| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,193.30 |
2,116.79 |
-76.51 |
-3.5% |
2,127.87 |
| High |
2,214.26 |
2,118.61 |
-95.65 |
-4.3% |
2,195.25 |
| Low |
2,158.95 |
2,055.18 |
-103.77 |
-4.8% |
2,034.92 |
| Close |
2,181.62 |
2,073.03 |
-108.59 |
-5.0% |
2,182.05 |
| Range |
55.31 |
63.43 |
8.12 |
14.7% |
160.33 |
| ATR |
61.25 |
65.91 |
4.66 |
7.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.56 |
2,236.23 |
2,107.92 |
|
| R3 |
2,209.13 |
2,172.80 |
2,090.47 |
|
| R2 |
2,145.70 |
2,145.70 |
2,084.66 |
|
| R1 |
2,109.37 |
2,109.37 |
2,078.84 |
2,095.82 |
| PP |
2,082.27 |
2,082.27 |
2,082.27 |
2,075.50 |
| S1 |
2,045.94 |
2,045.94 |
2,067.22 |
2,032.39 |
| S2 |
2,018.84 |
2,018.84 |
2,061.40 |
|
| S3 |
1,955.41 |
1,982.51 |
2,055.59 |
|
| S4 |
1,891.98 |
1,919.08 |
2,038.14 |
|
|
| 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 |
2,214.26 |
2,055.18 |
159.08 |
7.7% |
47.85 |
2.3% |
11% |
False |
True |
|
| 10 |
2,240.68 |
2,034.92 |
205.76 |
9.9% |
74.54 |
3.6% |
19% |
False |
False |
|
| 20 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
60.08 |
2.9% |
9% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
46.14 |
2.2% |
9% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
39.88 |
1.9% |
9% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
36.40 |
1.8% |
9% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
33.71 |
1.6% |
9% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
33.69 |
1.6% |
9% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,388.19 |
|
2.618 |
2,284.67 |
|
1.618 |
2,221.24 |
|
1.000 |
2,182.04 |
|
0.618 |
2,157.81 |
|
HIGH |
2,118.61 |
|
0.618 |
2,094.38 |
|
0.500 |
2,086.90 |
|
0.382 |
2,079.41 |
|
LOW |
2,055.18 |
|
0.618 |
2,015.98 |
|
1.000 |
1,991.75 |
|
1.618 |
1,952.55 |
|
2.618 |
1,889.12 |
|
4.250 |
1,785.60 |
|
|