| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,141.86 |
2,101.91 |
-39.95 |
-1.9% |
2,084.27 |
| High |
2,153.71 |
2,169.41 |
15.70 |
0.7% |
2,169.41 |
| Low |
2,102.50 |
2,082.04 |
-20.46 |
-1.0% |
2,038.14 |
| Close |
2,108.21 |
2,161.97 |
53.76 |
2.6% |
2,161.97 |
| Range |
51.21 |
87.37 |
36.16 |
70.6% |
131.27 |
| ATR |
63.47 |
65.18 |
1.71 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,399.92 |
2,368.31 |
2,210.02 |
|
| R3 |
2,312.55 |
2,280.94 |
2,186.00 |
|
| R2 |
2,225.18 |
2,225.18 |
2,177.99 |
|
| R1 |
2,193.57 |
2,193.57 |
2,169.98 |
2,209.38 |
| PP |
2,137.81 |
2,137.81 |
2,137.81 |
2,145.71 |
| S1 |
2,106.20 |
2,106.20 |
2,153.96 |
2,122.01 |
| S2 |
2,050.44 |
2,050.44 |
2,145.95 |
|
| S3 |
1,963.07 |
2,018.83 |
2,137.94 |
|
| S4 |
1,875.70 |
1,931.46 |
2,113.92 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.98 |
2,470.75 |
2,234.17 |
|
| R3 |
2,385.71 |
2,339.48 |
2,198.07 |
|
| R2 |
2,254.44 |
2,254.44 |
2,186.04 |
|
| R1 |
2,208.21 |
2,208.21 |
2,174.00 |
2,231.33 |
| PP |
2,123.17 |
2,123.17 |
2,123.17 |
2,134.73 |
| S1 |
2,076.94 |
2,076.94 |
2,149.94 |
2,100.06 |
| S2 |
1,991.90 |
1,991.90 |
2,137.90 |
|
| S3 |
1,860.63 |
1,945.67 |
2,125.87 |
|
| S4 |
1,729.36 |
1,814.40 |
2,089.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,169.41 |
2,038.14 |
131.27 |
6.1% |
61.45 |
2.8% |
94% |
True |
False |
|
| 10 |
2,214.26 |
2,035.30 |
178.96 |
8.3% |
57.37 |
2.7% |
71% |
False |
False |
|
| 20 |
2,357.39 |
2,034.92 |
322.47 |
14.9% |
67.63 |
3.1% |
39% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
18.7% |
50.22 |
2.3% |
31% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.7% |
43.47 |
2.0% |
31% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.7% |
39.48 |
1.8% |
31% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.7% |
36.17 |
1.7% |
31% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.7% |
34.87 |
1.6% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.73 |
|
2.618 |
2,398.14 |
|
1.618 |
2,310.77 |
|
1.000 |
2,256.78 |
|
0.618 |
2,223.40 |
|
HIGH |
2,169.41 |
|
0.618 |
2,136.03 |
|
0.500 |
2,125.73 |
|
0.382 |
2,115.42 |
|
LOW |
2,082.04 |
|
0.618 |
2,028.05 |
|
1.000 |
1,994.67 |
|
1.618 |
1,940.68 |
|
2.618 |
1,853.31 |
|
4.250 |
1,710.72 |
|
|