| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
5,489.5 |
5,551.0 |
61.5 |
1.1% |
5,408.0 |
| High |
5,565.0 |
5,575.5 |
10.5 |
0.2% |
5,579.0 |
| Low |
5,449.0 |
5,550.0 |
101.0 |
1.9% |
5,337.5 |
| Close |
5,514.5 |
5,573.0 |
58.5 |
1.1% |
5,514.5 |
| Range |
116.0 |
25.5 |
-90.5 |
-78.0% |
241.5 |
| ATR |
92.4 |
90.1 |
-2.2 |
-2.4% |
0.0 |
| Volume |
249 |
74 |
-175 |
-70.3% |
4,220 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,642.5 |
5,633.5 |
5,587.0 |
|
| R3 |
5,617.0 |
5,608.0 |
5,580.0 |
|
| R2 |
5,591.5 |
5,591.5 |
5,577.5 |
|
| R1 |
5,582.5 |
5,582.5 |
5,575.5 |
5,587.0 |
| PP |
5,566.0 |
5,566.0 |
5,566.0 |
5,568.5 |
| S1 |
5,557.0 |
5,557.0 |
5,570.5 |
5,561.5 |
| S2 |
5,540.5 |
5,540.5 |
5,568.5 |
|
| S3 |
5,515.0 |
5,531.5 |
5,566.0 |
|
| S4 |
5,489.5 |
5,506.0 |
5,559.0 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,201.5 |
6,099.5 |
5,647.5 |
|
| R3 |
5,960.0 |
5,858.0 |
5,581.0 |
|
| R2 |
5,718.5 |
5,718.5 |
5,559.0 |
|
| R1 |
5,616.5 |
5,616.5 |
5,536.5 |
5,667.5 |
| PP |
5,477.0 |
5,477.0 |
5,477.0 |
5,502.5 |
| S1 |
5,375.0 |
5,375.0 |
5,492.5 |
5,426.0 |
| S2 |
5,235.5 |
5,235.5 |
5,470.0 |
|
| S3 |
4,994.0 |
5,133.5 |
5,448.0 |
|
| S4 |
4,752.5 |
4,892.0 |
5,381.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,579.0 |
5,337.5 |
241.5 |
4.3% |
80.5 |
1.4% |
98% |
False |
False |
853 |
| 10 |
5,579.0 |
5,301.0 |
278.0 |
5.0% |
77.5 |
1.4% |
98% |
False |
False |
440 |
| 20 |
5,579.0 |
5,133.0 |
446.0 |
8.0% |
78.5 |
1.4% |
99% |
False |
False |
244 |
| 40 |
5,969.0 |
5,133.0 |
836.0 |
15.0% |
70.5 |
1.3% |
53% |
False |
False |
216 |
| 60 |
6,421.0 |
5,133.0 |
1,288.0 |
23.1% |
52.5 |
0.9% |
34% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,684.0 |
|
2.618 |
5,642.5 |
|
1.618 |
5,617.0 |
|
1.000 |
5,601.0 |
|
0.618 |
5,591.5 |
|
HIGH |
5,575.5 |
|
0.618 |
5,566.0 |
|
0.500 |
5,563.0 |
|
0.382 |
5,559.5 |
|
LOW |
5,550.0 |
|
0.618 |
5,534.0 |
|
1.000 |
5,524.5 |
|
1.618 |
5,508.5 |
|
2.618 |
5,483.0 |
|
4.250 |
5,441.5 |
|
|