| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,101.91 |
2,188.67 |
86.76 |
4.1% |
2,084.27 |
| High |
2,169.41 |
2,224.50 |
55.09 |
2.5% |
2,169.41 |
| Low |
2,082.04 |
2,187.72 |
105.68 |
5.1% |
2,038.14 |
| Close |
2,161.97 |
2,223.96 |
61.99 |
2.9% |
2,161.97 |
| Range |
87.37 |
36.78 |
-50.59 |
-57.9% |
131.27 |
| ATR |
65.18 |
64.99 |
-0.19 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,322.40 |
2,309.96 |
2,244.19 |
|
| R3 |
2,285.62 |
2,273.18 |
2,234.07 |
|
| R2 |
2,248.84 |
2,248.84 |
2,230.70 |
|
| R1 |
2,236.40 |
2,236.40 |
2,227.33 |
2,242.62 |
| PP |
2,212.06 |
2,212.06 |
2,212.06 |
2,215.17 |
| S1 |
2,199.62 |
2,199.62 |
2,220.59 |
2,205.84 |
| S2 |
2,175.28 |
2,175.28 |
2,217.22 |
|
| S3 |
2,138.50 |
2,162.84 |
2,213.85 |
|
| S4 |
2,101.72 |
2,126.06 |
2,203.73 |
|
|
| 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 |
2,224.50 |
2,050.19 |
174.31 |
7.8% |
59.47 |
2.7% |
100% |
True |
False |
|
| 10 |
2,224.50 |
2,035.30 |
189.20 |
8.5% |
57.72 |
2.6% |
100% |
True |
False |
|
| 20 |
2,352.48 |
2,034.92 |
317.56 |
14.3% |
67.86 |
3.1% |
60% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
50.07 |
2.3% |
47% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
43.61 |
2.0% |
47% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
39.50 |
1.8% |
47% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
36.22 |
1.6% |
47% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
35.00 |
1.6% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,380.82 |
|
2.618 |
2,320.79 |
|
1.618 |
2,284.01 |
|
1.000 |
2,261.28 |
|
0.618 |
2,247.23 |
|
HIGH |
2,224.50 |
|
0.618 |
2,210.45 |
|
0.500 |
2,206.11 |
|
0.382 |
2,201.77 |
|
LOW |
2,187.72 |
|
0.618 |
2,164.99 |
|
1.000 |
2,150.94 |
|
1.618 |
2,128.21 |
|
2.618 |
2,091.43 |
|
4.250 |
2,031.41 |
|
|