Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4,300.0 |
4,262.0 |
-38.0 |
-0.9% |
4,071.0 |
High |
4,300.0 |
4,303.0 |
3.0 |
0.1% |
4,228.0 |
Low |
4,268.0 |
4,262.0 |
-6.0 |
-0.1% |
4,067.0 |
Close |
4,268.0 |
4,303.0 |
35.0 |
0.8% |
4,207.0 |
Range |
32.0 |
41.0 |
9.0 |
28.1% |
161.0 |
ATR |
73.2 |
70.9 |
-2.3 |
-3.1% |
0.0 |
Volume |
648 |
426 |
-222 |
-34.3% |
2,510 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,412.3 |
4,398.7 |
4,325.6 |
|
R3 |
4,371.3 |
4,357.7 |
4,314.3 |
|
R2 |
4,330.3 |
4,330.3 |
4,310.5 |
|
R1 |
4,316.7 |
4,316.7 |
4,306.8 |
4,323.5 |
PP |
4,289.3 |
4,289.3 |
4,289.3 |
4,292.8 |
S1 |
4,275.7 |
4,275.7 |
4,299.2 |
4,282.5 |
S2 |
4,248.3 |
4,248.3 |
4,295.5 |
|
S3 |
4,207.3 |
4,234.7 |
4,291.7 |
|
S4 |
4,166.3 |
4,193.7 |
4,280.5 |
|
|
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 |
4,303.0 |
4,175.0 |
128.0 |
3.0% |
37.0 |
0.9% |
100% |
True |
False |
770 |
10 |
4,303.0 |
4,067.0 |
236.0 |
5.5% |
43.3 |
1.0% |
100% |
True |
False |
461 |
20 |
4,322.0 |
3,730.0 |
592.0 |
13.8% |
64.1 |
1.5% |
97% |
False |
False |
388 |
40 |
4,656.0 |
3,730.0 |
926.0 |
21.5% |
46.7 |
1.1% |
62% |
False |
False |
256 |
60 |
4,656.0 |
3,730.0 |
926.0 |
21.5% |
33.1 |
0.8% |
62% |
False |
False |
213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,477.3 |
2.618 |
4,410.3 |
1.618 |
4,369.3 |
1.000 |
4,344.0 |
0.618 |
4,328.3 |
HIGH |
4,303.0 |
0.618 |
4,287.3 |
0.500 |
4,282.5 |
0.382 |
4,277.7 |
LOW |
4,262.0 |
0.618 |
4,236.7 |
1.000 |
4,221.0 |
1.618 |
4,195.7 |
2.618 |
4,154.7 |
4.250 |
4,087.8 |
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