| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,962.17 |
1,924.61 |
-37.56 |
-1.9% |
1,921.76 |
| High |
1,963.51 |
1,933.13 |
-30.38 |
-1.5% |
1,973.56 |
| Low |
1,920.99 |
1,900.41 |
-20.58 |
-1.1% |
1,917.85 |
| Close |
1,932.70 |
1,908.68 |
-24.02 |
-1.2% |
1,957.56 |
| Range |
42.52 |
32.72 |
-9.80 |
-23.0% |
55.71 |
| ATR |
40.38 |
39.83 |
-0.55 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,012.23 |
1,993.18 |
1,926.68 |
|
| R3 |
1,979.51 |
1,960.46 |
1,917.68 |
|
| R2 |
1,946.79 |
1,946.79 |
1,914.68 |
|
| R1 |
1,927.74 |
1,927.74 |
1,911.68 |
1,920.91 |
| PP |
1,914.07 |
1,914.07 |
1,914.07 |
1,910.66 |
| S1 |
1,895.02 |
1,895.02 |
1,905.68 |
1,888.19 |
| S2 |
1,881.35 |
1,881.35 |
1,902.68 |
|
| S3 |
1,848.63 |
1,862.30 |
1,899.68 |
|
| S4 |
1,815.91 |
1,829.58 |
1,890.68 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.79 |
2,092.88 |
1,988.20 |
|
| R3 |
2,061.08 |
2,037.17 |
1,972.88 |
|
| R2 |
2,005.37 |
2,005.37 |
1,967.77 |
|
| R1 |
1,981.46 |
1,981.46 |
1,962.67 |
1,993.42 |
| PP |
1,949.66 |
1,949.66 |
1,949.66 |
1,955.63 |
| S1 |
1,925.75 |
1,925.75 |
1,952.45 |
1,937.71 |
| S2 |
1,893.95 |
1,893.95 |
1,947.35 |
|
| S3 |
1,838.24 |
1,870.04 |
1,942.24 |
|
| S4 |
1,782.53 |
1,814.33 |
1,926.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,973.56 |
1,900.41 |
73.15 |
3.8% |
34.49 |
1.8% |
11% |
False |
True |
|
| 10 |
1,973.56 |
1,853.41 |
120.15 |
6.3% |
37.40 |
2.0% |
46% |
False |
False |
|
| 20 |
1,973.56 |
1,798.31 |
175.25 |
9.2% |
38.42 |
2.0% |
63% |
False |
False |
|
| 40 |
1,973.56 |
1,761.08 |
212.48 |
11.1% |
40.55 |
2.1% |
69% |
False |
False |
|
| 60 |
2,055.82 |
1,761.08 |
294.74 |
15.4% |
39.47 |
2.1% |
50% |
False |
False |
|
| 80 |
2,055.82 |
1,761.08 |
294.74 |
15.4% |
38.10 |
2.0% |
50% |
False |
False |
|
| 100 |
2,055.82 |
1,761.08 |
294.74 |
15.4% |
36.76 |
1.9% |
50% |
False |
False |
|
| 120 |
2,055.82 |
1,668.57 |
387.25 |
20.3% |
37.76 |
2.0% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,072.19 |
|
2.618 |
2,018.79 |
|
1.618 |
1,986.07 |
|
1.000 |
1,965.85 |
|
0.618 |
1,953.35 |
|
HIGH |
1,933.13 |
|
0.618 |
1,920.63 |
|
0.500 |
1,916.77 |
|
0.382 |
1,912.91 |
|
LOW |
1,900.41 |
|
0.618 |
1,880.19 |
|
1.000 |
1,867.69 |
|
1.618 |
1,847.47 |
|
2.618 |
1,814.75 |
|
4.250 |
1,761.35 |
|
|