| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,240.7 |
1,251.8 |
11.1 |
0.9% |
1,229.9 |
| High |
1,241.1 |
1,253.2 |
12.1 |
1.0% |
1,247.2 |
| Low |
1,238.2 |
1,236.7 |
-1.5 |
-0.1% |
1,216.3 |
| Close |
1,240.7 |
1,251.8 |
11.1 |
0.9% |
1,239.4 |
| Range |
2.9 |
16.5 |
13.6 |
469.0% |
30.9 |
| ATR |
11.0 |
11.4 |
0.4 |
3.5% |
0.0 |
| Volume |
154 |
151 |
-3 |
-1.9% |
4,165 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.7 |
1,290.8 |
1,260.9 |
|
| R3 |
1,280.2 |
1,274.3 |
1,256.3 |
|
| R2 |
1,263.7 |
1,263.7 |
1,254.8 |
|
| R1 |
1,257.8 |
1,257.8 |
1,253.3 |
1,260.1 |
| PP |
1,247.2 |
1,247.2 |
1,247.2 |
1,248.4 |
| S1 |
1,241.3 |
1,241.3 |
1,250.3 |
1,243.6 |
| S2 |
1,230.7 |
1,230.7 |
1,248.8 |
|
| S3 |
1,214.2 |
1,224.8 |
1,247.3 |
|
| S4 |
1,197.7 |
1,208.3 |
1,242.7 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.0 |
1,314.1 |
1,256.4 |
|
| R3 |
1,296.1 |
1,283.2 |
1,247.9 |
|
| R2 |
1,265.2 |
1,265.2 |
1,245.1 |
|
| R1 |
1,252.3 |
1,252.3 |
1,242.2 |
1,258.8 |
| PP |
1,234.3 |
1,234.3 |
1,234.3 |
1,237.5 |
| S1 |
1,221.4 |
1,221.4 |
1,236.6 |
1,227.9 |
| S2 |
1,203.4 |
1,203.4 |
1,233.7 |
|
| S3 |
1,172.5 |
1,190.5 |
1,230.9 |
|
| S4 |
1,141.6 |
1,159.6 |
1,222.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,253.2 |
1,234.0 |
19.2 |
1.5% |
9.4 |
0.8% |
93% |
True |
False |
842 |
| 10 |
1,253.2 |
1,216.3 |
36.9 |
2.9% |
10.8 |
0.9% |
96% |
True |
False |
636 |
| 20 |
1,253.2 |
1,194.2 |
59.0 |
4.7% |
10.6 |
0.8% |
98% |
True |
False |
1,238 |
| 40 |
1,253.2 |
1,162.5 |
90.7 |
7.2% |
10.1 |
0.8% |
98% |
True |
False |
983 |
| 60 |
1,271.0 |
1,162.5 |
108.5 |
8.7% |
10.9 |
0.9% |
82% |
False |
False |
938 |
| 80 |
1,271.0 |
1,162.5 |
108.5 |
8.7% |
11.6 |
0.9% |
82% |
False |
False |
790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.3 |
|
2.618 |
1,296.4 |
|
1.618 |
1,279.9 |
|
1.000 |
1,269.7 |
|
0.618 |
1,263.4 |
|
HIGH |
1,253.2 |
|
0.618 |
1,246.9 |
|
0.500 |
1,245.0 |
|
0.382 |
1,243.0 |
|
LOW |
1,236.7 |
|
0.618 |
1,226.5 |
|
1.000 |
1,220.2 |
|
1.618 |
1,210.0 |
|
2.618 |
1,193.5 |
|
4.250 |
1,166.6 |
|
|