Day Change Summary |
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Previous |
Current |
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10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,115 |
10,700 |
-415 |
-3.7% |
12,143 |
High |
11,182 |
11,167 |
-15 |
-0.1% |
12,213 |
Low |
10,600 |
10,518 |
-82 |
-0.8% |
11,033 |
Close |
10,650 |
11,010 |
360 |
3.4% |
11,330 |
Range |
582 |
649 |
67 |
11.5% |
1,180 |
ATR |
315 |
339 |
24 |
7.6% |
0 |
Volume |
543 |
134 |
-409 |
-75.3% |
982 |
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Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,845 |
12,577 |
11,367 |
|
R3 |
12,196 |
11,928 |
11,189 |
|
R2 |
11,547 |
11,547 |
11,129 |
|
R1 |
11,279 |
11,279 |
11,070 |
11,413 |
PP |
10,898 |
10,898 |
10,898 |
10,966 |
S1 |
10,630 |
10,630 |
10,951 |
10,764 |
S2 |
10,249 |
10,249 |
10,891 |
|
S3 |
9,600 |
9,981 |
10,832 |
|
S4 |
8,951 |
9,332 |
10,653 |
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Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,065 |
14,378 |
11,979 |
|
R3 |
13,885 |
13,198 |
11,655 |
|
R2 |
12,705 |
12,705 |
11,546 |
|
R1 |
12,018 |
12,018 |
11,438 |
11,772 |
PP |
11,525 |
11,525 |
11,525 |
11,402 |
S1 |
10,838 |
10,838 |
11,222 |
10,592 |
S2 |
10,345 |
10,345 |
11,114 |
|
S3 |
9,165 |
9,658 |
11,006 |
|
S4 |
7,985 |
8,478 |
10,681 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,467 |
10,370 |
1,097 |
10.0% |
600 |
5.4% |
58% |
False |
False |
297 |
10 |
12,213 |
10,370 |
1,843 |
16.7% |
457 |
4.1% |
35% |
False |
False |
228 |
20 |
12,675 |
10,370 |
2,305 |
20.9% |
312 |
2.8% |
28% |
False |
False |
159 |
40 |
12,675 |
10,370 |
2,305 |
20.9% |
231 |
2.1% |
28% |
False |
False |
129 |
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Fibonacci Retracements and Extensions |
4.250 |
13,925 |
2.618 |
12,866 |
1.618 |
12,217 |
1.000 |
11,816 |
0.618 |
11,568 |
HIGH |
11,167 |
0.618 |
10,919 |
0.500 |
10,843 |
0.382 |
10,766 |
LOW |
10,518 |
0.618 |
10,117 |
1.000 |
9,869 |
1.618 |
9,468 |
2.618 |
8,819 |
4.250 |
7,760 |
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