Day Change Summary |
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Previous |
Current |
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|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4,247.0 |
4,300.0 |
53.0 |
1.2% |
4,071.0 |
High |
4,272.0 |
4,300.0 |
28.0 |
0.7% |
4,228.0 |
Low |
4,245.0 |
4,268.0 |
23.0 |
0.5% |
4,067.0 |
Close |
4,272.0 |
4,268.0 |
-4.0 |
-0.1% |
4,207.0 |
Range |
27.0 |
32.0 |
5.0 |
18.5% |
161.0 |
ATR |
76.4 |
73.2 |
-3.2 |
-4.2% |
0.0 |
Volume |
623 |
648 |
25 |
4.0% |
2,510 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,374.7 |
4,353.3 |
4,285.6 |
|
R3 |
4,342.7 |
4,321.3 |
4,276.8 |
|
R2 |
4,310.7 |
4,310.7 |
4,273.9 |
|
R1 |
4,289.3 |
4,289.3 |
4,270.9 |
4,284.0 |
PP |
4,278.7 |
4,278.7 |
4,278.7 |
4,276.0 |
S1 |
4,257.3 |
4,257.3 |
4,265.1 |
4,252.0 |
S2 |
4,246.7 |
4,246.7 |
4,262.1 |
|
S3 |
4,214.7 |
4,225.3 |
4,259.2 |
|
S4 |
4,182.7 |
4,193.3 |
4,250.4 |
|
|
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 |
4,300.0 |
4,160.0 |
140.0 |
3.3% |
36.2 |
0.8% |
77% |
True |
False |
700 |
10 |
4,306.0 |
4,067.0 |
239.0 |
5.6% |
46.9 |
1.1% |
84% |
False |
False |
434 |
20 |
4,341.0 |
3,730.0 |
611.0 |
14.3% |
64.0 |
1.5% |
88% |
False |
False |
377 |
40 |
4,656.0 |
3,730.0 |
926.0 |
21.7% |
45.9 |
1.1% |
58% |
False |
False |
249 |
60 |
4,656.0 |
3,730.0 |
926.0 |
21.7% |
32.4 |
0.8% |
58% |
False |
False |
206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,436.0 |
2.618 |
4,383.8 |
1.618 |
4,351.8 |
1.000 |
4,332.0 |
0.618 |
4,319.8 |
HIGH |
4,300.0 |
0.618 |
4,287.8 |
0.500 |
4,284.0 |
0.382 |
4,280.2 |
LOW |
4,268.0 |
0.618 |
4,248.2 |
1.000 |
4,236.0 |
1.618 |
4,216.2 |
2.618 |
4,184.2 |
4.250 |
4,132.0 |
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