Day Change Summary |
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Previous |
Current |
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29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
2,188.67 |
2,212.07 |
23.40 |
1.1% |
2,084.27 |
High |
2,224.50 |
2,250.10 |
25.60 |
1.2% |
2,169.41 |
Low |
2,187.72 |
2,202.45 |
14.73 |
0.7% |
2,038.14 |
Close |
2,223.96 |
2,237.69 |
13.73 |
0.6% |
2,161.97 |
Range |
36.78 |
47.65 |
10.87 |
29.6% |
131.27 |
ATR |
64.99 |
63.75 |
-1.24 |
-1.9% |
0.00 |
Volume |
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Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,373.03 |
2,353.01 |
2,263.90 |
|
R3 |
2,325.38 |
2,305.36 |
2,250.79 |
|
R2 |
2,277.73 |
2,277.73 |
2,246.43 |
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R1 |
2,257.71 |
2,257.71 |
2,242.06 |
2,267.72 |
PP |
2,230.08 |
2,230.08 |
2,230.08 |
2,235.09 |
S1 |
2,210.06 |
2,210.06 |
2,233.32 |
2,220.07 |
S2 |
2,182.43 |
2,182.43 |
2,228.95 |
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S3 |
2,134.78 |
2,162.41 |
2,224.59 |
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S4 |
2,087.13 |
2,114.76 |
2,211.48 |
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Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,516.98 |
2,470.75 |
2,234.17 |
|
R3 |
2,385.71 |
2,339.48 |
2,198.07 |
|
R2 |
2,254.44 |
2,254.44 |
2,186.04 |
|
R1 |
2,208.21 |
2,208.21 |
2,174.00 |
2,231.33 |
PP |
2,123.17 |
2,123.17 |
2,123.17 |
2,134.73 |
S1 |
2,076.94 |
2,076.94 |
2,149.94 |
2,100.06 |
S2 |
1,991.90 |
1,991.90 |
2,137.90 |
|
S3 |
1,860.63 |
1,945.67 |
2,125.87 |
|
S4 |
1,729.36 |
1,814.40 |
2,089.77 |
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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 |
2,250.10 |
2,082.04 |
168.06 |
7.5% |
53.18 |
2.4% |
93% |
True |
False |
|
10 |
2,250.10 |
2,035.30 |
214.80 |
9.6% |
57.80 |
2.6% |
94% |
True |
False |
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20 |
2,316.73 |
2,034.92 |
281.81 |
12.6% |
67.18 |
3.0% |
72% |
False |
False |
|
40 |
2,438.44 |
2,034.92 |
403.52 |
18.0% |
50.84 |
2.3% |
50% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
18.0% |
43.96 |
2.0% |
50% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
18.0% |
39.65 |
1.8% |
50% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
18.0% |
36.38 |
1.6% |
50% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.0% |
35.19 |
1.6% |
50% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,452.61 |
2.618 |
2,374.85 |
1.618 |
2,327.20 |
1.000 |
2,297.75 |
0.618 |
2,279.55 |
HIGH |
2,250.10 |
0.618 |
2,231.90 |
0.500 |
2,226.28 |
0.382 |
2,220.65 |
LOW |
2,202.45 |
0.618 |
2,173.00 |
1.000 |
2,154.80 |
1.618 |
2,125.35 |
2.618 |
2,077.70 |
4.250 |
1,999.94 |
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