| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
5,378.5 |
5,427.0 |
48.5 |
0.9% |
5,466.0 |
| High |
5,448.5 |
5,548.0 |
99.5 |
1.8% |
5,548.0 |
| Low |
5,368.0 |
5,427.0 |
59.0 |
1.1% |
5,353.5 |
| Close |
5,414.5 |
5,548.0 |
133.5 |
2.5% |
5,548.0 |
| Range |
80.5 |
121.0 |
40.5 |
50.3% |
194.5 |
| ATR |
90.1 |
93.2 |
3.1 |
3.4% |
0.0 |
| Volume |
55 |
200 |
145 |
263.6% |
1,568 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,870.5 |
5,830.5 |
5,614.5 |
|
| R3 |
5,749.5 |
5,709.5 |
5,581.5 |
|
| R2 |
5,628.5 |
5,628.5 |
5,570.0 |
|
| R1 |
5,588.5 |
5,588.5 |
5,559.0 |
5,608.5 |
| PP |
5,507.5 |
5,507.5 |
5,507.5 |
5,518.0 |
| S1 |
5,467.5 |
5,467.5 |
5,537.0 |
5,487.5 |
| S2 |
5,386.5 |
5,386.5 |
5,526.0 |
|
| S3 |
5,265.5 |
5,346.5 |
5,514.5 |
|
| S4 |
5,144.5 |
5,225.5 |
5,481.5 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,066.5 |
6,002.0 |
5,655.0 |
|
| R3 |
5,872.0 |
5,807.5 |
5,601.5 |
|
| R2 |
5,677.5 |
5,677.5 |
5,583.5 |
|
| R1 |
5,613.0 |
5,613.0 |
5,566.0 |
5,645.0 |
| PP |
5,483.0 |
5,483.0 |
5,483.0 |
5,499.5 |
| S1 |
5,418.5 |
5,418.5 |
5,530.0 |
5,451.0 |
| S2 |
5,288.5 |
5,288.5 |
5,512.5 |
|
| S3 |
5,094.0 |
5,224.0 |
5,494.5 |
|
| S4 |
4,899.5 |
5,029.5 |
5,441.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,548.0 |
5,353.5 |
194.5 |
3.5% |
81.5 |
1.5% |
100% |
True |
False |
313 |
| 10 |
5,597.5 |
5,353.5 |
244.0 |
4.4% |
77.0 |
1.4% |
80% |
False |
False |
242 |
| 20 |
5,597.5 |
5,301.0 |
296.5 |
5.3% |
77.5 |
1.4% |
83% |
False |
False |
340 |
| 40 |
5,699.0 |
5,133.0 |
566.0 |
10.2% |
78.0 |
1.4% |
73% |
False |
False |
263 |
| 60 |
6,125.5 |
5,133.0 |
992.5 |
17.9% |
64.5 |
1.2% |
42% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,062.0 |
|
2.618 |
5,865.0 |
|
1.618 |
5,744.0 |
|
1.000 |
5,669.0 |
|
0.618 |
5,623.0 |
|
HIGH |
5,548.0 |
|
0.618 |
5,502.0 |
|
0.500 |
5,487.5 |
|
0.382 |
5,473.0 |
|
LOW |
5,427.0 |
|
0.618 |
5,352.0 |
|
1.000 |
5,306.0 |
|
1.618 |
5,231.0 |
|
2.618 |
5,110.0 |
|
4.250 |
4,913.0 |
|
|