| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,109.75 |
2,160.75 |
51.00 |
2.4% |
2,030.00 |
| High |
2,163.00 |
2,218.00 |
55.00 |
2.5% |
2,163.00 |
| Low |
2,076.50 |
2,160.75 |
84.25 |
4.1% |
2,019.25 |
| Close |
2,159.00 |
2,215.00 |
56.00 |
2.6% |
2,159.00 |
| Range |
86.50 |
57.25 |
-29.25 |
-33.8% |
143.75 |
| ATR |
71.84 |
70.92 |
-0.92 |
-1.3% |
0.00 |
| Volume |
242 |
150 |
-92 |
-38.0% |
3,556 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.75 |
2,349.50 |
2,246.50 |
|
| R3 |
2,312.50 |
2,292.25 |
2,230.75 |
|
| R2 |
2,255.25 |
2,255.25 |
2,225.50 |
|
| R1 |
2,235.00 |
2,235.00 |
2,220.25 |
2,245.00 |
| PP |
2,198.00 |
2,198.00 |
2,198.00 |
2,203.00 |
| S1 |
2,177.75 |
2,177.75 |
2,209.75 |
2,188.00 |
| S2 |
2,140.75 |
2,140.75 |
2,204.50 |
|
| S3 |
2,083.50 |
2,120.50 |
2,199.25 |
|
| S4 |
2,026.25 |
2,063.25 |
2,183.50 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.00 |
2,495.75 |
2,238.00 |
|
| R3 |
2,401.25 |
2,352.00 |
2,198.50 |
|
| R2 |
2,257.50 |
2,257.50 |
2,185.25 |
|
| R1 |
2,208.25 |
2,208.25 |
2,172.25 |
2,233.00 |
| PP |
2,113.75 |
2,113.75 |
2,113.75 |
2,126.00 |
| S1 |
2,064.50 |
2,064.50 |
2,145.75 |
2,089.00 |
| S2 |
1,970.00 |
1,970.00 |
2,132.75 |
|
| S3 |
1,826.25 |
1,920.75 |
2,119.50 |
|
| S4 |
1,682.50 |
1,777.00 |
2,080.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,218.00 |
2,032.50 |
185.50 |
8.4% |
66.75 |
3.0% |
98% |
True |
False |
459 |
| 10 |
2,218.00 |
2,019.25 |
198.75 |
9.0% |
68.00 |
3.1% |
98% |
True |
False |
470 |
| 20 |
2,349.75 |
1,964.00 |
385.75 |
17.4% |
85.25 |
3.8% |
65% |
False |
False |
556 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
63.25 |
2.9% |
54% |
False |
False |
467 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
51.00 |
2.3% |
54% |
False |
False |
326 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
38.75 |
1.8% |
54% |
False |
False |
245 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
32.00 |
1.4% |
54% |
False |
False |
196 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
28.00 |
1.3% |
54% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,461.25 |
|
2.618 |
2,368.00 |
|
1.618 |
2,310.75 |
|
1.000 |
2,275.25 |
|
0.618 |
2,253.50 |
|
HIGH |
2,218.00 |
|
0.618 |
2,196.25 |
|
0.500 |
2,189.50 |
|
0.382 |
2,182.50 |
|
LOW |
2,160.75 |
|
0.618 |
2,125.25 |
|
1.000 |
2,103.50 |
|
1.618 |
2,068.00 |
|
2.618 |
2,010.75 |
|
4.250 |
1,917.50 |
|
|