| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1,640.42 |
1,636.82 |
-3.60 |
-0.2% |
1,583.29 |
| High |
1,655.25 |
1,648.77 |
-6.48 |
-0.4% |
1,639.23 |
| Low |
1,635.38 |
1,628.41 |
-6.97 |
-0.4% |
1,563.14 |
| Close |
1,639.90 |
1,637.00 |
-2.90 |
-0.2% |
1,637.78 |
| Range |
19.87 |
20.36 |
0.49 |
2.5% |
76.09 |
| ATR |
26.62 |
26.18 |
-0.45 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,699.14 |
1,688.43 |
1,648.20 |
|
| R3 |
1,678.78 |
1,668.07 |
1,642.60 |
|
| R2 |
1,658.42 |
1,658.42 |
1,640.73 |
|
| R1 |
1,647.71 |
1,647.71 |
1,638.87 |
1,653.07 |
| PP |
1,638.06 |
1,638.06 |
1,638.06 |
1,640.74 |
| S1 |
1,627.35 |
1,627.35 |
1,635.13 |
1,632.71 |
| S2 |
1,617.70 |
1,617.70 |
1,633.27 |
|
| S3 |
1,597.34 |
1,606.99 |
1,631.40 |
|
| S4 |
1,576.98 |
1,586.63 |
1,625.80 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,841.65 |
1,815.81 |
1,679.63 |
|
| R3 |
1,765.56 |
1,739.72 |
1,658.70 |
|
| R2 |
1,689.47 |
1,689.47 |
1,651.73 |
|
| R1 |
1,663.63 |
1,663.63 |
1,644.75 |
1,676.55 |
| PP |
1,613.38 |
1,613.38 |
1,613.38 |
1,619.85 |
| S1 |
1,587.54 |
1,587.54 |
1,630.81 |
1,600.46 |
| S2 |
1,537.29 |
1,537.29 |
1,623.83 |
|
| S3 |
1,461.20 |
1,511.45 |
1,616.86 |
|
| S4 |
1,385.11 |
1,435.36 |
1,595.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,655.25 |
1,593.12 |
62.13 |
3.8% |
21.55 |
1.3% |
71% |
False |
False |
|
| 10 |
1,655.25 |
1,563.14 |
92.11 |
5.6% |
22.98 |
1.4% |
80% |
False |
False |
|
| 20 |
1,655.25 |
1,563.14 |
92.11 |
5.6% |
22.93 |
1.4% |
80% |
False |
False |
|
| 40 |
1,655.25 |
1,394.87 |
260.38 |
15.9% |
23.54 |
1.4% |
93% |
False |
False |
|
| 60 |
1,655.25 |
1,394.87 |
260.38 |
15.9% |
23.99 |
1.5% |
93% |
False |
False |
|
| 80 |
1,655.25 |
1,339.82 |
315.43 |
19.3% |
26.39 |
1.6% |
94% |
False |
False |
|
| 100 |
1,655.25 |
1,268.79 |
386.46 |
23.6% |
26.61 |
1.6% |
95% |
False |
False |
|
| 120 |
1,655.25 |
1,040.41 |
614.84 |
37.6% |
28.28 |
1.7% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,735.30 |
|
2.618 |
1,702.07 |
|
1.618 |
1,681.71 |
|
1.000 |
1,669.13 |
|
0.618 |
1,661.35 |
|
HIGH |
1,648.77 |
|
0.618 |
1,640.99 |
|
0.500 |
1,638.59 |
|
0.382 |
1,636.19 |
|
LOW |
1,628.41 |
|
0.618 |
1,615.83 |
|
1.000 |
1,608.05 |
|
1.618 |
1,595.47 |
|
2.618 |
1,575.11 |
|
4.250 |
1,541.88 |
|
|