Day Change Summary |
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Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4,071.0 |
4,079.0 |
8.0 |
0.2% |
4,215.0 |
High |
4,150.0 |
4,150.0 |
0.0 |
0.0% |
4,311.0 |
Low |
4,067.0 |
4,079.0 |
12.0 |
0.3% |
4,097.0 |
Close |
4,083.0 |
4,175.0 |
92.0 |
2.3% |
4,076.0 |
Range |
83.0 |
71.0 |
-12.0 |
-14.5% |
214.0 |
ATR |
86.2 |
85.1 |
-1.1 |
-1.3% |
0.0 |
Volume |
104 |
173 |
69 |
66.3% |
970 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,347.7 |
4,332.3 |
4,214.1 |
|
R3 |
4,276.7 |
4,261.3 |
4,194.5 |
|
R2 |
4,205.7 |
4,205.7 |
4,188.0 |
|
R1 |
4,190.3 |
4,190.3 |
4,181.5 |
4,198.0 |
PP |
4,134.7 |
4,134.7 |
4,134.7 |
4,138.5 |
S1 |
4,119.3 |
4,119.3 |
4,168.5 |
4,127.0 |
S2 |
4,063.7 |
4,063.7 |
4,162.0 |
|
S3 |
3,992.7 |
4,048.3 |
4,155.5 |
|
S4 |
3,921.7 |
3,977.3 |
4,136.0 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,803.3 |
4,653.7 |
4,193.7 |
|
R3 |
4,589.3 |
4,439.7 |
4,134.9 |
|
R2 |
4,375.3 |
4,375.3 |
4,115.2 |
|
R1 |
4,225.7 |
4,225.7 |
4,095.6 |
4,193.5 |
PP |
4,161.3 |
4,161.3 |
4,161.3 |
4,145.3 |
S1 |
4,011.7 |
4,011.7 |
4,056.4 |
3,979.5 |
S2 |
3,947.3 |
3,947.3 |
4,036.8 |
|
S3 |
3,733.3 |
3,797.7 |
4,017.2 |
|
S4 |
3,519.3 |
3,583.7 |
3,958.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,306.0 |
4,067.0 |
239.0 |
5.7% |
57.6 |
1.4% |
45% |
False |
False |
169 |
10 |
4,311.0 |
4,043.0 |
268.0 |
6.4% |
57.6 |
1.4% |
49% |
False |
False |
160 |
20 |
4,552.0 |
3,730.0 |
822.0 |
19.7% |
66.2 |
1.6% |
54% |
False |
False |
252 |
40 |
4,656.0 |
3,730.0 |
926.0 |
22.2% |
42.4 |
1.0% |
48% |
False |
False |
182 |
60 |
4,716.0 |
3,730.0 |
986.0 |
23.6% |
29.4 |
0.7% |
45% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,451.8 |
2.618 |
4,335.9 |
1.618 |
4,264.9 |
1.000 |
4,221.0 |
0.618 |
4,193.9 |
HIGH |
4,150.0 |
0.618 |
4,122.9 |
0.500 |
4,114.5 |
0.382 |
4,106.1 |
LOW |
4,079.0 |
0.618 |
4,035.1 |
1.000 |
4,008.0 |
1.618 |
3,964.1 |
2.618 |
3,893.1 |
4.250 |
3,777.3 |
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