| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,116.75 |
2,109.75 |
-7.00 |
-0.3% |
2,030.00 |
| High |
2,146.25 |
2,163.00 |
16.75 |
0.8% |
2,163.00 |
| Low |
2,096.50 |
2,076.50 |
-20.00 |
-1.0% |
2,019.25 |
| Close |
2,106.00 |
2,159.00 |
53.00 |
2.5% |
2,159.00 |
| Range |
49.75 |
86.50 |
36.75 |
73.9% |
143.75 |
| ATR |
70.71 |
71.84 |
1.13 |
1.6% |
0.00 |
| Volume |
236 |
242 |
6 |
2.5% |
3,556 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.25 |
2,362.25 |
2,206.50 |
|
| R3 |
2,305.75 |
2,275.75 |
2,182.75 |
|
| R2 |
2,219.25 |
2,219.25 |
2,174.75 |
|
| R1 |
2,189.25 |
2,189.25 |
2,167.00 |
2,204.25 |
| PP |
2,132.75 |
2,132.75 |
2,132.75 |
2,140.50 |
| S1 |
2,102.75 |
2,102.75 |
2,151.00 |
2,117.75 |
| S2 |
2,046.25 |
2,046.25 |
2,143.25 |
|
| S3 |
1,959.75 |
2,016.25 |
2,135.25 |
|
| S4 |
1,873.25 |
1,929.75 |
2,111.50 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.00 |
2,495.75 |
2,238.00 |
|
| R3 |
2,401.25 |
2,352.00 |
2,198.50 |
|
| R2 |
2,257.50 |
2,257.50 |
2,185.25 |
|
| R1 |
2,208.25 |
2,208.25 |
2,172.25 |
2,233.00 |
| PP |
2,113.75 |
2,113.75 |
2,113.75 |
2,126.00 |
| S1 |
2,064.50 |
2,064.50 |
2,145.75 |
2,089.00 |
| S2 |
1,970.00 |
1,970.00 |
2,132.75 |
|
| S3 |
1,826.25 |
1,920.75 |
2,119.50 |
|
| S4 |
1,682.50 |
1,777.00 |
2,080.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,163.00 |
2,019.25 |
143.75 |
6.7% |
67.50 |
3.1% |
97% |
True |
False |
711 |
| 10 |
2,208.00 |
2,019.25 |
188.75 |
8.7% |
65.50 |
3.0% |
74% |
False |
False |
466 |
| 20 |
2,389.25 |
1,964.00 |
425.25 |
19.7% |
86.00 |
4.0% |
46% |
False |
False |
556 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.6% |
62.75 |
2.9% |
42% |
False |
False |
469 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.6% |
50.00 |
2.3% |
42% |
False |
False |
323 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.6% |
38.25 |
1.8% |
42% |
False |
False |
243 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.6% |
31.25 |
1.5% |
42% |
False |
False |
195 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.6% |
27.50 |
1.3% |
42% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,530.50 |
|
2.618 |
2,389.50 |
|
1.618 |
2,303.00 |
|
1.000 |
2,249.50 |
|
0.618 |
2,216.50 |
|
HIGH |
2,163.00 |
|
0.618 |
2,130.00 |
|
0.500 |
2,119.75 |
|
0.382 |
2,109.50 |
|
LOW |
2,076.50 |
|
0.618 |
2,023.00 |
|
1.000 |
1,990.00 |
|
1.618 |
1,936.50 |
|
2.618 |
1,850.00 |
|
4.250 |
1,709.00 |
|
|