| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
9,135 |
8,815 |
-320 |
-3.5% |
9,950 |
| High |
9,135 |
9,100 |
-35 |
-0.4% |
9,950 |
| Low |
8,745 |
8,760 |
15 |
0.2% |
9,100 |
| Close |
8,785 |
9,050 |
265 |
3.0% |
9,310 |
| Range |
390 |
340 |
-50 |
-12.8% |
850 |
| ATR |
144 |
158 |
14 |
9.8% |
0 |
| Volume |
26 |
811 |
785 |
3,019.2% |
30 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,990 |
9,860 |
9,237 |
|
| R3 |
9,650 |
9,520 |
9,144 |
|
| R2 |
9,310 |
9,310 |
9,112 |
|
| R1 |
9,180 |
9,180 |
9,081 |
9,245 |
| PP |
8,970 |
8,970 |
8,970 |
9,003 |
| S1 |
8,840 |
8,840 |
9,019 |
8,905 |
| S2 |
8,630 |
8,630 |
8,988 |
|
| S3 |
8,290 |
8,500 |
8,957 |
|
| S4 |
7,950 |
8,160 |
8,863 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,003 |
11,507 |
9,778 |
|
| R3 |
11,153 |
10,657 |
9,544 |
|
| R2 |
10,303 |
10,303 |
9,466 |
|
| R1 |
9,807 |
9,807 |
9,388 |
9,630 |
| PP |
9,453 |
9,453 |
9,453 |
9,365 |
| S1 |
8,957 |
8,957 |
9,232 |
8,780 |
| S2 |
8,603 |
8,603 |
9,154 |
|
| S3 |
7,753 |
8,107 |
9,076 |
|
| S4 |
6,903 |
7,257 |
8,843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,265 |
8,635 |
630 |
7.0% |
359 |
4.0% |
66% |
False |
False |
176 |
| 10 |
9,950 |
8,635 |
1,315 |
14.5% |
209 |
2.3% |
32% |
False |
False |
91 |
| 20 |
10,120 |
8,635 |
1,485 |
16.4% |
105 |
1.2% |
28% |
False |
False |
55 |
| 40 |
10,120 |
8,635 |
1,485 |
16.4% |
53 |
0.6% |
28% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,545 |
|
2.618 |
9,990 |
|
1.618 |
9,650 |
|
1.000 |
9,440 |
|
0.618 |
9,310 |
|
HIGH |
9,100 |
|
0.618 |
8,970 |
|
0.500 |
8,930 |
|
0.382 |
8,890 |
|
LOW |
8,760 |
|
0.618 |
8,550 |
|
1.000 |
8,420 |
|
1.618 |
8,210 |
|
2.618 |
7,870 |
|
4.250 |
7,315 |
|
|