| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,175.75 |
2,199.50 |
23.75 |
1.1% |
2,131.00 |
| High |
2,204.75 |
2,205.00 |
0.25 |
0.0% |
2,186.00 |
| Low |
2,171.75 |
2,158.75 |
-13.00 |
-0.6% |
1,964.00 |
| Close |
2,201.00 |
2,193.50 |
-7.50 |
-0.3% |
2,172.00 |
| Range |
33.00 |
46.25 |
13.25 |
40.2% |
222.00 |
| ATR |
73.76 |
71.79 |
-1.96 |
-2.7% |
0.00 |
| Volume |
110 |
173 |
63 |
57.3% |
4,080 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.50 |
2,305.25 |
2,219.00 |
|
| R3 |
2,278.25 |
2,259.00 |
2,206.25 |
|
| R2 |
2,232.00 |
2,232.00 |
2,202.00 |
|
| R1 |
2,212.75 |
2,212.75 |
2,197.75 |
2,199.25 |
| PP |
2,185.75 |
2,185.75 |
2,185.75 |
2,179.00 |
| S1 |
2,166.50 |
2,166.50 |
2,189.25 |
2,153.00 |
| S2 |
2,139.50 |
2,139.50 |
2,185.00 |
|
| S3 |
2,093.25 |
2,120.25 |
2,180.75 |
|
| S4 |
2,047.00 |
2,074.00 |
2,168.00 |
|
|
| 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 |
2,205.00 |
2,053.00 |
152.00 |
6.9% |
76.25 |
3.5% |
92% |
True |
False |
421 |
| 10 |
2,312.75 |
1,964.00 |
348.75 |
15.9% |
100.25 |
4.6% |
66% |
False |
False |
626 |
| 20 |
2,429.50 |
1,964.00 |
465.50 |
21.2% |
74.25 |
3.4% |
49% |
False |
False |
649 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.2% |
57.00 |
2.6% |
49% |
False |
False |
373 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.2% |
41.00 |
1.9% |
49% |
False |
False |
251 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.2% |
31.00 |
1.4% |
49% |
False |
False |
188 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.2% |
25.50 |
1.2% |
49% |
False |
False |
152 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.2% |
22.75 |
1.0% |
49% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,401.50 |
|
2.618 |
2,326.00 |
|
1.618 |
2,279.75 |
|
1.000 |
2,251.25 |
|
0.618 |
2,233.50 |
|
HIGH |
2,205.00 |
|
0.618 |
2,187.25 |
|
0.500 |
2,182.00 |
|
0.382 |
2,176.50 |
|
LOW |
2,158.75 |
|
0.618 |
2,130.25 |
|
1.000 |
2,112.50 |
|
1.618 |
2,084.00 |
|
2.618 |
2,037.75 |
|
4.250 |
1,962.25 |
|
|