| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,186.00 |
2,162.00 |
-24.00 |
-1.1% |
2,131.00 |
| High |
2,208.00 |
2,164.50 |
-43.50 |
-2.0% |
2,186.00 |
| Low |
2,152.25 |
2,048.50 |
-103.75 |
-4.8% |
1,964.00 |
| Close |
2,170.00 |
2,076.75 |
-93.25 |
-4.3% |
2,172.00 |
| Range |
55.75 |
116.00 |
60.25 |
108.1% |
222.00 |
| ATR |
70.65 |
74.28 |
3.63 |
5.1% |
0.00 |
| Volume |
234 |
268 |
34 |
14.5% |
4,080 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.50 |
2,376.75 |
2,140.50 |
|
| R3 |
2,328.50 |
2,260.75 |
2,108.75 |
|
| R2 |
2,212.50 |
2,212.50 |
2,098.00 |
|
| R1 |
2,144.75 |
2,144.75 |
2,087.50 |
2,120.50 |
| PP |
2,096.50 |
2,096.50 |
2,096.50 |
2,084.50 |
| S1 |
2,028.75 |
2,028.75 |
2,066.00 |
2,004.50 |
| S2 |
1,980.50 |
1,980.50 |
2,055.50 |
|
| S3 |
1,864.50 |
1,912.75 |
2,044.75 |
|
| S4 |
1,748.50 |
1,796.75 |
2,013.00 |
|
|
| 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 |
2,208.00 |
2,048.50 |
159.50 |
7.7% |
65.50 |
3.1% |
18% |
False |
True |
212 |
| 10 |
2,234.75 |
1,964.00 |
270.75 |
13.0% |
99.25 |
4.8% |
42% |
False |
False |
568 |
| 20 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
79.00 |
3.8% |
24% |
False |
False |
662 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
59.50 |
2.9% |
24% |
False |
False |
382 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
43.75 |
2.1% |
24% |
False |
False |
259 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
33.00 |
1.6% |
24% |
False |
False |
195 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
27.25 |
1.3% |
24% |
False |
False |
157 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
24.25 |
1.2% |
24% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,657.50 |
|
2.618 |
2,468.25 |
|
1.618 |
2,352.25 |
|
1.000 |
2,280.50 |
|
0.618 |
2,236.25 |
|
HIGH |
2,164.50 |
|
0.618 |
2,120.25 |
|
0.500 |
2,106.50 |
|
0.382 |
2,092.75 |
|
LOW |
2,048.50 |
|
0.618 |
1,976.75 |
|
1.000 |
1,932.50 |
|
1.618 |
1,860.75 |
|
2.618 |
1,744.75 |
|
4.250 |
1,555.50 |
|
|