| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,086.50 |
2,146.00 |
59.50 |
2.9% |
2,131.00 |
| High |
2,177.75 |
2,186.00 |
8.25 |
0.4% |
2,186.00 |
| Low |
2,053.00 |
2,110.00 |
57.00 |
2.8% |
1,964.00 |
| Close |
2,152.00 |
2,172.00 |
20.00 |
0.9% |
2,172.00 |
| Range |
124.75 |
76.00 |
-48.75 |
-39.1% |
222.00 |
| ATR |
76.96 |
76.89 |
-0.07 |
-0.1% |
0.00 |
| Volume |
404 |
276 |
-128 |
-31.7% |
4,080 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.00 |
2,354.00 |
2,213.75 |
|
| R3 |
2,308.00 |
2,278.00 |
2,193.00 |
|
| R2 |
2,232.00 |
2,232.00 |
2,186.00 |
|
| R1 |
2,202.00 |
2,202.00 |
2,179.00 |
2,217.00 |
| PP |
2,156.00 |
2,156.00 |
2,156.00 |
2,163.50 |
| S1 |
2,126.00 |
2,126.00 |
2,165.00 |
2,141.00 |
| S2 |
2,080.00 |
2,080.00 |
2,158.00 |
|
| S3 |
2,004.00 |
2,050.00 |
2,151.00 |
|
| S4 |
1,928.00 |
1,974.00 |
2,130.25 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.25 |
2,694.75 |
2,294.00 |
|
| R3 |
2,551.25 |
2,472.75 |
2,233.00 |
|
| R2 |
2,329.25 |
2,329.25 |
2,212.75 |
|
| R1 |
2,250.75 |
2,250.75 |
2,192.25 |
2,290.00 |
| PP |
2,107.25 |
2,107.25 |
2,107.25 |
2,127.00 |
| S1 |
2,028.75 |
2,028.75 |
2,151.75 |
2,068.00 |
| S2 |
1,885.25 |
1,885.25 |
2,131.25 |
|
| S3 |
1,663.25 |
1,806.75 |
2,111.00 |
|
| S4 |
1,441.25 |
1,584.75 |
2,050.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,186.00 |
1,964.00 |
222.00 |
10.2% |
126.00 |
5.8% |
94% |
True |
False |
816 |
| 10 |
2,389.25 |
1,964.00 |
425.25 |
19.6% |
106.50 |
4.9% |
49% |
False |
False |
646 |
| 20 |
2,429.50 |
1,964.00 |
465.50 |
21.4% |
75.00 |
3.5% |
45% |
False |
False |
657 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.4% |
56.50 |
2.6% |
45% |
False |
False |
367 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.4% |
39.75 |
1.8% |
45% |
False |
False |
246 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.4% |
30.00 |
1.4% |
45% |
False |
False |
185 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.4% |
24.75 |
1.1% |
45% |
False |
False |
149 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.4% |
22.00 |
1.0% |
45% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,509.00 |
|
2.618 |
2,385.00 |
|
1.618 |
2,309.00 |
|
1.000 |
2,262.00 |
|
0.618 |
2,233.00 |
|
HIGH |
2,186.00 |
|
0.618 |
2,157.00 |
|
0.500 |
2,148.00 |
|
0.382 |
2,139.00 |
|
LOW |
2,110.00 |
|
0.618 |
2,063.00 |
|
1.000 |
2,034.00 |
|
1.618 |
1,987.00 |
|
2.618 |
1,911.00 |
|
4.250 |
1,787.00 |
|
|