| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
8,935 |
9,110 |
175 |
2.0% |
9,120 |
| High |
9,025 |
9,110 |
85 |
0.9% |
9,195 |
| Low |
8,935 |
8,965 |
30 |
0.3% |
8,635 |
| Close |
9,115 |
9,040 |
-75 |
-0.8% |
9,020 |
| Range |
90 |
145 |
55 |
61.1% |
560 |
| ATR |
150 |
150 |
0 |
0.0% |
0 |
| Volume |
15 |
15 |
0 |
0.0% |
888 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,473 |
9,402 |
9,120 |
|
| R3 |
9,328 |
9,257 |
9,080 |
|
| R2 |
9,183 |
9,183 |
9,067 |
|
| R1 |
9,112 |
9,112 |
9,053 |
9,075 |
| PP |
9,038 |
9,038 |
9,038 |
9,020 |
| S1 |
8,967 |
8,967 |
9,027 |
8,930 |
| S2 |
8,893 |
8,893 |
9,014 |
|
| S3 |
8,748 |
8,822 |
9,000 |
|
| S4 |
8,603 |
8,677 |
8,960 |
|
|
| 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 |
9,135 |
8,745 |
390 |
4.3% |
211 |
2.3% |
76% |
False |
False |
176 |
| 10 |
9,705 |
8,635 |
1,070 |
11.8% |
238 |
2.6% |
38% |
False |
False |
93 |
| 20 |
10,120 |
8,635 |
1,485 |
16.4% |
121 |
1.3% |
27% |
False |
False |
57 |
| 40 |
10,120 |
8,635 |
1,485 |
16.4% |
61 |
0.7% |
27% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,726 |
|
2.618 |
9,490 |
|
1.618 |
9,345 |
|
1.000 |
9,255 |
|
0.618 |
9,200 |
|
HIGH |
9,110 |
|
0.618 |
9,055 |
|
0.500 |
9,038 |
|
0.382 |
9,021 |
|
LOW |
8,965 |
|
0.618 |
8,876 |
|
1.000 |
8,820 |
|
1.618 |
8,731 |
|
2.618 |
8,586 |
|
4.250 |
8,349 |
|
|