| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,889.87 |
1,887.08 |
-2.79 |
-0.1% |
1,962.17 |
| High |
1,901.09 |
1,913.53 |
12.44 |
0.7% |
1,963.51 |
| Low |
1,874.81 |
1,881.54 |
6.73 |
0.4% |
1,886.24 |
| Close |
1,886.32 |
1,900.30 |
13.98 |
0.7% |
1,931.47 |
| Range |
26.28 |
31.99 |
5.71 |
21.7% |
77.27 |
| ATR |
37.60 |
37.20 |
-0.40 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,994.43 |
1,979.35 |
1,917.89 |
|
| R3 |
1,962.44 |
1,947.36 |
1,909.10 |
|
| R2 |
1,930.45 |
1,930.45 |
1,906.16 |
|
| R1 |
1,915.37 |
1,915.37 |
1,903.23 |
1,922.91 |
| PP |
1,898.46 |
1,898.46 |
1,898.46 |
1,902.23 |
| S1 |
1,883.38 |
1,883.38 |
1,897.37 |
1,890.92 |
| S2 |
1,866.47 |
1,866.47 |
1,894.44 |
|
| S3 |
1,834.48 |
1,851.39 |
1,891.50 |
|
| S4 |
1,802.49 |
1,819.40 |
1,882.71 |
|
|
| 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% |
28.19 |
1.5% |
40% |
False |
False |
|
| 10 |
1,973.56 |
1,874.81 |
98.75 |
5.2% |
31.10 |
1.6% |
26% |
False |
False |
|
| 20 |
1,973.56 |
1,802.09 |
171.47 |
9.0% |
35.07 |
1.8% |
57% |
False |
False |
|
| 40 |
1,973.56 |
1,761.08 |
212.48 |
11.2% |
39.07 |
2.1% |
66% |
False |
False |
|
| 60 |
2,055.82 |
1,761.08 |
294.74 |
15.5% |
39.17 |
2.1% |
47% |
False |
False |
|
| 80 |
2,055.82 |
1,761.08 |
294.74 |
15.5% |
37.74 |
2.0% |
47% |
False |
False |
|
| 100 |
2,055.82 |
1,761.08 |
294.74 |
15.5% |
36.47 |
1.9% |
47% |
False |
False |
|
| 120 |
2,055.82 |
1,668.57 |
387.25 |
20.4% |
37.24 |
2.0% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,049.49 |
|
2.618 |
1,997.28 |
|
1.618 |
1,965.29 |
|
1.000 |
1,945.52 |
|
0.618 |
1,933.30 |
|
HIGH |
1,913.53 |
|
0.618 |
1,901.31 |
|
0.500 |
1,897.54 |
|
0.382 |
1,893.76 |
|
LOW |
1,881.54 |
|
0.618 |
1,861.77 |
|
1.000 |
1,849.55 |
|
1.618 |
1,829.78 |
|
2.618 |
1,797.79 |
|
4.250 |
1,745.58 |
|
|