| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,084.27 |
2,059.03 |
-25.24 |
-1.2% |
2,189.49 |
| High |
2,084.83 |
2,129.27 |
44.44 |
2.1% |
2,214.26 |
| Low |
2,038.14 |
2,050.19 |
12.05 |
0.6% |
2,035.30 |
| Close |
2,044.73 |
2,129.27 |
84.54 |
4.1% |
2,038.22 |
| Range |
46.69 |
79.08 |
32.39 |
69.4% |
178.96 |
| ATR |
64.65 |
66.07 |
1.42 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,340.15 |
2,313.79 |
2,172.76 |
|
| R3 |
2,261.07 |
2,234.71 |
2,151.02 |
|
| R2 |
2,181.99 |
2,181.99 |
2,143.77 |
|
| R1 |
2,155.63 |
2,155.63 |
2,136.52 |
2,168.81 |
| PP |
2,102.91 |
2,102.91 |
2,102.91 |
2,109.50 |
| S1 |
2,076.55 |
2,076.55 |
2,122.02 |
2,089.73 |
| S2 |
2,023.83 |
2,023.83 |
2,114.77 |
|
| S3 |
1,944.75 |
1,997.47 |
2,107.52 |
|
| S4 |
1,865.67 |
1,918.39 |
2,085.78 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,632.81 |
2,514.47 |
2,136.65 |
|
| R3 |
2,453.85 |
2,335.51 |
2,087.43 |
|
| R2 |
2,274.89 |
2,274.89 |
2,071.03 |
|
| R1 |
2,156.55 |
2,156.55 |
2,054.62 |
2,126.24 |
| PP |
2,095.93 |
2,095.93 |
2,095.93 |
2,080.77 |
| S1 |
1,977.59 |
1,977.59 |
2,021.82 |
1,947.28 |
| S2 |
1,916.97 |
1,916.97 |
2,005.41 |
|
| S3 |
1,738.01 |
1,798.63 |
1,989.01 |
|
| S4 |
1,559.05 |
1,619.67 |
1,939.79 |
|
|
| 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 |
2,035.30 |
178.96 |
8.4% |
62.42 |
2.9% |
53% |
False |
False |
|
| 10 |
2,214.26 |
2,035.30 |
178.96 |
8.4% |
60.02 |
2.8% |
53% |
False |
False |
|
| 20 |
2,416.22 |
2,034.92 |
381.30 |
17.9% |
65.65 |
3.1% |
25% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
19.0% |
47.62 |
2.2% |
23% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
19.0% |
42.09 |
2.0% |
23% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
19.0% |
38.19 |
1.8% |
23% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
19.0% |
35.05 |
1.6% |
23% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
19.0% |
34.41 |
1.6% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,465.36 |
|
2.618 |
2,336.30 |
|
1.618 |
2,257.22 |
|
1.000 |
2,208.35 |
|
0.618 |
2,178.14 |
|
HIGH |
2,129.27 |
|
0.618 |
2,099.06 |
|
0.500 |
2,089.73 |
|
0.382 |
2,080.40 |
|
LOW |
2,050.19 |
|
0.618 |
2,001.32 |
|
1.000 |
1,971.11 |
|
1.618 |
1,922.24 |
|
2.618 |
1,843.16 |
|
4.250 |
1,714.10 |
|
|