Day Change Summary |
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Previous |
Current |
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|
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12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
10,956 |
11,232 |
276 |
2.5% |
11,100 |
High |
11,214 |
11,362 |
148 |
1.3% |
11,230 |
Low |
10,835 |
11,185 |
350 |
3.2% |
10,370 |
Close |
11,176 |
11,329 |
153 |
1.4% |
11,176 |
Range |
379 |
177 |
-202 |
-53.3% |
860 |
ATR |
342 |
331 |
-11 |
-3.3% |
0 |
Volume |
186 |
98 |
-88 |
-47.3% |
1,440 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,823 |
11,753 |
11,426 |
|
R3 |
11,646 |
11,576 |
11,378 |
|
R2 |
11,469 |
11,469 |
11,362 |
|
R1 |
11,399 |
11,399 |
11,345 |
11,434 |
PP |
11,292 |
11,292 |
11,292 |
11,310 |
S1 |
11,222 |
11,222 |
11,313 |
11,257 |
S2 |
11,115 |
11,115 |
11,297 |
|
S3 |
10,938 |
11,045 |
11,280 |
|
S4 |
10,761 |
10,868 |
11,232 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,362 |
10,370 |
992 |
8.8% |
508 |
4.5% |
97% |
True |
False |
260 |
10 |
12,010 |
10,370 |
1,640 |
14.5% |
462 |
4.1% |
58% |
False |
False |
241 |
20 |
12,675 |
10,370 |
2,305 |
20.3% |
325 |
2.9% |
42% |
False |
False |
169 |
40 |
12,675 |
10,370 |
2,305 |
20.3% |
239 |
2.1% |
42% |
False |
False |
122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,114 |
2.618 |
11,826 |
1.618 |
11,649 |
1.000 |
11,539 |
0.618 |
11,472 |
HIGH |
11,362 |
0.618 |
11,295 |
0.500 |
11,274 |
0.382 |
11,253 |
LOW |
11,185 |
0.618 |
11,076 |
1.000 |
11,008 |
1.618 |
10,899 |
2.618 |
10,722 |
4.250 |
10,433 |
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