| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1,618.01 |
1,620.74 |
2.73 |
0.2% |
1,619.24 |
| High |
1,623.25 |
1,628.44 |
5.19 |
0.3% |
1,633.16 |
| Low |
1,595.36 |
1,609.54 |
14.18 |
0.9% |
1,595.36 |
| Close |
1,600.29 |
1,619.49 |
19.20 |
1.2% |
1,619.49 |
| Range |
27.89 |
18.90 |
-8.99 |
-32.2% |
37.80 |
| ATR |
25.97 |
26.12 |
0.16 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.86 |
1,666.57 |
1,629.89 |
|
| R3 |
1,656.96 |
1,647.67 |
1,624.69 |
|
| R2 |
1,638.06 |
1,638.06 |
1,622.96 |
|
| R1 |
1,628.77 |
1,628.77 |
1,621.22 |
1,623.97 |
| PP |
1,619.16 |
1,619.16 |
1,619.16 |
1,616.75 |
| S1 |
1,609.87 |
1,609.87 |
1,617.76 |
1,605.07 |
| S2 |
1,600.26 |
1,600.26 |
1,616.03 |
|
| S3 |
1,581.36 |
1,590.97 |
1,614.29 |
|
| S4 |
1,562.46 |
1,572.07 |
1,609.10 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,729.40 |
1,712.25 |
1,640.28 |
|
| R3 |
1,691.60 |
1,674.45 |
1,629.89 |
|
| R2 |
1,653.80 |
1,653.80 |
1,626.42 |
|
| R1 |
1,636.65 |
1,636.65 |
1,622.96 |
1,645.23 |
| PP |
1,616.00 |
1,616.00 |
1,616.00 |
1,620.29 |
| S1 |
1,598.85 |
1,598.85 |
1,616.03 |
1,607.43 |
| S2 |
1,578.20 |
1,578.20 |
1,612.56 |
|
| S3 |
1,540.40 |
1,561.05 |
1,609.10 |
|
| S4 |
1,502.60 |
1,523.25 |
1,598.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,633.16 |
1,595.36 |
37.80 |
2.3% |
21.55 |
1.3% |
64% |
False |
False |
|
| 10 |
1,633.16 |
1,580.52 |
52.64 |
3.3% |
21.56 |
1.3% |
74% |
False |
False |
|
| 20 |
1,633.16 |
1,402.19 |
230.97 |
14.3% |
23.84 |
1.5% |
94% |
False |
False |
|
| 40 |
1,633.16 |
1,394.87 |
238.29 |
14.7% |
24.08 |
1.5% |
94% |
False |
False |
|
| 60 |
1,633.16 |
1,344.77 |
288.39 |
17.8% |
25.97 |
1.6% |
95% |
False |
False |
|
| 80 |
1,633.16 |
1,303.73 |
329.43 |
20.3% |
27.27 |
1.7% |
96% |
False |
False |
|
| 100 |
1,633.16 |
1,178.52 |
454.64 |
28.1% |
28.08 |
1.7% |
97% |
False |
False |
|
| 120 |
1,633.16 |
1,040.41 |
592.75 |
36.6% |
29.75 |
1.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,708.77 |
|
2.618 |
1,677.92 |
|
1.618 |
1,659.02 |
|
1.000 |
1,647.34 |
|
0.618 |
1,640.12 |
|
HIGH |
1,628.44 |
|
0.618 |
1,621.22 |
|
0.500 |
1,618.99 |
|
0.382 |
1,616.76 |
|
LOW |
1,609.54 |
|
0.618 |
1,597.86 |
|
1.000 |
1,590.64 |
|
1.618 |
1,578.96 |
|
2.618 |
1,560.06 |
|
4.250 |
1,529.22 |
|
|