| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,657.0 |
2,648.0 |
-9.0 |
-0.3% |
2,611.0 |
| High |
2,672.0 |
2,670.0 |
-2.0 |
-0.1% |
2,650.0 |
| Low |
2,617.0 |
2,625.0 |
8.0 |
0.3% |
2,540.0 |
| Close |
2,628.0 |
2,645.0 |
17.0 |
0.6% |
2,622.0 |
| Range |
55.0 |
45.0 |
-10.0 |
-18.2% |
110.0 |
| ATR |
54.1 |
53.4 |
-0.6 |
-1.2% |
0.0 |
| Volume |
106 |
207 |
101 |
95.3% |
4,719 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.7 |
2,758.3 |
2,669.8 |
|
| R3 |
2,736.7 |
2,713.3 |
2,657.4 |
|
| R2 |
2,691.7 |
2,691.7 |
2,653.3 |
|
| R1 |
2,668.3 |
2,668.3 |
2,649.1 |
2,657.5 |
| PP |
2,646.7 |
2,646.7 |
2,646.7 |
2,641.3 |
| S1 |
2,623.3 |
2,623.3 |
2,640.9 |
2,612.5 |
| S2 |
2,601.7 |
2,601.7 |
2,636.8 |
|
| S3 |
2,556.7 |
2,578.3 |
2,632.6 |
|
| S4 |
2,511.7 |
2,533.3 |
2,620.3 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.0 |
2,888.0 |
2,682.5 |
|
| R3 |
2,824.0 |
2,778.0 |
2,652.3 |
|
| R2 |
2,714.0 |
2,714.0 |
2,642.2 |
|
| R1 |
2,668.0 |
2,668.0 |
2,632.1 |
2,691.0 |
| PP |
2,604.0 |
2,604.0 |
2,604.0 |
2,615.5 |
| S1 |
2,558.0 |
2,558.0 |
2,611.9 |
2,581.0 |
| S2 |
2,494.0 |
2,494.0 |
2,601.8 |
|
| S3 |
2,384.0 |
2,448.0 |
2,591.8 |
|
| S4 |
2,274.0 |
2,338.0 |
2,561.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,677.0 |
2,610.0 |
67.0 |
2.5% |
47.0 |
1.8% |
52% |
False |
False |
865 |
| 10 |
2,677.0 |
2,540.0 |
137.0 |
5.2% |
50.5 |
1.9% |
77% |
False |
False |
1,379 |
| 20 |
2,677.0 |
2,241.0 |
436.0 |
16.5% |
51.7 |
2.0% |
93% |
False |
False |
1,197 |
| 40 |
2,677.0 |
2,241.0 |
436.0 |
16.5% |
52.6 |
2.0% |
93% |
False |
False |
5,638 |
| 60 |
2,677.0 |
2,241.0 |
436.0 |
16.5% |
51.9 |
2.0% |
93% |
False |
False |
5,572 |
| 80 |
2,677.0 |
2,096.0 |
581.0 |
22.0% |
53.2 |
2.0% |
94% |
False |
False |
4,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,861.3 |
|
2.618 |
2,787.8 |
|
1.618 |
2,742.8 |
|
1.000 |
2,715.0 |
|
0.618 |
2,697.8 |
|
HIGH |
2,670.0 |
|
0.618 |
2,652.8 |
|
0.500 |
2,647.5 |
|
0.382 |
2,642.2 |
|
LOW |
2,625.0 |
|
0.618 |
2,597.2 |
|
1.000 |
2,580.0 |
|
1.618 |
2,552.2 |
|
2.618 |
2,507.2 |
|
4.250 |
2,433.8 |
|
|