| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,095.99 |
2,110.14 |
14.15 |
0.7% |
2,348.59 |
| High |
2,161.75 |
2,142.31 |
-19.44 |
-0.9% |
2,357.39 |
| Low |
2,034.92 |
2,070.24 |
35.32 |
1.7% |
2,131.52 |
| Close |
2,160.79 |
2,073.09 |
-87.70 |
-4.1% |
2,194.38 |
| Range |
126.83 |
72.07 |
-54.76 |
-43.2% |
225.87 |
| ATR |
61.07 |
63.17 |
2.11 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.42 |
2,264.33 |
2,112.73 |
|
| R3 |
2,239.35 |
2,192.26 |
2,092.91 |
|
| R2 |
2,167.28 |
2,167.28 |
2,086.30 |
|
| R1 |
2,120.19 |
2,120.19 |
2,079.70 |
2,107.70 |
| PP |
2,095.21 |
2,095.21 |
2,095.21 |
2,088.97 |
| S1 |
2,048.12 |
2,048.12 |
2,066.48 |
2,035.63 |
| S2 |
2,023.14 |
2,023.14 |
2,059.88 |
|
| S3 |
1,951.07 |
1,976.05 |
2,053.27 |
|
| S4 |
1,879.00 |
1,903.98 |
2,033.45 |
|
|
| 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 |
2,284.30 |
2,034.92 |
249.38 |
12.0% |
97.56 |
4.7% |
15% |
False |
False |
|
| 10 |
2,401.25 |
2,034.92 |
366.33 |
17.7% |
73.08 |
3.5% |
10% |
False |
False |
|
| 20 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
53.62 |
2.6% |
9% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
42.86 |
2.1% |
9% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
36.48 |
1.8% |
9% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
33.67 |
1.6% |
9% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
31.95 |
1.5% |
9% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
32.52 |
1.6% |
9% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,448.61 |
|
2.618 |
2,330.99 |
|
1.618 |
2,258.92 |
|
1.000 |
2,214.38 |
|
0.618 |
2,186.85 |
|
HIGH |
2,142.31 |
|
0.618 |
2,114.78 |
|
0.500 |
2,106.28 |
|
0.382 |
2,097.77 |
|
LOW |
2,070.24 |
|
0.618 |
2,025.70 |
|
1.000 |
1,998.17 |
|
1.618 |
1,953.63 |
|
2.618 |
1,881.56 |
|
4.250 |
1,763.94 |
|
|