Day Change Summary |
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Previous |
Current |
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11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
10,700 |
10,956 |
256 |
2.4% |
11,100 |
High |
11,167 |
11,214 |
47 |
0.4% |
11,230 |
Low |
10,518 |
10,835 |
317 |
3.0% |
10,370 |
Close |
11,010 |
11,176 |
166 |
1.5% |
11,176 |
Range |
649 |
379 |
-270 |
-41.6% |
860 |
ATR |
339 |
342 |
3 |
0.8% |
0 |
Volume |
134 |
186 |
52 |
38.8% |
1,440 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,212 |
12,073 |
11,385 |
|
R3 |
11,833 |
11,694 |
11,280 |
|
R2 |
11,454 |
11,454 |
11,246 |
|
R1 |
11,315 |
11,315 |
11,211 |
11,385 |
PP |
11,075 |
11,075 |
11,075 |
11,110 |
S1 |
10,936 |
10,936 |
11,141 |
11,006 |
S2 |
10,696 |
10,696 |
11,107 |
|
S3 |
10,317 |
10,557 |
11,072 |
|
S4 |
9,938 |
10,178 |
10,968 |
|
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Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,505 |
13,201 |
11,649 |
|
R3 |
12,645 |
12,341 |
11,413 |
|
R2 |
11,785 |
11,785 |
11,334 |
|
R1 |
11,481 |
11,481 |
11,255 |
11,633 |
PP |
10,925 |
10,925 |
10,925 |
11,002 |
S1 |
10,621 |
10,621 |
11,097 |
10,773 |
S2 |
10,065 |
10,065 |
11,018 |
|
S3 |
9,205 |
9,761 |
10,940 |
|
S4 |
8,345 |
8,901 |
10,703 |
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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 |
11,230 |
10,370 |
860 |
7.7% |
589 |
5.3% |
94% |
False |
False |
288 |
10 |
12,213 |
10,370 |
1,843 |
16.5% |
478 |
4.3% |
44% |
False |
False |
242 |
20 |
12,675 |
10,370 |
2,305 |
20.6% |
325 |
2.9% |
35% |
False |
False |
167 |
40 |
12,675 |
10,370 |
2,305 |
20.6% |
237 |
2.1% |
35% |
False |
False |
120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,825 |
2.618 |
12,206 |
1.618 |
11,827 |
1.000 |
11,593 |
0.618 |
11,448 |
HIGH |
11,214 |
0.618 |
11,069 |
0.500 |
11,025 |
0.382 |
10,980 |
LOW |
10,835 |
0.618 |
10,601 |
1.000 |
10,456 |
1.618 |
10,222 |
2.618 |
9,843 |
4.250 |
9,224 |
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