| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,648.0 |
2,632.0 |
-16.0 |
-0.6% |
2,635.0 |
| High |
2,670.0 |
2,702.0 |
32.0 |
1.2% |
2,702.0 |
| Low |
2,625.0 |
2,622.0 |
-3.0 |
-0.1% |
2,617.0 |
| Close |
2,645.0 |
2,692.0 |
47.0 |
1.8% |
2,692.0 |
| Range |
45.0 |
80.0 |
35.0 |
77.8% |
85.0 |
| ATR |
53.4 |
55.3 |
1.9 |
3.6% |
0.0 |
| Volume |
207 |
465 |
258 |
124.6% |
4,316 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.0 |
2,882.0 |
2,736.0 |
|
| R3 |
2,832.0 |
2,802.0 |
2,714.0 |
|
| R2 |
2,752.0 |
2,752.0 |
2,706.7 |
|
| R1 |
2,722.0 |
2,722.0 |
2,699.3 |
2,737.0 |
| PP |
2,672.0 |
2,672.0 |
2,672.0 |
2,679.5 |
| S1 |
2,642.0 |
2,642.0 |
2,684.7 |
2,657.0 |
| S2 |
2,592.0 |
2,592.0 |
2,677.3 |
|
| S3 |
2,512.0 |
2,562.0 |
2,670.0 |
|
| S4 |
2,432.0 |
2,482.0 |
2,648.0 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.3 |
2,893.7 |
2,738.8 |
|
| R3 |
2,840.3 |
2,808.7 |
2,715.4 |
|
| R2 |
2,755.3 |
2,755.3 |
2,707.6 |
|
| R1 |
2,723.7 |
2,723.7 |
2,699.8 |
2,739.5 |
| PP |
2,670.3 |
2,670.3 |
2,670.3 |
2,678.3 |
| S1 |
2,638.7 |
2,638.7 |
2,684.2 |
2,654.5 |
| S2 |
2,585.3 |
2,585.3 |
2,676.4 |
|
| S3 |
2,500.3 |
2,553.7 |
2,668.6 |
|
| S4 |
2,415.3 |
2,468.7 |
2,645.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,702.0 |
2,617.0 |
85.0 |
3.2% |
55.0 |
2.0% |
88% |
True |
False |
863 |
| 10 |
2,702.0 |
2,540.0 |
162.0 |
6.0% |
54.3 |
2.0% |
94% |
True |
False |
903 |
| 20 |
2,702.0 |
2,241.0 |
461.0 |
17.1% |
53.8 |
2.0% |
98% |
True |
False |
1,086 |
| 40 |
2,702.0 |
2,241.0 |
461.0 |
17.1% |
54.1 |
2.0% |
98% |
True |
False |
5,525 |
| 60 |
2,702.0 |
2,241.0 |
461.0 |
17.1% |
52.6 |
2.0% |
98% |
True |
False |
5,545 |
| 80 |
2,702.0 |
2,096.0 |
606.0 |
22.5% |
53.5 |
2.0% |
98% |
True |
False |
4,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,042.0 |
|
2.618 |
2,911.4 |
|
1.618 |
2,831.4 |
|
1.000 |
2,782.0 |
|
0.618 |
2,751.4 |
|
HIGH |
2,702.0 |
|
0.618 |
2,671.4 |
|
0.500 |
2,662.0 |
|
0.382 |
2,652.6 |
|
LOW |
2,622.0 |
|
0.618 |
2,572.6 |
|
1.000 |
2,542.0 |
|
1.618 |
2,492.6 |
|
2.618 |
2,412.6 |
|
4.250 |
2,282.0 |
|
|