| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,898.00 |
1,897.25 |
-0.75 |
0.0% |
1,873.25 |
| High |
1,905.00 |
1,915.25 |
10.25 |
0.5% |
1,910.00 |
| Low |
1,869.75 |
1,896.50 |
26.75 |
1.4% |
1,865.50 |
| Close |
1,900.25 |
1,911.25 |
11.00 |
0.6% |
1,900.25 |
| Range |
35.25 |
18.75 |
-16.50 |
-46.8% |
44.50 |
| ATR |
34.97 |
33.81 |
-1.16 |
-3.3% |
0.00 |
| Volume |
29 |
78 |
49 |
169.0% |
840 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,964.00 |
1,956.25 |
1,921.50 |
|
| R3 |
1,945.25 |
1,937.50 |
1,916.50 |
|
| R2 |
1,926.50 |
1,926.50 |
1,914.75 |
|
| R1 |
1,918.75 |
1,918.75 |
1,913.00 |
1,922.50 |
| PP |
1,907.75 |
1,907.75 |
1,907.75 |
1,909.50 |
| S1 |
1,900.00 |
1,900.00 |
1,909.50 |
1,904.00 |
| S2 |
1,889.00 |
1,889.00 |
1,907.75 |
|
| S3 |
1,870.25 |
1,881.25 |
1,906.00 |
|
| S4 |
1,851.50 |
1,862.50 |
1,901.00 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,025.50 |
2,007.25 |
1,924.75 |
|
| R3 |
1,981.00 |
1,962.75 |
1,912.50 |
|
| R2 |
1,936.50 |
1,936.50 |
1,908.50 |
|
| R1 |
1,918.25 |
1,918.25 |
1,904.25 |
1,927.50 |
| PP |
1,892.00 |
1,892.00 |
1,892.00 |
1,896.50 |
| S1 |
1,873.75 |
1,873.75 |
1,896.25 |
1,883.00 |
| S2 |
1,847.50 |
1,847.50 |
1,892.00 |
|
| S3 |
1,803.00 |
1,829.25 |
1,888.00 |
|
| S4 |
1,758.50 |
1,784.75 |
1,875.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,915.25 |
1,869.75 |
45.50 |
2.4% |
23.75 |
1.2% |
91% |
True |
False |
159 |
| 10 |
1,915.25 |
1,830.00 |
85.25 |
4.5% |
29.25 |
1.5% |
95% |
True |
False |
132 |
| 20 |
1,915.25 |
1,781.25 |
134.00 |
7.0% |
33.75 |
1.8% |
97% |
True |
False |
105 |
| 40 |
1,938.00 |
1,696.25 |
241.75 |
12.6% |
36.00 |
1.9% |
89% |
False |
False |
105 |
| 60 |
1,938.00 |
1,696.25 |
241.75 |
12.6% |
35.75 |
1.9% |
89% |
False |
False |
72 |
| 80 |
2,045.50 |
1,696.25 |
349.25 |
18.3% |
33.00 |
1.7% |
62% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,995.00 |
|
2.618 |
1,964.25 |
|
1.618 |
1,945.50 |
|
1.000 |
1,934.00 |
|
0.618 |
1,926.75 |
|
HIGH |
1,915.25 |
|
0.618 |
1,908.00 |
|
0.500 |
1,906.00 |
|
0.382 |
1,903.75 |
|
LOW |
1,896.50 |
|
0.618 |
1,885.00 |
|
1.000 |
1,877.75 |
|
1.618 |
1,866.25 |
|
2.618 |
1,847.50 |
|
4.250 |
1,816.75 |
|
|