1,589 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
12.8% |
57.5 |
2.1% |
80% |
False |
False |
4,535 |
| 60 |
2,834.0 |
2,424.0 |
410.0 |
14.8% |
61.7 |
2.2% |
83% |
False |
False |
3,950 |
| 80 |
2,909.0 |
2,387.0 |
522.0 |
18.9% |
67.0 |
2.4% |
72% |
False |
False |
3,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,109.0 |
|
2.618 |
2,998.0 |
|
1.618 |
2,930.0 |
|
1.000 |
2,888.0 |
|
0.618 |
2,862.0 |
|
HIGH |
2,820.0 |
|
0.618 |
2,794.0 |
|
0.500 |
2,786.0 |
|
0.382 |
2,778.0 |
|
LOW |
2,752.0 |
|
0.618 |
2,710.0 |
|
1.000 |
2,684.0 |
|
1.618 |
2,642.0 |
|
2.618 |
2,574.0 |
|
4.250 |
2,463.0 |
|
|