Day Change Summary |
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Previous |
Current |
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12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
2,176.54 |
2,189.49 |
12.95 |
0.6% |
2,127.87 |
High |
2,195.25 |
2,214.12 |
18.87 |
0.9% |
2,195.25 |
Low |
2,154.86 |
2,180.86 |
26.00 |
1.2% |
2,034.92 |
Close |
2,182.05 |
2,214.12 |
32.07 |
1.5% |
2,182.05 |
Range |
40.39 |
33.26 |
-7.13 |
-17.7% |
160.33 |
ATR |
64.94 |
62.68 |
-2.26 |
-3.5% |
0.00 |
Volume |
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Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,302.81 |
2,291.73 |
2,232.41 |
|
R3 |
2,269.55 |
2,258.47 |
2,223.27 |
|
R2 |
2,236.29 |
2,236.29 |
2,220.22 |
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R1 |
2,225.21 |
2,225.21 |
2,217.17 |
2,230.75 |
PP |
2,203.03 |
2,203.03 |
2,203.03 |
2,205.81 |
S1 |
2,191.95 |
2,191.95 |
2,211.07 |
2,197.49 |
S2 |
2,169.77 |
2,169.77 |
2,208.02 |
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S3 |
2,136.51 |
2,158.69 |
2,204.97 |
|
S4 |
2,103.25 |
2,125.43 |
2,195.83 |
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Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,618.40 |
2,560.55 |
2,270.23 |
|
R3 |
2,458.07 |
2,400.22 |
2,226.14 |
|
R2 |
2,297.74 |
2,297.74 |
2,211.44 |
|
R1 |
2,239.89 |
2,239.89 |
2,196.75 |
2,268.82 |
PP |
2,137.41 |
2,137.41 |
2,137.41 |
2,151.87 |
S1 |
2,079.56 |
2,079.56 |
2,167.35 |
2,108.49 |
S2 |
1,977.08 |
1,977.08 |
2,152.66 |
|
S3 |
1,816.75 |
1,919.23 |
2,137.96 |
|
S4 |
1,656.42 |
1,758.90 |
2,093.87 |
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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 |
2,214.12 |
2,034.92 |
179.20 |
8.1% |
73.62 |
3.3% |
100% |
True |
False |
|
10 |
2,352.48 |
2,034.92 |
317.56 |
14.3% |
78.00 |
3.5% |
56% |
False |
False |
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20 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
56.80 |
2.6% |
44% |
False |
False |
|
40 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
44.33 |
2.0% |
44% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
38.12 |
1.7% |
44% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
34.85 |
1.6% |
44% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
32.86 |
1.5% |
44% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
33.01 |
1.5% |
44% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,355.48 |
2.618 |
2,301.19 |
1.618 |
2,267.93 |
1.000 |
2,247.38 |
0.618 |
2,234.67 |
HIGH |
2,214.12 |
0.618 |
2,201.41 |
0.500 |
2,197.49 |
0.382 |
2,193.57 |
LOW |
2,180.86 |
0.618 |
2,160.31 |
1.000 |
2,147.60 |
1.618 |
2,127.05 |
2.618 |
2,093.79 |
4.250 |
2,039.51 |
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