| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,815.0 |
2,803.0 |
-12.0 |
-0.4% |
2,750.0 |
| High |
2,820.0 |
2,825.0 |
5.0 |
0.2% |
2,834.0 |
| Low |
2,752.0 |
2,800.0 |
48.0 |
1.7% |
2,748.0 |
| Close |
2,765.0 |
2,813.0 |
48.0 |
1.7% |
2,765.0 |
| Range |
68.0 |
25.0 |
-43.0 |
-63.2% |
86.0 |
| ATR |
59.7 |
59.8 |
0.0 |
0.0% |
0.0 |
| Volume |
477 |
246 |
-231 |
-48.4% |
1,792 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.7 |
2,875.3 |
2,826.8 |
|
| R3 |
2,862.7 |
2,850.3 |
2,819.9 |
|
| R2 |
2,837.7 |
2,837.7 |
2,817.6 |
|
| R1 |
2,825.3 |
2,825.3 |
2,815.3 |
2,831.5 |
| PP |
2,812.7 |
2,812.7 |
2,812.7 |
2,815.8 |
| S1 |
2,800.3 |
2,800.3 |
2,810.7 |
2,806.5 |
| S2 |
2,787.7 |
2,787.7 |
2,808.4 |
|
| S3 |
2,762.7 |
2,775.3 |
2,806.1 |
|
| S4 |
2,737.7 |
2,750.3 |
2,799.3 |
|
|
| 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 |
2,752.0 |
82.0 |
2.9% |
41.8 |
1.5% |
74% |
False |
False |
382 |
| 10 |
2,834.0 |
2,694.0 |
140.0 |
5.0% |
49.6 |
1.8% |
85% |
False |
False |
1,124 |
| 20 |
2,834.0 |
2,575.0 |
259.0 |
9.2% |
55.3 |
2.0% |
92% |
False |
False |
1,578 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
12.5% |
57.3 |
2.0% |
94% |
False |
False |
4,137 |
| 60 |
2,834.0 |
2,424.0 |
410.0 |
14.6% |
61.0 |
2.2% |
95% |
False |
False |
3,943 |
| 80 |
2,909.0 |
2,387.0 |
522.0 |
18.6% |
67.1 |
2.4% |
82% |
False |
False |
3,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,931.3 |
|
2.618 |
2,890.5 |
|
1.618 |
2,865.5 |
|
1.000 |
2,850.0 |
|
0.618 |
2,840.5 |
|
HIGH |
2,825.0 |
|
0.618 |
2,815.5 |
|
0.500 |
2,812.5 |
|
0.382 |
2,809.6 |
|
LOW |
2,800.0 |
|
0.618 |
2,784.6 |
|
1.000 |
2,775.0 |
|
1.618 |
2,759.6 |
|
2.618 |
2,734.6 |
|
4.250 |
2,693.8 |
|
|