| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,911.38 |
1,896.71 |
-14.67 |
-0.8% |
1,886.61 |
| High |
1,918.78 |
1,908.73 |
-10.05 |
-0.5% |
1,911.01 |
| Low |
1,902.98 |
1,882.60 |
-20.38 |
-1.1% |
1,873.44 |
| Close |
1,915.17 |
1,899.24 |
-15.93 |
-0.8% |
1,902.88 |
| Range |
15.80 |
26.13 |
10.33 |
65.4% |
37.57 |
| ATR |
32.23 |
32.25 |
0.02 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,975.25 |
1,963.37 |
1,913.61 |
|
| R3 |
1,949.12 |
1,937.24 |
1,906.43 |
|
| R2 |
1,922.99 |
1,922.99 |
1,904.03 |
|
| R1 |
1,911.11 |
1,911.11 |
1,901.64 |
1,917.05 |
| PP |
1,896.86 |
1,896.86 |
1,896.86 |
1,899.83 |
| S1 |
1,884.98 |
1,884.98 |
1,896.84 |
1,890.92 |
| S2 |
1,870.73 |
1,870.73 |
1,894.45 |
|
| S3 |
1,844.60 |
1,858.85 |
1,892.05 |
|
| S4 |
1,818.47 |
1,832.72 |
1,884.87 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,008.49 |
1,993.25 |
1,923.54 |
|
| R3 |
1,970.92 |
1,955.68 |
1,913.21 |
|
| R2 |
1,933.35 |
1,933.35 |
1,909.77 |
|
| R1 |
1,918.11 |
1,918.11 |
1,906.32 |
1,925.73 |
| PP |
1,895.78 |
1,895.78 |
1,895.78 |
1,899.59 |
| S1 |
1,880.54 |
1,880.54 |
1,899.44 |
1,888.16 |
| S2 |
1,858.21 |
1,858.21 |
1,895.99 |
|
| S3 |
1,820.64 |
1,842.97 |
1,892.55 |
|
| S4 |
1,783.07 |
1,805.40 |
1,882.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,918.78 |
1,873.44 |
45.34 |
2.4% |
21.72 |
1.1% |
57% |
False |
False |
|
| 10 |
1,918.78 |
1,833.90 |
84.88 |
4.5% |
26.33 |
1.4% |
77% |
False |
False |
|
| 20 |
1,918.78 |
1,784.55 |
134.23 |
7.1% |
29.75 |
1.6% |
85% |
False |
False |
|
| 40 |
1,939.77 |
1,700.04 |
239.73 |
12.6% |
32.26 |
1.7% |
83% |
False |
False |
|
| 60 |
1,939.77 |
1,700.04 |
239.73 |
12.6% |
36.13 |
1.9% |
83% |
False |
False |
|
| 80 |
2,059.42 |
1,700.04 |
359.38 |
18.9% |
38.24 |
2.0% |
55% |
False |
False |
|
| 100 |
2,059.42 |
1,700.04 |
359.38 |
18.9% |
34.79 |
1.8% |
55% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
18.9% |
32.05 |
1.7% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,019.78 |
|
2.618 |
1,977.14 |
|
1.618 |
1,951.01 |
|
1.000 |
1,934.86 |
|
0.618 |
1,924.88 |
|
HIGH |
1,908.73 |
|
0.618 |
1,898.75 |
|
0.500 |
1,895.67 |
|
0.382 |
1,892.58 |
|
LOW |
1,882.60 |
|
0.618 |
1,866.45 |
|
1.000 |
1,856.47 |
|
1.618 |
1,840.32 |
|
2.618 |
1,814.19 |
|
4.250 |
1,771.55 |
|
|