Day Change Summary |
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Previous |
Current |
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05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
2,227.49 |
2,127.87 |
-99.62 |
-4.5% |
2,348.59 |
High |
2,240.68 |
2,162.78 |
-77.90 |
-3.5% |
2,357.39 |
Low |
2,131.52 |
2,060.29 |
-71.23 |
-3.3% |
2,131.52 |
Close |
2,194.38 |
2,060.29 |
-134.09 |
-6.1% |
2,194.38 |
Range |
109.16 |
102.49 |
-6.67 |
-6.1% |
225.87 |
ATR |
50.00 |
56.01 |
6.01 |
12.0% |
0.00 |
Volume |
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Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,401.92 |
2,333.60 |
2,116.66 |
|
R3 |
2,299.43 |
2,231.11 |
2,088.47 |
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R2 |
2,196.94 |
2,196.94 |
2,079.08 |
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R1 |
2,128.62 |
2,128.62 |
2,069.68 |
2,111.54 |
PP |
2,094.45 |
2,094.45 |
2,094.45 |
2,085.91 |
S1 |
2,026.13 |
2,026.13 |
2,050.90 |
2,009.05 |
S2 |
1,991.96 |
1,991.96 |
2,041.50 |
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S3 |
1,889.47 |
1,923.64 |
2,032.11 |
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S4 |
1,786.98 |
1,821.15 |
2,003.92 |
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Weekly Pivots for week ending 05-Aug-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,905.37 |
2,775.75 |
2,318.61 |
|
R3 |
2,679.50 |
2,549.88 |
2,256.49 |
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R2 |
2,453.63 |
2,453.63 |
2,235.79 |
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R1 |
2,324.01 |
2,324.01 |
2,215.08 |
2,275.89 |
PP |
2,227.76 |
2,227.76 |
2,227.76 |
2,203.70 |
S1 |
2,098.14 |
2,098.14 |
2,173.68 |
2,050.02 |
S2 |
2,001.89 |
2,001.89 |
2,152.97 |
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S3 |
1,776.02 |
1,872.27 |
2,132.27 |
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S4 |
1,550.15 |
1,646.40 |
2,070.15 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,352.48 |
2,060.29 |
292.19 |
14.2% |
82.37 |
4.0% |
0% |
False |
True |
|
10 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
60.59 |
2.9% |
0% |
False |
True |
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20 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
46.45 |
2.3% |
0% |
False |
True |
|
40 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
38.79 |
1.9% |
0% |
False |
True |
|
60 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
34.33 |
1.7% |
0% |
False |
True |
|
80 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
31.77 |
1.5% |
0% |
False |
True |
|
100 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
30.53 |
1.5% |
0% |
False |
True |
|
120 |
2,438.44 |
2,060.29 |
378.15 |
18.4% |
31.13 |
1.5% |
0% |
False |
True |
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Fibonacci Retracements and Extensions |
4.250 |
2,598.36 |
2.618 |
2,431.10 |
1.618 |
2,328.61 |
1.000 |
2,265.27 |
0.618 |
2,226.12 |
HIGH |
2,162.78 |
0.618 |
2,123.63 |
0.500 |
2,111.54 |
0.382 |
2,099.44 |
LOW |
2,060.29 |
0.618 |
1,996.95 |
1.000 |
1,957.80 |
1.618 |
1,894.46 |
2.618 |
1,791.97 |
4.250 |
1,624.71 |
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