| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5,395.0 |
5,366.0 |
-29.0 |
-0.5% |
5,337.5 |
| High |
5,426.0 |
5,480.5 |
54.5 |
1.0% |
5,480.5 |
| Low |
5,342.0 |
5,320.0 |
-22.0 |
-0.4% |
5,320.0 |
| Close |
5,373.5 |
5,466.0 |
92.5 |
1.7% |
5,466.0 |
| Range |
84.0 |
160.5 |
76.5 |
91.1% |
160.5 |
| ATR |
110.3 |
113.9 |
3.6 |
3.2% |
0.0 |
| Volume |
824 |
344 |
-480 |
-58.3% |
4,330 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,903.7 |
5,845.3 |
5,554.3 |
|
| R3 |
5,743.2 |
5,684.8 |
5,510.1 |
|
| R2 |
5,582.7 |
5,582.7 |
5,495.4 |
|
| R1 |
5,524.3 |
5,524.3 |
5,480.7 |
5,553.5 |
| PP |
5,422.2 |
5,422.2 |
5,422.2 |
5,436.8 |
| S1 |
5,363.8 |
5,363.8 |
5,451.3 |
5,393.0 |
| S2 |
5,261.7 |
5,261.7 |
5,436.6 |
|
| S3 |
5,101.2 |
5,203.3 |
5,421.9 |
|
| S4 |
4,940.7 |
5,042.8 |
5,377.7 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,903.7 |
5,845.3 |
5,554.3 |
|
| R3 |
5,743.2 |
5,684.8 |
5,510.1 |
|
| R2 |
5,582.7 |
5,582.7 |
5,495.4 |
|
| R1 |
5,524.3 |
5,524.3 |
5,480.7 |
5,553.5 |
| PP |
5,422.2 |
5,422.2 |
5,422.2 |
5,436.8 |
| S1 |
5,363.8 |
5,363.8 |
5,451.3 |
5,393.0 |
| S2 |
5,261.7 |
5,261.7 |
5,436.6 |
|
| S3 |
5,101.2 |
5,203.3 |
5,421.9 |
|
| S4 |
4,940.7 |
5,042.8 |
5,377.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,480.5 |
5,320.0 |
160.5 |
2.9% |
113.0 |
2.1% |
91% |
True |
True |
866 |
| 10 |
5,480.5 |
5,152.5 |
328.0 |
6.0% |
115.8 |
2.1% |
96% |
True |
False |
1,011 |
| 20 |
5,480.5 |
4,540.0 |
940.5 |
17.2% |
113.2 |
2.1% |
98% |
True |
False |
783 |
| 40 |
5,480.5 |
4,540.0 |
940.5 |
17.2% |
111.6 |
2.0% |
98% |
True |
False |
1,166 |
| 60 |
5,480.5 |
4,540.0 |
940.5 |
17.2% |
109.3 |
2.0% |
98% |
True |
False |
999 |
| 80 |
5,480.5 |
4,425.0 |
1,055.5 |
19.3% |
108.1 |
2.0% |
99% |
True |
False |
779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,162.6 |
|
2.618 |
5,900.7 |
|
1.618 |
5,740.2 |
|
1.000 |
5,641.0 |
|
0.618 |
5,579.7 |
|
HIGH |
5,480.5 |
|
0.618 |
5,419.2 |
|
0.500 |
5,400.3 |
|
0.382 |
5,381.3 |
|
LOW |
5,320.0 |
|
0.618 |
5,220.8 |
|
1.000 |
5,159.5 |
|
1.618 |
5,060.3 |
|
2.618 |
4,899.8 |
|
4.250 |
4,637.9 |
|
|