| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,146.00 |
2,175.75 |
29.75 |
1.4% |
2,131.00 |
| High |
2,186.00 |
2,204.75 |
18.75 |
0.9% |
2,186.00 |
| Low |
2,110.00 |
2,171.75 |
61.75 |
2.9% |
1,964.00 |
| Close |
2,172.00 |
2,201.00 |
29.00 |
1.3% |
2,172.00 |
| Range |
76.00 |
33.00 |
-43.00 |
-56.6% |
222.00 |
| ATR |
76.89 |
73.76 |
-3.14 |
-4.1% |
0.00 |
| Volume |
276 |
110 |
-166 |
-60.1% |
4,080 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.50 |
2,279.25 |
2,219.25 |
|
| R3 |
2,258.50 |
2,246.25 |
2,210.00 |
|
| R2 |
2,225.50 |
2,225.50 |
2,207.00 |
|
| R1 |
2,213.25 |
2,213.25 |
2,204.00 |
2,219.50 |
| PP |
2,192.50 |
2,192.50 |
2,192.50 |
2,195.50 |
| S1 |
2,180.25 |
2,180.25 |
2,198.00 |
2,186.50 |
| S2 |
2,159.50 |
2,159.50 |
2,195.00 |
|
| S3 |
2,126.50 |
2,147.25 |
2,192.00 |
|
| S4 |
2,093.50 |
2,114.25 |
2,182.75 |
|
|
| 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 |
2,204.75 |
1,964.00 |
240.75 |
10.9% |
105.25 |
4.8% |
98% |
True |
False |
625 |
| 10 |
2,349.75 |
1,964.00 |
385.75 |
17.5% |
102.50 |
4.7% |
61% |
False |
False |
643 |
| 20 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
75.00 |
3.4% |
51% |
False |
False |
658 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
56.50 |
2.6% |
51% |
False |
False |
369 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
40.25 |
1.8% |
51% |
False |
False |
248 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
30.25 |
1.4% |
51% |
False |
False |
186 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
25.25 |
1.1% |
51% |
False |
False |
150 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
22.25 |
1.0% |
51% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,345.00 |
|
2.618 |
2,291.25 |
|
1.618 |
2,258.25 |
|
1.000 |
2,237.75 |
|
0.618 |
2,225.25 |
|
HIGH |
2,204.75 |
|
0.618 |
2,192.25 |
|
0.500 |
2,188.25 |
|
0.382 |
2,184.25 |
|
LOW |
2,171.75 |
|
0.618 |
2,151.25 |
|
1.000 |
2,138.75 |
|
1.618 |
2,118.25 |
|
2.618 |
2,085.25 |
|
4.250 |
2,031.50 |
|
|