| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1,612.73 |
1,603.68 |
-9.05 |
-0.6% |
1,619.24 |
| High |
1,619.02 |
1,605.80 |
-13.22 |
-0.8% |
1,633.16 |
| Low |
1,599.46 |
1,587.40 |
-12.06 |
-0.8% |
1,595.36 |
| Close |
1,610.43 |
1,594.69 |
-15.74 |
-1.0% |
1,619.49 |
| Range |
19.56 |
18.40 |
-1.16 |
-5.9% |
37.80 |
| ATR |
25.69 |
25.50 |
-0.19 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,651.16 |
1,641.33 |
1,604.81 |
|
| R3 |
1,632.76 |
1,622.93 |
1,599.75 |
|
| R2 |
1,614.36 |
1,614.36 |
1,598.06 |
|
| R1 |
1,604.53 |
1,604.53 |
1,596.38 |
1,600.25 |
| PP |
1,595.96 |
1,595.96 |
1,595.96 |
1,593.82 |
| S1 |
1,586.13 |
1,586.13 |
1,593.00 |
1,581.85 |
| S2 |
1,577.56 |
1,577.56 |
1,591.32 |
|
| S3 |
1,559.16 |
1,567.73 |
1,589.63 |
|
| S4 |
1,540.76 |
1,549.33 |
1,584.57 |
|
|
| 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 |
1,631.75 |
1,587.40 |
44.35 |
2.8% |
22.48 |
1.4% |
16% |
False |
True |
|
| 10 |
1,633.16 |
1,586.04 |
47.12 |
3.0% |
20.59 |
1.3% |
18% |
False |
False |
|
| 20 |
1,633.16 |
1,470.09 |
163.07 |
10.2% |
22.69 |
1.4% |
76% |
False |
False |
|
| 40 |
1,633.16 |
1,394.87 |
238.29 |
14.9% |
23.84 |
1.5% |
84% |
False |
False |
|
| 60 |
1,633.16 |
1,350.95 |
282.21 |
17.7% |
25.81 |
1.6% |
86% |
False |
False |
|
| 80 |
1,633.16 |
1,303.73 |
329.43 |
20.7% |
27.01 |
1.7% |
88% |
False |
False |
|
| 100 |
1,633.16 |
1,178.52 |
454.64 |
28.5% |
27.77 |
1.7% |
92% |
False |
False |
|
| 120 |
1,633.16 |
1,040.41 |
592.75 |
37.2% |
29.51 |
1.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,684.00 |
|
2.618 |
1,653.97 |
|
1.618 |
1,635.57 |
|
1.000 |
1,624.20 |
|
0.618 |
1,617.17 |
|
HIGH |
1,605.80 |
|
0.618 |
1,598.77 |
|
0.500 |
1,596.60 |
|
0.382 |
1,594.43 |
|
LOW |
1,587.40 |
|
0.618 |
1,576.03 |
|
1.000 |
1,569.00 |
|
1.618 |
1,557.63 |
|
2.618 |
1,539.23 |
|
4.250 |
1,509.20 |
|
|