| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,108.92 |
2,176.54 |
67.62 |
3.2% |
2,127.87 |
| High |
2,187.48 |
2,195.25 |
7.77 |
0.4% |
2,195.25 |
| Low |
2,091.91 |
2,154.86 |
62.95 |
3.0% |
2,034.92 |
| Close |
2,167.07 |
2,182.05 |
14.98 |
0.7% |
2,182.05 |
| Range |
95.57 |
40.39 |
-55.18 |
-57.7% |
160.33 |
| ATR |
66.83 |
64.94 |
-1.89 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,298.56 |
2,280.69 |
2,204.26 |
|
| R3 |
2,258.17 |
2,240.30 |
2,193.16 |
|
| R2 |
2,217.78 |
2,217.78 |
2,189.45 |
|
| R1 |
2,199.91 |
2,199.91 |
2,185.75 |
2,208.85 |
| PP |
2,177.39 |
2,177.39 |
2,177.39 |
2,181.85 |
| S1 |
2,159.52 |
2,159.52 |
2,178.35 |
2,168.46 |
| S2 |
2,137.00 |
2,137.00 |
2,174.65 |
|
| S3 |
2,096.61 |
2,119.13 |
2,170.94 |
|
| S4 |
2,056.22 |
2,078.74 |
2,159.84 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,618.40 |
2,560.55 |
2,270.23 |
|
| R3 |
2,458.07 |
2,400.22 |
2,226.14 |
|
| R2 |
2,297.74 |
2,297.74 |
2,211.44 |
|
| R1 |
2,239.89 |
2,239.89 |
2,196.75 |
2,268.82 |
| PP |
2,137.41 |
2,137.41 |
2,137.41 |
2,151.87 |
| S1 |
2,079.56 |
2,079.56 |
2,167.35 |
2,108.49 |
| S2 |
1,977.08 |
1,977.08 |
2,152.66 |
|
| S3 |
1,816.75 |
1,919.23 |
2,137.96 |
|
| S4 |
1,656.42 |
1,758.90 |
2,093.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,195.25 |
2,034.92 |
160.33 |
7.3% |
87.47 |
4.0% |
92% |
True |
False |
|
| 10 |
2,357.39 |
2,034.92 |
322.47 |
14.8% |
77.89 |
3.6% |
46% |
False |
False |
|
| 20 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
56.73 |
2.6% |
36% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
44.39 |
2.0% |
36% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
37.88 |
1.7% |
36% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
34.64 |
1.6% |
36% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
32.95 |
1.5% |
36% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
33.10 |
1.5% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,366.91 |
|
2.618 |
2,300.99 |
|
1.618 |
2,260.60 |
|
1.000 |
2,235.64 |
|
0.618 |
2,220.21 |
|
HIGH |
2,195.25 |
|
0.618 |
2,179.82 |
|
0.500 |
2,175.06 |
|
0.382 |
2,170.29 |
|
LOW |
2,154.86 |
|
0.618 |
2,129.90 |
|
1.000 |
2,114.47 |
|
1.618 |
2,089.51 |
|
2.618 |
2,049.12 |
|
4.250 |
1,983.20 |
|
|