Day Change Summary |
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Previous |
Current |
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26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,790.50 |
1,762.00 |
-28.50 |
-1.6% |
1,827.00 |
High |
1,800.25 |
1,791.75 |
-8.50 |
-0.5% |
1,839.75 |
Low |
1,762.50 |
1,741.00 |
-21.50 |
-1.2% |
1,741.00 |
Close |
1,764.75 |
1,786.75 |
22.00 |
1.2% |
1,786.75 |
Range |
37.75 |
50.75 |
13.00 |
34.4% |
98.75 |
ATR |
35.42 |
36.51 |
1.10 |
3.1% |
0.00 |
Volume |
551 |
999 |
448 |
81.3% |
3,359 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.50 |
1,906.75 |
1,814.75 |
|
R3 |
1,874.75 |
1,856.00 |
1,800.75 |
|
R2 |
1,824.00 |
1,824.00 |
1,796.00 |
|
R1 |
1,805.25 |
1,805.25 |
1,791.50 |
1,814.50 |
PP |
1,773.25 |
1,773.25 |
1,773.25 |
1,777.75 |
S1 |
1,754.50 |
1,754.50 |
1,782.00 |
1,764.00 |
S2 |
1,722.50 |
1,722.50 |
1,777.50 |
|
S3 |
1,671.75 |
1,703.75 |
1,772.75 |
|
S4 |
1,621.00 |
1,653.00 |
1,758.75 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,085.50 |
2,034.75 |
1,841.00 |
|
R3 |
1,986.75 |
1,936.00 |
1,814.00 |
|
R2 |
1,888.00 |
1,888.00 |
1,804.75 |
|
R1 |
1,837.25 |
1,837.25 |
1,795.75 |
1,813.25 |
PP |
1,789.25 |
1,789.25 |
1,789.25 |
1,777.00 |
S1 |
1,738.50 |
1,738.50 |
1,777.75 |
1,714.50 |
S2 |
1,690.50 |
1,690.50 |
1,768.75 |
|
S3 |
1,591.75 |
1,639.75 |
1,759.50 |
|
S4 |
1,493.00 |
1,541.00 |
1,732.50 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,839.75 |
1,741.00 |
98.75 |
5.5% |
41.75 |
2.3% |
46% |
False |
True |
671 |
10 |
1,859.50 |
1,741.00 |
118.50 |
6.6% |
37.25 |
2.1% |
39% |
False |
True |
454 |
20 |
1,915.25 |
1,741.00 |
174.25 |
9.8% |
33.50 |
1.9% |
26% |
False |
True |
304 |
40 |
1,915.25 |
1,704.75 |
210.50 |
11.8% |
35.75 |
2.0% |
39% |
False |
False |
206 |
60 |
1,938.00 |
1,696.25 |
241.75 |
13.5% |
36.00 |
2.0% |
37% |
False |
False |
156 |
80 |
1,971.00 |
1,696.25 |
274.75 |
15.4% |
38.25 |
2.1% |
33% |
False |
False |
119 |
100 |
2,045.50 |
1,696.25 |
349.25 |
19.5% |
31.75 |
1.8% |
26% |
False |
False |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,007.50 |
2.618 |
1,924.50 |
1.618 |
1,873.75 |
1.000 |
1,842.50 |
0.618 |
1,823.00 |
HIGH |
1,791.75 |
0.618 |
1,772.25 |
0.500 |
1,766.50 |
0.382 |
1,760.50 |
LOW |
1,741.00 |
0.618 |
1,709.75 |
1.000 |
1,690.25 |
1.618 |
1,659.00 |
2.618 |
1,608.25 |
4.250 |
1,525.25 |
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