| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
11,280 |
11,100 |
-180 |
-1.6% |
12,143 |
| High |
11,467 |
11,230 |
-237 |
-2.1% |
12,213 |
| Low |
11,033 |
10,647 |
-386 |
-3.5% |
11,033 |
| Close |
11,330 |
10,653 |
-677 |
-6.0% |
11,330 |
| Range |
434 |
583 |
149 |
34.3% |
1,180 |
| ATR |
227 |
259 |
33 |
14.4% |
0 |
| Volume |
234 |
234 |
0 |
0.0% |
982 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,592 |
12,206 |
10,974 |
|
| R3 |
12,009 |
11,623 |
10,813 |
|
| R2 |
11,426 |
11,426 |
10,760 |
|
| R1 |
11,040 |
11,040 |
10,707 |
10,942 |
| PP |
10,843 |
10,843 |
10,843 |
10,794 |
| S1 |
10,457 |
10,457 |
10,600 |
10,359 |
| S2 |
10,260 |
10,260 |
10,546 |
|
| S3 |
9,677 |
9,874 |
10,493 |
|
| S4 |
9,094 |
9,291 |
10,332 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,065 |
14,378 |
11,979 |
|
| R3 |
13,885 |
13,198 |
11,655 |
|
| R2 |
12,705 |
12,705 |
11,546 |
|
| R1 |
12,018 |
12,018 |
11,438 |
11,772 |
| PP |
11,525 |
11,525 |
11,525 |
11,402 |
| S1 |
10,838 |
10,838 |
11,222 |
10,592 |
| S2 |
10,345 |
10,345 |
11,114 |
|
| S3 |
9,165 |
9,658 |
11,006 |
|
| S4 |
7,985 |
8,478 |
10,681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,010 |
10,647 |
1,363 |
12.8% |
416 |
3.9% |
0% |
False |
True |
222 |
| 10 |
12,526 |
10,647 |
1,879 |
17.6% |
313 |
2.9% |
0% |
False |
True |
159 |
| 20 |
12,675 |
10,647 |
2,028 |
19.0% |
240 |
2.2% |
0% |
False |
True |
116 |
| 40 |
12,675 |
10,647 |
2,028 |
19.0% |
185 |
1.7% |
0% |
False |
True |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,708 |
|
2.618 |
12,756 |
|
1.618 |
12,173 |
|
1.000 |
11,813 |
|
0.618 |
11,590 |
|
HIGH |
11,230 |
|
0.618 |
11,007 |
|
0.500 |
10,939 |
|
0.382 |
10,870 |
|
LOW |
10,647 |
|
0.618 |
10,287 |
|
1.000 |
10,064 |
|
1.618 |
9,704 |
|
2.618 |
9,121 |
|
4.250 |
8,169 |
|
|