| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,731 |
2,910 |
179 |
6.6% |
2,909 |
| High |
2,952 |
2,942 |
-10 |
-0.3% |
2,985 |
| Low |
2,731 |
2,900 |
169 |
6.2% |
2,835 |
| Close |
2,902 |
2,936 |
34 |
1.2% |
2,867 |
| Range |
221 |
42 |
-179 |
-81.0% |
150 |
| ATR |
90 |
86 |
-3 |
-3.8% |
0 |
| Volume |
1,307 |
1,307 |
0 |
0.0% |
7,232 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,052 |
3,036 |
2,959 |
|
| R3 |
3,010 |
2,994 |
2,948 |
|
| R2 |
2,968 |
2,968 |
2,944 |
|
| R1 |
2,952 |
2,952 |
2,940 |
2,960 |
| PP |
2,926 |
2,926 |
2,926 |
2,930 |
| S1 |
2,910 |
2,910 |
2,932 |
2,918 |
| S2 |
2,884 |
2,884 |
2,928 |
|
| S3 |
2,842 |
2,868 |
2,924 |
|
| S4 |
2,800 |
2,826 |
2,913 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,346 |
3,256 |
2,950 |
|
| R3 |
3,196 |
3,106 |
2,908 |
|
| R2 |
3,046 |
3,046 |
2,895 |
|
| R1 |
2,956 |
2,956 |
2,881 |
2,926 |
| PP |
2,896 |
2,896 |
2,896 |
2,881 |
| S1 |
2,806 |
2,806 |
2,853 |
2,776 |
| S2 |
2,746 |
2,746 |
2,840 |
|
| S3 |
2,596 |
2,656 |
2,826 |
|
| S4 |
2,446 |
2,506 |
2,785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,960 |
2,725 |
235 |
8.0% |
105 |
3.6% |
90% |
False |
False |
1,212 |
| 10 |
2,985 |
2,725 |
260 |
8.9% |
86 |
2.9% |
81% |
False |
False |
1,268 |
| 20 |
3,004 |
2,725 |
279 |
9.5% |
78 |
2.7% |
76% |
False |
False |
1,113 |
| 40 |
3,004 |
2,466 |
538 |
18.3% |
72 |
2.4% |
87% |
False |
False |
886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,121 |
|
2.618 |
3,052 |
|
1.618 |
3,010 |
|
1.000 |
2,984 |
|
0.618 |
2,968 |
|
HIGH |
2,942 |
|
0.618 |
2,926 |
|
0.500 |
2,921 |
|
0.382 |
2,916 |
|
LOW |
2,900 |
|
0.618 |
2,874 |
|
1.000 |
2,858 |
|
1.618 |
2,832 |
|
2.618 |
2,790 |
|
4.250 |
2,722 |
|
|