| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,803.0 |
2,805.0 |
2.0 |
0.1% |
2,750.0 |
| High |
2,825.0 |
2,807.0 |
-18.0 |
-0.6% |
2,834.0 |
| Low |
2,800.0 |
2,770.0 |
-30.0 |
-1.1% |
2,748.0 |
| Close |
2,813.0 |
2,783.0 |
-30.0 |
-1.1% |
2,765.0 |
| Range |
25.0 |
37.0 |
12.0 |
48.0% |
86.0 |
| ATR |
59.8 |
58.6 |
-1.2 |
-2.0% |
0.0 |
| Volume |
246 |
297 |
51 |
20.7% |
1,792 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.7 |
2,877.3 |
2,803.4 |
|
| R3 |
2,860.7 |
2,840.3 |
2,793.2 |
|
| R2 |
2,823.7 |
2,823.7 |
2,789.8 |
|
| R1 |
2,803.3 |
2,803.3 |
2,786.4 |
2,795.0 |
| PP |
2,786.7 |
2,786.7 |
2,786.7 |
2,782.5 |
| S1 |
2,766.3 |
2,766.3 |
2,779.6 |
2,758.0 |
| S2 |
2,749.7 |
2,749.7 |
2,776.2 |
|
| S3 |
2,712.7 |
2,729.3 |
2,772.8 |
|
| S4 |
2,675.7 |
2,692.3 |
2,762.7 |
|
|
| 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% |
43.0 |
1.5% |
38% |
False |
False |
357 |
| 10 |
2,834.0 |
2,694.0 |
140.0 |
5.0% |
49.0 |
1.8% |
64% |
False |
False |
885 |
| 20 |
2,834.0 |
2,575.0 |
259.0 |
9.3% |
54.7 |
2.0% |
80% |
False |
False |
1,572 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
12.7% |
56.1 |
2.0% |
86% |
False |
False |
3,721 |
| 60 |
2,834.0 |
2,424.0 |
410.0 |
14.7% |
60.3 |
2.2% |
88% |
False |
False |
3,933 |
| 80 |
2,909.0 |
2,387.0 |
522.0 |
18.8% |
67.4 |
2.4% |
76% |
False |
False |
3,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,964.3 |
|
2.618 |
2,903.9 |
|
1.618 |
2,866.9 |
|
1.000 |
2,844.0 |
|
0.618 |
2,829.9 |
|
HIGH |
2,807.0 |
|
0.618 |
2,792.9 |
|
0.500 |
2,788.5 |
|
0.382 |
2,784.1 |
|
LOW |
2,770.0 |
|
0.618 |
2,747.1 |
|
1.000 |
2,733.0 |
|
1.618 |
2,710.1 |
|
2.618 |
2,673.1 |
|
4.250 |
2,612.8 |
|
|