Day Change Summary |
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Previous |
Current |
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17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
2,193.30 |
2,116.79 |
-76.51 |
-3.5% |
2,127.87 |
High |
2,214.26 |
2,118.61 |
-95.65 |
-4.3% |
2,195.25 |
Low |
2,158.95 |
2,055.18 |
-103.77 |
-4.8% |
2,034.92 |
Close |
2,181.62 |
2,073.03 |
-108.59 |
-5.0% |
2,182.05 |
Range |
55.31 |
63.43 |
8.12 |
14.7% |
160.33 |
ATR |
61.25 |
65.91 |
4.66 |
7.6% |
0.00 |
Volume |
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Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,272.56 |
2,236.23 |
2,107.92 |
|
R3 |
2,209.13 |
2,172.80 |
2,090.47 |
|
R2 |
2,145.70 |
2,145.70 |
2,084.66 |
|
R1 |
2,109.37 |
2,109.37 |
2,078.84 |
2,095.82 |
PP |
2,082.27 |
2,082.27 |
2,082.27 |
2,075.50 |
S1 |
2,045.94 |
2,045.94 |
2,067.22 |
2,032.39 |
S2 |
2,018.84 |
2,018.84 |
2,061.40 |
|
S3 |
1,955.41 |
1,982.51 |
2,055.59 |
|
S4 |
1,891.98 |
1,919.08 |
2,038.14 |
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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 |
2,214.26 |
2,055.18 |
159.08 |
7.7% |
47.85 |
2.3% |
11% |
False |
True |
|
10 |
2,240.68 |
2,034.92 |
205.76 |
9.9% |
74.54 |
3.6% |
19% |
False |
False |
|
20 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
60.08 |
2.9% |
9% |
False |
False |
|
40 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
46.14 |
2.2% |
9% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
39.88 |
1.9% |
9% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
36.40 |
1.8% |
9% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
33.71 |
1.6% |
9% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
19.5% |
33.69 |
1.6% |
9% |
False |
False |
|
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Fibonacci Retracements and Extensions |
4.250 |
2,388.19 |
2.618 |
2,284.67 |
1.618 |
2,221.24 |
1.000 |
2,182.04 |
0.618 |
2,157.81 |
HIGH |
2,118.61 |
0.618 |
2,094.38 |
0.500 |
2,086.90 |
0.382 |
2,079.41 |
LOW |
2,055.18 |
0.618 |
2,015.98 |
1.000 |
1,991.75 |
1.618 |
1,952.55 |
2.618 |
1,889.12 |
4.250 |
1,785.60 |
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