| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
8,815 |
8,935 |
120 |
1.4% |
9,120 |
| High |
9,100 |
9,025 |
-75 |
-0.8% |
9,195 |
| Low |
8,760 |
8,935 |
175 |
2.0% |
8,635 |
| Close |
9,050 |
9,020 |
-30 |
-0.3% |
9,020 |
| Range |
340 |
90 |
-250 |
-73.5% |
560 |
| ATR |
158 |
155 |
-3 |
-1.9% |
0 |
| Volume |
811 |
15 |
-796 |
-98.2% |
888 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,263 |
9,232 |
9,070 |
|
| R3 |
9,173 |
9,142 |
9,045 |
|
| R2 |
9,083 |
9,083 |
9,037 |
|
| R1 |
9,052 |
9,052 |
9,028 |
9,068 |
| PP |
8,993 |
8,993 |
8,993 |
9,001 |
| S1 |
8,962 |
8,962 |
9,012 |
8,978 |
| S2 |
8,903 |
8,903 |
9,004 |
|
| S3 |
8,813 |
8,872 |
8,995 |
|
| S4 |
8,723 |
8,782 |
8,971 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,630 |
10,385 |
9,328 |
|
| R3 |
10,070 |
9,825 |
9,174 |
|
| R2 |
9,510 |
9,510 |
9,123 |
|
| R1 |
9,265 |
9,265 |
9,071 |
9,108 |
| PP |
8,950 |
8,950 |
8,950 |
8,871 |
| S1 |
8,705 |
8,705 |
8,969 |
8,548 |
| S2 |
8,390 |
8,390 |
8,917 |
|
| S3 |
7,830 |
8,145 |
8,866 |
|
| S4 |
7,270 |
7,585 |
8,712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,195 |
8,635 |
560 |
6.2% |
344 |
3.8% |
69% |
False |
False |
177 |
| 10 |
9,950 |
8,635 |
1,315 |
14.6% |
217 |
2.4% |
29% |
False |
False |
91 |
| 20 |
10,120 |
8,635 |
1,485 |
16.5% |
109 |
1.2% |
26% |
False |
False |
55 |
| 40 |
10,120 |
8,635 |
1,485 |
16.5% |
56 |
0.6% |
26% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,408 |
|
2.618 |
9,261 |
|
1.618 |
9,171 |
|
1.000 |
9,115 |
|
0.618 |
9,081 |
|
HIGH |
9,025 |
|
0.618 |
8,991 |
|
0.500 |
8,980 |
|
0.382 |
8,970 |
|
LOW |
8,935 |
|
0.618 |
8,880 |
|
1.000 |
8,845 |
|
1.618 |
8,790 |
|
2.618 |
8,700 |
|
4.250 |
8,553 |
|
|