| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,187.5 |
6,215.5 |
28.0 |
0.5% |
6,338.0 |
| High |
6,226.0 |
6,240.0 |
14.0 |
0.2% |
6,379.0 |
| Low |
6,168.5 |
6,067.0 |
-101.5 |
-1.6% |
6,083.0 |
| Close |
6,202.5 |
6,092.5 |
-110.0 |
-1.8% |
6,123.0 |
| Range |
57.5 |
173.0 |
115.5 |
200.9% |
296.0 |
| ATR |
100.0 |
105.3 |
5.2 |
5.2% |
0.0 |
| Volume |
392 |
225 |
-167 |
-42.6% |
1,182 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,652.2 |
6,545.3 |
6,187.7 |
|
| R3 |
6,479.2 |
6,372.3 |
6,140.1 |
|
| R2 |
6,306.2 |
6,306.2 |
6,124.2 |
|
| R1 |
6,199.3 |
6,199.3 |
6,108.4 |
6,166.3 |
| PP |
6,133.2 |
6,133.2 |
6,133.2 |
6,116.6 |
| S1 |
6,026.3 |
6,026.3 |
6,076.6 |
5,993.3 |
| S2 |
5,960.2 |
5,960.2 |
6,060.8 |
|
| S3 |
5,787.2 |
5,853.3 |
6,044.9 |
|
| S4 |
5,614.2 |
5,680.3 |
5,997.4 |
|
|
| 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 |
6,240.0 |
6,067.0 |
173.0 |
2.8% |
101.1 |
1.7% |
15% |
True |
True |
227 |
| 10 |
6,392.0 |
6,067.0 |
325.0 |
5.3% |
96.7 |
1.6% |
8% |
False |
True |
242 |
| 20 |
6,394.5 |
6,067.0 |
327.5 |
5.4% |
90.3 |
1.5% |
8% |
False |
True |
310 |
| 40 |
6,394.5 |
5,818.0 |
576.5 |
9.5% |
101.3 |
1.7% |
48% |
False |
False |
373 |
| 60 |
6,394.5 |
5,814.5 |
580.0 |
9.5% |
103.8 |
1.7% |
48% |
False |
False |
1,168 |
| 80 |
6,394.5 |
5,602.5 |
792.0 |
13.0% |
116.2 |
1.9% |
62% |
False |
False |
977 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
13.0% |
105.7 |
1.7% |
62% |
False |
False |
812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,975.3 |
|
2.618 |
6,692.9 |
|
1.618 |
6,519.9 |
|
1.000 |
6,413.0 |
|
0.618 |
6,346.9 |
|
HIGH |
6,240.0 |
|
0.618 |
6,173.9 |
|
0.500 |
6,153.5 |
|
0.382 |
6,133.1 |
|
LOW |
6,067.0 |
|
0.618 |
5,960.1 |
|
1.000 |
5,894.0 |
|
1.618 |
5,787.1 |
|
2.618 |
5,614.1 |
|
4.250 |
5,331.8 |
|
|