| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,199.50 |
2,186.00 |
-13.50 |
-0.6% |
2,131.00 |
| High |
2,205.00 |
2,208.00 |
3.00 |
0.1% |
2,186.00 |
| Low |
2,158.75 |
2,152.25 |
-6.50 |
-0.3% |
1,964.00 |
| Close |
2,193.50 |
2,170.00 |
-23.50 |
-1.1% |
2,172.00 |
| Range |
46.25 |
55.75 |
9.50 |
20.5% |
222.00 |
| ATR |
71.79 |
70.65 |
-1.15 |
-1.6% |
0.00 |
| Volume |
173 |
234 |
61 |
35.3% |
4,080 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.00 |
2,312.75 |
2,200.75 |
|
| R3 |
2,288.25 |
2,257.00 |
2,185.25 |
|
| R2 |
2,232.50 |
2,232.50 |
2,180.25 |
|
| R1 |
2,201.25 |
2,201.25 |
2,175.00 |
2,189.00 |
| PP |
2,176.75 |
2,176.75 |
2,176.75 |
2,170.50 |
| S1 |
2,145.50 |
2,145.50 |
2,165.00 |
2,133.25 |
| S2 |
2,121.00 |
2,121.00 |
2,159.75 |
|
| S3 |
2,065.25 |
2,089.75 |
2,154.75 |
|
| S4 |
2,009.50 |
2,034.00 |
2,139.25 |
|
|
| 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 |
2,208.00 |
2,053.00 |
155.00 |
7.1% |
67.25 |
3.1% |
75% |
True |
False |
239 |
| 10 |
2,312.75 |
1,964.00 |
348.75 |
16.1% |
99.75 |
4.6% |
59% |
False |
False |
608 |
| 20 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
75.50 |
3.5% |
44% |
False |
False |
656 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
57.00 |
2.6% |
44% |
False |
False |
377 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
41.75 |
1.9% |
44% |
False |
False |
254 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
31.75 |
1.5% |
44% |
False |
False |
191 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
26.25 |
1.2% |
44% |
False |
False |
154 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
23.25 |
1.1% |
44% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.00 |
|
2.618 |
2,354.00 |
|
1.618 |
2,298.25 |
|
1.000 |
2,263.75 |
|
0.618 |
2,242.50 |
|
HIGH |
2,208.00 |
|
0.618 |
2,186.75 |
|
0.500 |
2,180.00 |
|
0.382 |
2,173.50 |
|
LOW |
2,152.25 |
|
0.618 |
2,117.75 |
|
1.000 |
2,096.50 |
|
1.618 |
2,062.00 |
|
2.618 |
2,006.25 |
|
4.250 |
1,915.25 |
|
|