Day Change Summary |
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Previous |
Current |
|
|
|
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25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4,228.0 |
4,175.0 |
-53.0 |
-1.3% |
4,071.0 |
High |
4,228.0 |
4,222.0 |
-6.0 |
-0.1% |
4,228.0 |
Low |
4,190.0 |
4,175.0 |
-15.0 |
-0.4% |
4,067.0 |
Close |
4,221.0 |
4,207.0 |
-14.0 |
-0.3% |
4,207.0 |
Range |
38.0 |
47.0 |
9.0 |
23.7% |
161.0 |
ATR |
79.6 |
77.3 |
-2.3 |
-2.9% |
0.0 |
Volume |
531 |
1,624 |
1,093 |
205.8% |
2,510 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,342.3 |
4,321.7 |
4,232.9 |
|
R3 |
4,295.3 |
4,274.7 |
4,219.9 |
|
R2 |
4,248.3 |
4,248.3 |
4,215.6 |
|
R1 |
4,227.7 |
4,227.7 |
4,211.3 |
4,238.0 |
PP |
4,201.3 |
4,201.3 |
4,201.3 |
4,206.5 |
S1 |
4,180.7 |
4,180.7 |
4,202.7 |
4,191.0 |
S2 |
4,154.3 |
4,154.3 |
4,198.4 |
|
S3 |
4,107.3 |
4,133.7 |
4,194.1 |
|
S4 |
4,060.3 |
4,086.7 |
4,181.2 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,650.3 |
4,589.7 |
4,295.6 |
|
R3 |
4,489.3 |
4,428.7 |
4,251.3 |
|
R2 |
4,328.3 |
4,328.3 |
4,236.5 |
|
R1 |
4,267.7 |
4,267.7 |
4,221.8 |
4,298.0 |
PP |
4,167.3 |
4,167.3 |
4,167.3 |
4,182.5 |
S1 |
4,106.7 |
4,106.7 |
4,192.2 |
4,137.0 |
S2 |
4,006.3 |
4,006.3 |
4,177.5 |
|
S3 |
3,845.3 |
3,945.7 |
4,162.7 |
|
S4 |
3,684.3 |
3,784.7 |
4,118.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,228.0 |
4,067.0 |
161.0 |
3.8% |
55.2 |
1.3% |
87% |
False |
False |
502 |
10 |
4,311.0 |
4,067.0 |
244.0 |
5.8% |
54.1 |
1.3% |
57% |
False |
False |
348 |
20 |
4,503.0 |
3,730.0 |
773.0 |
18.4% |
66.5 |
1.6% |
62% |
False |
False |
328 |
40 |
4,656.0 |
3,730.0 |
926.0 |
22.0% |
44.4 |
1.1% |
52% |
False |
False |
217 |
60 |
4,656.0 |
3,730.0 |
926.0 |
22.0% |
31.4 |
0.7% |
52% |
False |
False |
185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,421.8 |
2.618 |
4,345.0 |
1.618 |
4,298.0 |
1.000 |
4,269.0 |
0.618 |
4,251.0 |
HIGH |
4,222.0 |
0.618 |
4,204.0 |
0.500 |
4,198.5 |
0.382 |
4,193.0 |
LOW |
4,175.0 |
0.618 |
4,146.0 |
1.000 |
4,128.0 |
1.618 |
4,099.0 |
2.618 |
4,052.0 |
4.250 |
3,975.3 |
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