Day Change Summary |
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Previous |
Current |
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30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
2,212.07 |
2,248.19 |
36.12 |
1.6% |
2,084.27 |
High |
2,250.10 |
2,268.07 |
17.97 |
0.8% |
2,169.41 |
Low |
2,202.45 |
2,222.48 |
20.03 |
0.9% |
2,038.14 |
Close |
2,237.69 |
2,241.01 |
3.32 |
0.1% |
2,161.97 |
Range |
47.65 |
45.59 |
-2.06 |
-4.3% |
131.27 |
ATR |
63.75 |
62.45 |
-1.30 |
-2.0% |
0.00 |
Volume |
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Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,380.62 |
2,356.41 |
2,266.08 |
|
R3 |
2,335.03 |
2,310.82 |
2,253.55 |
|
R2 |
2,289.44 |
2,289.44 |
2,249.37 |
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R1 |
2,265.23 |
2,265.23 |
2,245.19 |
2,254.54 |
PP |
2,243.85 |
2,243.85 |
2,243.85 |
2,238.51 |
S1 |
2,219.64 |
2,219.64 |
2,236.83 |
2,208.95 |
S2 |
2,198.26 |
2,198.26 |
2,232.65 |
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S3 |
2,152.67 |
2,174.05 |
2,228.47 |
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S4 |
2,107.08 |
2,128.46 |
2,215.94 |
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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 |
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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 |
2,268.07 |
2,082.04 |
186.03 |
8.3% |
53.72 |
2.4% |
85% |
True |
False |
|
10 |
2,268.07 |
2,035.30 |
232.77 |
10.4% |
56.83 |
2.5% |
88% |
True |
False |
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20 |
2,284.30 |
2,034.92 |
249.38 |
11.1% |
66.37 |
3.0% |
83% |
False |
False |
|
40 |
2,438.44 |
2,034.92 |
403.52 |
18.0% |
51.42 |
2.3% |
51% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
18.0% |
44.38 |
2.0% |
51% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
18.0% |
39.94 |
1.8% |
51% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
18.0% |
36.52 |
1.6% |
51% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.0% |
35.31 |
1.6% |
51% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,461.83 |
2.618 |
2,387.42 |
1.618 |
2,341.83 |
1.000 |
2,313.66 |
0.618 |
2,296.24 |
HIGH |
2,268.07 |
0.618 |
2,250.65 |
0.500 |
2,245.28 |
0.382 |
2,239.90 |
LOW |
2,222.48 |
0.618 |
2,194.31 |
1.000 |
2,176.89 |
1.618 |
2,148.72 |
2.618 |
2,103.13 |
4.250 |
2,028.72 |
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