| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,227.49 |
2,127.87 |
-99.62 |
-4.5% |
2,348.59 |
| High |
2,240.68 |
2,162.78 |
-77.90 |
-3.5% |
2,357.39 |
| Low |
2,131.52 |
2,060.29 |
-71.23 |
-3.3% |
2,131.52 |
| Close |
2,194.38 |
2,060.29 |
-134.09 |
-6.1% |
2,194.38 |
| Range |
109.16 |
102.49 |
-6.67 |
-6.1% |
225.87 |
| ATR |
50.00 |
56.01 |
6.01 |
12.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.92 |
2,333.60 |
2,116.66 |
|
| R3 |
2,299.43 |
2,231.11 |
2,088.47 |
|
| R2 |
2,196.94 |
2,196.94 |
2,079.08 |
|
| R1 |
2,128.62 |
2,128.62 |
2,069.68 |
2,111.54 |
| PP |
2,094.45 |
2,094.45 |
2,094.45 |
2,085.91 |
| S1 |
2,026.13 |
2,026.13 |
2,050.90 |
2,009.05 |
| S2 |
1,991.96 |
1,991.96 |
2,041.50 |
|
| S3 |
1,889.47 |
1,923.64 |
2,032.11 |
|
| S4 |
1,786.98 |
1,821.15 |
2,003.92 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,905.37 |
2,775.75 |
2,318.61 |
|
| R3 |
2,679.50 |
2,549.88 |
2,256.49 |
|
| R2 |
2,453.63 |
2,453.63 |
2,235.79 |
|
| R1 |
2,324.01 |
2,324.01 |
2,215.08 |
2,275.89 |
| PP |
2,227.76 |
2,227.76 |
2,227.76 |
2,203.70 |
| S1 |
2,098.14 |
2,098.14 |
2,173.68 |
2,050.02 |
| S2 |
2,001.89 |
2,001.89 |
2,152.97 |
|
| S3 |
1,776.02 |
1,872.27 |
2,132.27 |
|
| S4 |
1,550.15 |
1,646.40 |
2,070.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,352.48 |
2,060.29 |
292.19 |
14.2% |
82.37 |
4.0% |
0% |
False |
True |
|
| 10 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
60.59 |
2.9% |
0% |
False |
True |
|
| 20 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
46.45 |
2.3% |
0% |
False |
True |
|
| 40 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
38.79 |
1.9% |
0% |
False |
True |
|
| 60 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
34.33 |
1.7% |
0% |
False |
True |
|
| 80 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
31.77 |
1.5% |
0% |
False |
True |
|
| 100 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
30.53 |
1.5% |
0% |
False |
True |
|
| 120 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
31.13 |
1.5% |
0% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.36 |
|
2.618 |
2,431.10 |
|
1.618 |
2,328.61 |
|
1.000 |
2,265.27 |
|
0.618 |
2,226.12 |
|
HIGH |
2,162.78 |
|
0.618 |
2,123.63 |
|
0.500 |
2,111.54 |
|
0.382 |
2,099.44 |
|
LOW |
2,060.29 |
|
0.618 |
1,996.95 |
|
1.000 |
1,957.80 |
|
1.618 |
1,894.46 |
|
2.618 |
1,791.97 |
|
4.250 |
1,624.71 |
|
|