| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,175.00 |
1,145.50 |
-29.50 |
-2.5% |
1,102.25 |
| High |
1,176.50 |
1,167.75 |
-8.75 |
-0.7% |
1,176.50 |
| Low |
1,143.00 |
1,123.50 |
-19.50 |
-1.7% |
1,102.00 |
| Close |
1,146.25 |
1,164.75 |
18.50 |
1.6% |
1,164.75 |
| Range |
33.50 |
44.25 |
10.75 |
32.1% |
74.50 |
| ATR |
36.56 |
37.11 |
0.55 |
1.5% |
0.00 |
| Volume |
56 |
32 |
-24 |
-42.9% |
1,137 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.75 |
1,269.00 |
1,189.00 |
|
| R3 |
1,240.50 |
1,224.75 |
1,177.00 |
|
| R2 |
1,196.25 |
1,196.25 |
1,172.75 |
|
| R1 |
1,180.50 |
1,180.50 |
1,168.75 |
1,188.50 |
| PP |
1,152.00 |
1,152.00 |
1,152.00 |
1,156.00 |
| S1 |
1,136.25 |
1,136.25 |
1,160.75 |
1,144.00 |
| S2 |
1,107.75 |
1,107.75 |
1,156.75 |
|
| S3 |
1,063.50 |
1,092.00 |
1,152.50 |
|
| S4 |
1,019.25 |
1,047.75 |
1,140.50 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.25 |
1,342.50 |
1,205.75 |
|
| R3 |
1,296.75 |
1,268.00 |
1,185.25 |
|
| R2 |
1,222.25 |
1,222.25 |
1,178.50 |
|
| R1 |
1,193.50 |
1,193.50 |
1,171.50 |
1,208.00 |
| PP |
1,147.75 |
1,147.75 |
1,147.75 |
1,155.00 |
| S1 |
1,119.00 |
1,119.00 |
1,158.00 |
1,133.50 |
| S2 |
1,073.25 |
1,073.25 |
1,151.00 |
|
| S3 |
998.75 |
1,044.50 |
1,144.25 |
|
| S4 |
924.25 |
970.00 |
1,123.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,176.50 |
1,102.00 |
74.50 |
6.4% |
36.25 |
3.1% |
84% |
False |
False |
227 |
| 10 |
1,194.00 |
1,102.00 |
92.00 |
7.9% |
30.75 |
2.6% |
68% |
False |
False |
175 |
| 20 |
1,297.75 |
1,067.00 |
230.75 |
19.8% |
44.00 |
3.8% |
42% |
False |
False |
129 |
| 40 |
1,342.75 |
1,067.00 |
275.75 |
23.7% |
31.00 |
2.7% |
35% |
False |
False |
75 |
| 60 |
1,342.75 |
1,067.00 |
275.75 |
23.7% |
23.75 |
2.0% |
35% |
False |
False |
52 |
| 80 |
1,342.75 |
1,067.00 |
275.75 |
23.7% |
18.75 |
1.6% |
35% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,355.75 |
|
2.618 |
1,283.50 |
|
1.618 |
1,239.25 |
|
1.000 |
1,212.00 |
|
0.618 |
1,195.00 |
|
HIGH |
1,167.75 |
|
0.618 |
1,150.75 |
|
0.500 |
1,145.50 |
|
0.382 |
1,140.50 |
|
LOW |
1,123.50 |
|
0.618 |
1,096.25 |
|
1.000 |
1,079.25 |
|
1.618 |
1,052.00 |
|
2.618 |
1,007.75 |
|
4.250 |
935.50 |
|
|