| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,672.0 |
2,683.0 |
11.0 |
0.4% |
2,646.0 |
| High |
2,675.0 |
2,695.0 |
20.0 |
0.7% |
2,700.0 |
| Low |
2,665.0 |
2,637.0 |
-28.0 |
-1.1% |
2,622.0 |
| Close |
2,675.0 |
2,636.0 |
-39.0 |
-1.5% |
2,691.0 |
| Range |
10.0 |
58.0 |
48.0 |
480.0% |
78.0 |
| ATR |
41.7 |
42.9 |
1.2 |
2.8% |
0.0 |
| Volume |
56 |
26 |
-30 |
-53.6% |
2,133 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.0 |
2,791.0 |
2,667.9 |
|
| R3 |
2,772.0 |
2,733.0 |
2,652.0 |
|
| R2 |
2,714.0 |
2,714.0 |
2,646.6 |
|
| R1 |
2,675.0 |
2,675.0 |
2,641.3 |
2,665.5 |
| PP |
2,656.0 |
2,656.0 |
2,656.0 |
2,651.3 |
| S1 |
2,617.0 |
2,617.0 |
2,630.7 |
2,607.5 |
| S2 |
2,598.0 |
2,598.0 |
2,625.4 |
|
| S3 |
2,540.0 |
2,559.0 |
2,620.1 |
|
| S4 |
2,482.0 |
2,501.0 |
2,604.1 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,905.0 |
2,876.0 |
2,733.9 |
|
| R3 |
2,827.0 |
2,798.0 |
2,712.5 |
|
| R2 |
2,749.0 |
2,749.0 |
2,705.3 |
|
| R1 |
2,720.0 |
2,720.0 |
2,698.2 |
2,734.5 |
| PP |
2,671.0 |
2,671.0 |
2,671.0 |
2,678.3 |
| S1 |
2,642.0 |
2,642.0 |
2,683.9 |
2,656.5 |
| S2 |
2,593.0 |
2,593.0 |
2,676.7 |
|
| S3 |
2,515.0 |
2,564.0 |
2,669.6 |
|
| S4 |
2,437.0 |
2,486.0 |
2,648.1 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,941.5 |
|
2.618 |
2,846.8 |
|
1.618 |
2,788.8 |
|
1.000 |
2,753.0 |
|
0.618 |
2,730.8 |
|
HIGH |
2,695.0 |
|
0.618 |
2,672.8 |
|
0.500 |
2,666.0 |
|
0.382 |
2,659.2 |
|
LOW |
2,637.0 |
|
0.618 |
2,601.2 |
|
1.000 |
2,579.0 |
|
1.618 |
2,543.2 |
|
2.618 |
2,485.2 |
|
4.250 |
2,390.5 |
|
|