| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,896.71 |
1,866.00 |
-30.71 |
-1.6% |
1,886.61 |
| High |
1,908.73 |
1,866.00 |
-42.73 |
-2.2% |
1,911.01 |
| Low |
1,882.60 |
1,838.89 |
-43.71 |
-2.3% |
1,873.44 |
| Close |
1,899.24 |
1,845.38 |
-53.86 |
-2.8% |
1,902.88 |
| Range |
26.13 |
27.11 |
0.98 |
3.8% |
37.57 |
| ATR |
32.25 |
34.26 |
2.01 |
6.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,931.42 |
1,915.51 |
1,860.29 |
|
| R3 |
1,904.31 |
1,888.40 |
1,852.84 |
|
| R2 |
1,877.20 |
1,877.20 |
1,850.35 |
|
| R1 |
1,861.29 |
1,861.29 |
1,847.87 |
1,855.69 |
| PP |
1,850.09 |
1,850.09 |
1,850.09 |
1,847.29 |
| S1 |
1,834.18 |
1,834.18 |
1,842.89 |
1,828.58 |
| S2 |
1,822.98 |
1,822.98 |
1,840.41 |
|
| S3 |
1,795.87 |
1,807.07 |
1,837.92 |
|
| S4 |
1,768.76 |
1,779.96 |
1,830.47 |
|
|
| 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 |
1,838.89 |
79.89 |
4.3% |
23.18 |
1.3% |
8% |
False |
True |
|
| 10 |
1,918.78 |
1,833.90 |
84.88 |
4.6% |
26.24 |
1.4% |
14% |
False |
False |
|
| 20 |
1,918.78 |
1,784.55 |
134.23 |
7.3% |
29.96 |
1.6% |
45% |
False |
False |
|
| 40 |
1,939.77 |
1,700.04 |
239.73 |
13.0% |
31.86 |
1.7% |
61% |
False |
False |
|
| 60 |
1,939.77 |
1,700.04 |
239.73 |
13.0% |
35.79 |
1.9% |
61% |
False |
False |
|
| 80 |
2,059.42 |
1,700.04 |
359.38 |
19.5% |
38.20 |
2.1% |
40% |
False |
False |
|
| 100 |
2,059.42 |
1,700.04 |
359.38 |
19.5% |
34.82 |
1.9% |
40% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
19.5% |
32.13 |
1.7% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,981.22 |
|
2.618 |
1,936.97 |
|
1.618 |
1,909.86 |
|
1.000 |
1,893.11 |
|
0.618 |
1,882.75 |
|
HIGH |
1,866.00 |
|
0.618 |
1,855.64 |
|
0.500 |
1,852.45 |
|
0.382 |
1,849.25 |
|
LOW |
1,838.89 |
|
0.618 |
1,822.14 |
|
1.000 |
1,811.78 |
|
1.618 |
1,795.03 |
|
2.618 |
1,767.92 |
|
4.250 |
1,723.67 |
|
|