| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,189.49 |
2,190.14 |
0.65 |
0.0% |
2,127.87 |
| High |
2,214.12 |
2,211.90 |
-2.22 |
-0.1% |
2,195.25 |
| Low |
2,180.86 |
2,165.04 |
-15.82 |
-0.7% |
2,034.92 |
| Close |
2,214.12 |
2,194.27 |
-19.85 |
-0.9% |
2,182.05 |
| Range |
33.26 |
46.86 |
13.60 |
40.9% |
160.33 |
| ATR |
62.68 |
61.71 |
-0.97 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,330.98 |
2,309.49 |
2,220.04 |
|
| R3 |
2,284.12 |
2,262.63 |
2,207.16 |
|
| R2 |
2,237.26 |
2,237.26 |
2,202.86 |
|
| R1 |
2,215.77 |
2,215.77 |
2,198.57 |
2,226.52 |
| PP |
2,190.40 |
2,190.40 |
2,190.40 |
2,195.78 |
| S1 |
2,168.91 |
2,168.91 |
2,189.97 |
2,179.66 |
| S2 |
2,143.54 |
2,143.54 |
2,185.68 |
|
| S3 |
2,096.68 |
2,122.05 |
2,181.38 |
|
| S4 |
2,049.82 |
2,075.19 |
2,168.50 |
|
|
| 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 |
2,214.12 |
2,070.24 |
143.88 |
6.6% |
57.63 |
2.6% |
86% |
False |
False |
|
| 10 |
2,316.73 |
2,034.92 |
281.81 |
12.8% |
76.57 |
3.5% |
57% |
False |
False |
|
| 20 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
57.50 |
2.6% |
39% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
44.90 |
2.0% |
39% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
38.56 |
1.8% |
39% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
35.30 |
1.6% |
39% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
32.93 |
1.5% |
39% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
33.10 |
1.5% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,411.06 |
|
2.618 |
2,334.58 |
|
1.618 |
2,287.72 |
|
1.000 |
2,258.76 |
|
0.618 |
2,240.86 |
|
HIGH |
2,211.90 |
|
0.618 |
2,194.00 |
|
0.500 |
2,188.47 |
|
0.382 |
2,182.94 |
|
LOW |
2,165.04 |
|
0.618 |
2,136.08 |
|
1.000 |
2,118.18 |
|
1.618 |
2,089.22 |
|
2.618 |
2,042.36 |
|
4.250 |
1,965.89 |
|
|