Day Change Summary |
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Previous |
Current |
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10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
2,110.14 |
2,108.92 |
-1.22 |
-0.1% |
2,348.59 |
High |
2,142.31 |
2,187.48 |
45.17 |
2.1% |
2,357.39 |
Low |
2,070.24 |
2,091.91 |
21.67 |
1.0% |
2,131.52 |
Close |
2,073.09 |
2,167.07 |
93.98 |
4.5% |
2,194.38 |
Range |
72.07 |
95.57 |
23.50 |
32.6% |
225.87 |
ATR |
63.17 |
66.83 |
3.66 |
5.8% |
0.00 |
Volume |
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Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,435.53 |
2,396.87 |
2,219.63 |
|
R3 |
2,339.96 |
2,301.30 |
2,193.35 |
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R2 |
2,244.39 |
2,244.39 |
2,184.59 |
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R1 |
2,205.73 |
2,205.73 |
2,175.83 |
2,225.06 |
PP |
2,148.82 |
2,148.82 |
2,148.82 |
2,158.49 |
S1 |
2,110.16 |
2,110.16 |
2,158.31 |
2,129.49 |
S2 |
2,053.25 |
2,053.25 |
2,149.55 |
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S3 |
1,957.68 |
2,014.59 |
2,140.79 |
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S4 |
1,862.11 |
1,919.02 |
2,114.51 |
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Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,905.37 |
2,775.75 |
2,318.61 |
|
R3 |
2,679.50 |
2,549.88 |
2,256.49 |
|
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 |
|
S3 |
1,776.02 |
1,872.27 |
2,132.27 |
|
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 |
2,240.68 |
2,034.92 |
205.76 |
9.5% |
101.22 |
4.7% |
64% |
False |
False |
|
10 |
2,388.24 |
2,034.92 |
353.32 |
16.3% |
78.49 |
3.6% |
37% |
False |
False |
|
20 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
55.78 |
2.6% |
33% |
False |
False |
|
40 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
44.27 |
2.0% |
33% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
37.69 |
1.7% |
33% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
34.39 |
1.6% |
33% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
32.67 |
1.5% |
33% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
33.16 |
1.5% |
33% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,593.65 |
2.618 |
2,437.68 |
1.618 |
2,342.11 |
1.000 |
2,283.05 |
0.618 |
2,246.54 |
HIGH |
2,187.48 |
0.618 |
2,150.97 |
0.500 |
2,139.70 |
0.382 |
2,128.42 |
LOW |
2,091.91 |
0.618 |
2,032.85 |
1.000 |
1,996.34 |
1.618 |
1,937.28 |
2.618 |
1,841.71 |
4.250 |
1,685.74 |
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