| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,918.45 |
1,889.87 |
-28.58 |
-1.5% |
1,962.17 |
| High |
1,918.80 |
1,901.09 |
-17.71 |
-0.9% |
1,963.51 |
| Low |
1,885.69 |
1,874.81 |
-10.88 |
-0.6% |
1,886.24 |
| Close |
1,889.72 |
1,886.32 |
-3.40 |
-0.2% |
1,931.47 |
| Range |
33.11 |
26.28 |
-6.83 |
-20.6% |
77.27 |
| ATR |
38.47 |
37.60 |
-0.87 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,966.25 |
1,952.56 |
1,900.77 |
|
| R3 |
1,939.97 |
1,926.28 |
1,893.55 |
|
| R2 |
1,913.69 |
1,913.69 |
1,891.14 |
|
| R1 |
1,900.00 |
1,900.00 |
1,888.73 |
1,893.71 |
| PP |
1,887.41 |
1,887.41 |
1,887.41 |
1,884.26 |
| S1 |
1,873.72 |
1,873.72 |
1,883.91 |
1,867.43 |
| S2 |
1,861.13 |
1,861.13 |
1,881.50 |
|
| S3 |
1,834.85 |
1,847.44 |
1,879.09 |
|
| S4 |
1,808.57 |
1,821.16 |
1,871.87 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.88 |
2,122.45 |
1,973.97 |
|
| R3 |
2,081.61 |
2,045.18 |
1,952.72 |
|
| R2 |
2,004.34 |
2,004.34 |
1,945.64 |
|
| R1 |
1,967.91 |
1,967.91 |
1,938.55 |
1,947.49 |
| PP |
1,927.07 |
1,927.07 |
1,927.07 |
1,916.87 |
| S1 |
1,890.64 |
1,890.64 |
1,924.39 |
1,870.22 |
| S2 |
1,849.80 |
1,849.80 |
1,917.30 |
|
| S3 |
1,772.53 |
1,813.37 |
1,910.22 |
|
| S4 |
1,695.26 |
1,736.10 |
1,888.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,937.76 |
1,874.81 |
62.95 |
3.3% |
28.27 |
1.5% |
18% |
False |
True |
|
| 10 |
1,973.56 |
1,874.81 |
98.75 |
5.2% |
31.38 |
1.7% |
12% |
False |
True |
|
| 20 |
1,973.56 |
1,802.09 |
171.47 |
9.1% |
35.34 |
1.9% |
49% |
False |
False |
|
| 40 |
1,973.56 |
1,761.08 |
212.48 |
11.3% |
39.45 |
2.1% |
59% |
False |
False |
|
| 60 |
2,055.82 |
1,761.08 |
294.74 |
15.6% |
39.46 |
2.1% |
42% |
False |
False |
|
| 80 |
2,055.82 |
1,761.08 |
294.74 |
15.6% |
37.65 |
2.0% |
42% |
False |
False |
|
| 100 |
2,055.82 |
1,761.08 |
294.74 |
15.6% |
36.44 |
1.9% |
42% |
False |
False |
|
| 120 |
2,055.82 |
1,668.57 |
387.25 |
20.5% |
37.39 |
2.0% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,012.78 |
|
2.618 |
1,969.89 |
|
1.618 |
1,943.61 |
|
1.000 |
1,927.37 |
|
0.618 |
1,917.33 |
|
HIGH |
1,901.09 |
|
0.618 |
1,891.05 |
|
0.500 |
1,887.95 |
|
0.382 |
1,884.85 |
|
LOW |
1,874.81 |
|
0.618 |
1,858.57 |
|
1.000 |
1,848.53 |
|
1.618 |
1,832.29 |
|
2.618 |
1,806.01 |
|
4.250 |
1,763.12 |
|
|