| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,152.0 |
6,168.5 |
16.5 |
0.3% |
6,338.0 |
| High |
6,185.5 |
6,183.0 |
-2.5 |
0.0% |
6,379.0 |
| Low |
6,112.0 |
6,083.0 |
-29.0 |
-0.5% |
6,083.0 |
| Close |
6,151.5 |
6,123.0 |
-28.5 |
-0.5% |
6,123.0 |
| Range |
73.5 |
100.0 |
26.5 |
36.1% |
296.0 |
| ATR |
104.5 |
104.2 |
-0.3 |
-0.3% |
0.0 |
| Volume |
240 |
142 |
-98 |
-40.8% |
1,182 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,429.7 |
6,376.3 |
6,178.0 |
|
| R3 |
6,329.7 |
6,276.3 |
6,150.5 |
|
| R2 |
6,229.7 |
6,229.7 |
6,141.3 |
|
| R1 |
6,176.3 |
6,176.3 |
6,132.2 |
6,153.0 |
| PP |
6,129.7 |
6,129.7 |
6,129.7 |
6,118.0 |
| S1 |
6,076.3 |
6,076.3 |
6,113.8 |
6,053.0 |
| S2 |
6,029.7 |
6,029.7 |
6,104.7 |
|
| S3 |
5,929.7 |
5,976.3 |
6,095.5 |
|
| S4 |
5,829.7 |
5,876.3 |
6,068.0 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,083.0 |
6,899.0 |
6,285.8 |
|
| R3 |
6,787.0 |
6,603.0 |
6,204.4 |
|
| R2 |
6,491.0 |
6,491.0 |
6,177.3 |
|
| R1 |
6,307.0 |
6,307.0 |
6,150.1 |
6,251.0 |
| PP |
6,195.0 |
6,195.0 |
6,195.0 |
6,167.0 |
| S1 |
6,011.0 |
6,011.0 |
6,095.9 |
5,955.0 |
| S2 |
5,899.0 |
5,899.0 |
6,068.7 |
|
| S3 |
5,603.0 |
5,715.0 |
6,041.6 |
|
| S4 |
5,307.0 |
5,419.0 |
5,960.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,379.0 |
6,083.0 |
296.0 |
4.8% |
86.8 |
1.4% |
14% |
False |
True |
236 |
| 10 |
6,394.5 |
6,083.0 |
311.5 |
5.1% |
88.1 |
1.4% |
13% |
False |
True |
238 |
| 20 |
6,394.5 |
5,926.0 |
468.5 |
7.7% |
95.9 |
1.6% |
42% |
False |
False |
309 |
| 40 |
6,394.5 |
5,818.0 |
576.5 |
9.4% |
101.7 |
1.7% |
53% |
False |
False |
399 |
| 60 |
6,394.5 |
5,625.0 |
769.5 |
12.6% |
105.8 |
1.7% |
65% |
False |
False |
1,190 |
| 80 |
6,394.5 |
5,602.5 |
792.0 |
12.9% |
116.6 |
1.9% |
66% |
False |
False |
982 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.9% |
103.3 |
1.7% |
66% |
False |
False |
808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,608.0 |
|
2.618 |
6,444.8 |
|
1.618 |
6,344.8 |
|
1.000 |
6,283.0 |
|
0.618 |
6,244.8 |
|
HIGH |
6,183.0 |
|
0.618 |
6,144.8 |
|
0.500 |
6,133.0 |
|
0.382 |
6,121.2 |
|
LOW |
6,083.0 |
|
0.618 |
6,021.2 |
|
1.000 |
5,983.0 |
|
1.618 |
5,921.2 |
|
2.618 |
5,821.2 |
|
4.250 |
5,658.0 |
|
|