| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,200.6 |
1,202.6 |
2.0 |
0.2% |
1,186.9 |
| High |
1,211.3 |
1,219.0 |
7.7 |
0.6% |
1,213.0 |
| Low |
1,196.4 |
1,202.6 |
6.2 |
0.5% |
1,180.5 |
| Close |
1,200.6 |
1,218.2 |
17.6 |
1.5% |
1,206.7 |
| Range |
14.9 |
16.4 |
1.5 |
10.1% |
32.5 |
| ATR |
12.8 |
13.2 |
0.4 |
3.1% |
0.0 |
| Volume |
1,880 |
1,499 |
-381 |
-20.3% |
8,026 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.5 |
1,256.7 |
1,227.2 |
|
| R3 |
1,246.1 |
1,240.3 |
1,222.7 |
|
| R2 |
1,229.7 |
1,229.7 |
1,221.2 |
|
| R1 |
1,223.9 |
1,223.9 |
1,219.7 |
1,226.8 |
| PP |
1,213.3 |
1,213.3 |
1,213.3 |
1,214.7 |
| S1 |
1,207.5 |
1,207.5 |
1,216.7 |
1,210.4 |
| S2 |
1,196.9 |
1,196.9 |
1,215.2 |
|
| S3 |
1,180.5 |
1,191.1 |
1,213.7 |
|
| S4 |
1,164.1 |
1,174.7 |
1,209.2 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,297.6 |
1,284.6 |
1,224.6 |
|
| R3 |
1,265.1 |
1,252.1 |
1,215.6 |
|
| R2 |
1,232.6 |
1,232.6 |
1,212.7 |
|
| R1 |
1,219.6 |
1,219.6 |
1,209.7 |
1,226.1 |
| PP |
1,200.1 |
1,200.1 |
1,200.1 |
1,203.3 |
| S1 |
1,187.1 |
1,187.1 |
1,203.7 |
1,193.6 |
| S2 |
1,167.6 |
1,167.6 |
1,200.7 |
|
| S3 |
1,135.1 |
1,154.6 |
1,197.8 |
|
| S4 |
1,102.6 |
1,122.1 |
1,188.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,219.0 |
1,194.2 |
24.8 |
2.0% |
14.5 |
1.2% |
97% |
True |
False |
2,204 |
| 10 |
1,219.0 |
1,170.2 |
48.8 |
4.0% |
11.7 |
1.0% |
98% |
True |
False |
1,567 |
| 20 |
1,219.0 |
1,162.5 |
56.5 |
4.6% |
11.8 |
1.0% |
99% |
True |
False |
1,299 |
| 40 |
1,271.0 |
1,162.5 |
108.5 |
8.9% |
11.5 |
0.9% |
51% |
False |
False |
997 |
| 60 |
1,271.0 |
1,162.5 |
108.5 |
8.9% |
10.9 |
0.9% |
51% |
False |
False |
820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,288.7 |
|
2.618 |
1,261.9 |
|
1.618 |
1,245.5 |
|
1.000 |
1,235.4 |
|
0.618 |
1,229.1 |
|
HIGH |
1,219.0 |
|
0.618 |
1,212.7 |
|
0.500 |
1,210.8 |
|
0.382 |
1,208.9 |
|
LOW |
1,202.6 |
|
0.618 |
1,192.5 |
|
1.000 |
1,186.2 |
|
1.618 |
1,176.1 |
|
2.618 |
1,159.7 |
|
4.250 |
1,132.9 |
|
|