| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1,620.74 |
1,612.73 |
-8.01 |
-0.5% |
1,619.24 |
| High |
1,628.44 |
1,619.02 |
-9.42 |
-0.6% |
1,633.16 |
| Low |
1,609.54 |
1,599.46 |
-10.08 |
-0.6% |
1,595.36 |
| Close |
1,619.49 |
1,610.43 |
-9.06 |
-0.6% |
1,619.49 |
| Range |
18.90 |
19.56 |
0.66 |
3.5% |
37.80 |
| ATR |
26.12 |
25.69 |
-0.44 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,668.32 |
1,658.93 |
1,621.19 |
|
| R3 |
1,648.76 |
1,639.37 |
1,615.81 |
|
| R2 |
1,629.20 |
1,629.20 |
1,614.02 |
|
| R1 |
1,619.81 |
1,619.81 |
1,612.22 |
1,614.73 |
| PP |
1,609.64 |
1,609.64 |
1,609.64 |
1,607.09 |
| S1 |
1,600.25 |
1,600.25 |
1,608.64 |
1,595.17 |
| S2 |
1,590.08 |
1,590.08 |
1,606.84 |
|
| S3 |
1,570.52 |
1,580.69 |
1,605.05 |
|
| S4 |
1,550.96 |
1,561.13 |
1,599.67 |
|
|
| 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% |
22.13 |
1.4% |
40% |
False |
False |
|
| 10 |
1,633.16 |
1,583.27 |
49.89 |
3.1% |
21.34 |
1.3% |
54% |
False |
False |
|
| 20 |
1,633.16 |
1,439.57 |
193.59 |
12.0% |
22.54 |
1.4% |
88% |
False |
False |
|
| 40 |
1,633.16 |
1,394.87 |
238.29 |
14.8% |
24.07 |
1.5% |
90% |
False |
False |
|
| 60 |
1,633.16 |
1,350.95 |
282.21 |
17.5% |
25.89 |
1.6% |
92% |
False |
False |
|
| 80 |
1,633.16 |
1,303.73 |
329.43 |
20.5% |
27.06 |
1.7% |
93% |
False |
False |
|
| 100 |
1,633.16 |
1,178.52 |
454.64 |
28.2% |
27.83 |
1.7% |
95% |
False |
False |
|
| 120 |
1,633.16 |
1,040.41 |
592.75 |
36.8% |
29.65 |
1.8% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,702.15 |
|
2.618 |
1,670.23 |
|
1.618 |
1,650.67 |
|
1.000 |
1,638.58 |
|
0.618 |
1,631.11 |
|
HIGH |
1,619.02 |
|
0.618 |
1,611.55 |
|
0.500 |
1,609.24 |
|
0.382 |
1,606.93 |
|
LOW |
1,599.46 |
|
0.618 |
1,587.37 |
|
1.000 |
1,579.90 |
|
1.618 |
1,567.81 |
|
2.618 |
1,548.25 |
|
4.250 |
1,516.33 |
|
|