| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4,197.0 |
4,228.0 |
31.0 |
0.7% |
4,215.0 |
| High |
4,197.0 |
4,228.0 |
31.0 |
0.7% |
4,311.0 |
| Low |
4,160.0 |
4,190.0 |
30.0 |
0.7% |
4,097.0 |
| Close |
4,175.0 |
4,221.0 |
46.0 |
1.1% |
4,076.0 |
| Range |
37.0 |
38.0 |
1.0 |
2.7% |
214.0 |
| ATR |
81.7 |
79.6 |
-2.0 |
-2.5% |
0.0 |
| Volume |
78 |
531 |
453 |
580.8% |
970 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,327.0 |
4,312.0 |
4,241.9 |
|
| R3 |
4,289.0 |
4,274.0 |
4,231.5 |
|
| R2 |
4,251.0 |
4,251.0 |
4,228.0 |
|
| R1 |
4,236.0 |
4,236.0 |
4,224.5 |
4,224.5 |
| PP |
4,213.0 |
4,213.0 |
4,213.0 |
4,207.3 |
| S1 |
4,198.0 |
4,198.0 |
4,217.5 |
4,186.5 |
| S2 |
4,175.0 |
4,175.0 |
4,214.0 |
|
| S3 |
4,137.0 |
4,160.0 |
4,210.6 |
|
| S4 |
4,099.0 |
4,122.0 |
4,200.1 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,803.3 |
4,653.7 |
4,193.7 |
|
| R3 |
4,589.3 |
4,439.7 |
4,134.9 |
|
| R2 |
4,375.3 |
4,375.3 |
4,115.2 |
|
| R1 |
4,225.7 |
4,225.7 |
4,095.6 |
4,193.5 |
| PP |
4,161.3 |
4,161.3 |
4,161.3 |
4,145.3 |
| S1 |
4,011.7 |
4,011.7 |
4,056.4 |
3,979.5 |
| S2 |
3,947.3 |
3,947.3 |
4,036.8 |
|
| S3 |
3,733.3 |
3,797.7 |
4,017.2 |
|
| S4 |
3,519.3 |
3,583.7 |
3,958.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,228.0 |
4,067.0 |
161.0 |
3.8% |
50.6 |
1.2% |
96% |
True |
False |
212 |
| 10 |
4,311.0 |
4,067.0 |
244.0 |
5.8% |
54.1 |
1.3% |
63% |
False |
False |
187 |
| 20 |
4,503.0 |
3,730.0 |
773.0 |
18.3% |
67.3 |
1.6% |
64% |
False |
False |
273 |
| 40 |
4,656.0 |
3,730.0 |
926.0 |
21.9% |
43.2 |
1.0% |
53% |
False |
False |
178 |
| 60 |
4,656.0 |
3,730.0 |
926.0 |
21.9% |
30.7 |
0.7% |
53% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,389.5 |
|
2.618 |
4,327.5 |
|
1.618 |
4,289.5 |
|
1.000 |
4,266.0 |
|
0.618 |
4,251.5 |
|
HIGH |
4,228.0 |
|
0.618 |
4,213.5 |
|
0.500 |
4,209.0 |
|
0.382 |
4,204.5 |
|
LOW |
4,190.0 |
|
0.618 |
4,166.5 |
|
1.000 |
4,152.0 |
|
1.618 |
4,128.5 |
|
2.618 |
4,090.5 |
|
4.250 |
4,028.5 |
|
|