| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,127.87 |
2,095.99 |
-31.88 |
-1.5% |
2,348.59 |
| High |
2,162.78 |
2,161.75 |
-1.03 |
0.0% |
2,357.39 |
| Low |
2,060.29 |
2,034.92 |
-25.37 |
-1.2% |
2,131.52 |
| Close |
2,060.29 |
2,160.79 |
100.50 |
4.9% |
2,194.38 |
| Range |
102.49 |
126.83 |
24.34 |
23.7% |
225.87 |
| ATR |
56.01 |
61.07 |
5.06 |
9.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.64 |
2,457.05 |
2,230.55 |
|
| R3 |
2,372.81 |
2,330.22 |
2,195.67 |
|
| R2 |
2,245.98 |
2,245.98 |
2,184.04 |
|
| R1 |
2,203.39 |
2,203.39 |
2,172.42 |
2,224.69 |
| PP |
2,119.15 |
2,119.15 |
2,119.15 |
2,129.80 |
| S1 |
2,076.56 |
2,076.56 |
2,149.16 |
2,097.86 |
| S2 |
1,992.32 |
1,992.32 |
2,137.54 |
|
| S3 |
1,865.49 |
1,949.73 |
2,125.91 |
|
| S4 |
1,738.66 |
1,822.90 |
2,091.03 |
|
|
| 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 |
2,316.73 |
2,034.92 |
281.81 |
13.0% |
95.51 |
4.4% |
45% |
False |
True |
|
| 10 |
2,416.22 |
2,034.92 |
381.30 |
17.6% |
71.28 |
3.3% |
33% |
False |
True |
|
| 20 |
2,438.44 |
2,034.92 |
403.52 |
18.7% |
51.60 |
2.4% |
31% |
False |
True |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
18.7% |
41.46 |
1.9% |
31% |
False |
True |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.7% |
35.99 |
1.7% |
31% |
False |
True |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.7% |
33.06 |
1.5% |
31% |
False |
True |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.7% |
31.55 |
1.5% |
31% |
False |
True |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.7% |
32.06 |
1.5% |
31% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,700.78 |
|
2.618 |
2,493.79 |
|
1.618 |
2,366.96 |
|
1.000 |
2,288.58 |
|
0.618 |
2,240.13 |
|
HIGH |
2,161.75 |
|
0.618 |
2,113.30 |
|
0.500 |
2,098.34 |
|
0.382 |
2,083.37 |
|
LOW |
2,034.92 |
|
0.618 |
1,956.54 |
|
1.000 |
1,908.09 |
|
1.618 |
1,829.71 |
|
2.618 |
1,702.88 |
|
4.250 |
1,495.89 |
|
|