| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
5,533.0 |
5,552.0 |
19.0 |
0.3% |
5,551.0 |
| High |
5,576.5 |
5,573.0 |
-3.5 |
-0.1% |
5,597.5 |
| Low |
5,490.5 |
5,470.0 |
-20.5 |
-0.4% |
5,470.0 |
| Close |
5,538.0 |
5,483.0 |
-55.0 |
-1.0% |
5,483.0 |
| Range |
86.0 |
103.0 |
17.0 |
19.8% |
127.5 |
| ATR |
89.4 |
90.3 |
1.0 |
1.1% |
0.0 |
| Volume |
239 |
169 |
-70 |
-29.3% |
857 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,817.5 |
5,753.5 |
5,539.5 |
|
| R3 |
5,714.5 |
5,650.5 |
5,511.5 |
|
| R2 |
5,611.5 |
5,611.5 |
5,502.0 |
|
| R1 |
5,547.5 |
5,547.5 |
5,492.5 |
5,528.0 |
| PP |
5,508.5 |
5,508.5 |
5,508.5 |
5,499.0 |
| S1 |
5,444.5 |
5,444.5 |
5,473.5 |
5,425.0 |
| S2 |
5,405.5 |
5,405.5 |
5,464.0 |
|
| S3 |
5,302.5 |
5,341.5 |
5,454.5 |
|
| S4 |
5,199.5 |
5,238.5 |
5,426.5 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,899.5 |
5,818.5 |
5,553.0 |
|
| R3 |
5,772.0 |
5,691.0 |
5,518.0 |
|
| R2 |
5,644.5 |
5,644.5 |
5,506.5 |
|
| R1 |
5,563.5 |
5,563.5 |
5,494.5 |
5,540.0 |
| PP |
5,517.0 |
5,517.0 |
5,517.0 |
5,505.0 |
| S1 |
5,436.0 |
5,436.0 |
5,471.5 |
5,413.0 |
| S2 |
5,389.5 |
5,389.5 |
5,459.5 |
|
| S3 |
5,262.0 |
5,308.5 |
5,448.0 |
|
| S4 |
5,134.5 |
5,181.0 |
5,413.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,597.5 |
5,470.0 |
127.5 |
2.3% |
72.5 |
1.3% |
10% |
False |
True |
171 |
| 10 |
5,597.5 |
5,337.5 |
260.0 |
4.7% |
84.0 |
1.5% |
56% |
False |
False |
507 |
| 20 |
5,597.5 |
5,301.0 |
296.5 |
5.4% |
74.0 |
1.4% |
61% |
False |
False |
278 |
| 40 |
5,752.5 |
5,133.0 |
619.5 |
11.3% |
75.5 |
1.4% |
56% |
False |
False |
234 |
| 60 |
6,184.5 |
5,133.0 |
1,051.5 |
19.2% |
57.5 |
1.1% |
33% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,011.0 |
|
2.618 |
5,842.5 |
|
1.618 |
5,739.5 |
|
1.000 |
5,676.0 |
|
0.618 |
5,636.5 |
|
HIGH |
5,573.0 |
|
0.618 |
5,533.5 |
|
0.500 |
5,521.5 |
|
0.382 |
5,509.5 |
|
LOW |
5,470.0 |
|
0.618 |
5,406.5 |
|
1.000 |
5,367.0 |
|
1.618 |
5,303.5 |
|
2.618 |
5,200.5 |
|
4.250 |
5,032.0 |
|
|