Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,232 |
11,338 |
106 |
0.9% |
11,100 |
High |
11,362 |
11,350 |
-12 |
-0.1% |
11,230 |
Low |
11,185 |
11,200 |
15 |
0.1% |
10,370 |
Close |
11,329 |
11,312 |
-17 |
-0.2% |
11,176 |
Range |
177 |
150 |
-27 |
-15.3% |
860 |
ATR |
331 |
318 |
-13 |
-3.9% |
0 |
Volume |
98 |
134 |
36 |
36.7% |
1,440 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,737 |
11,675 |
11,395 |
|
R3 |
11,587 |
11,525 |
11,353 |
|
R2 |
11,437 |
11,437 |
11,340 |
|
R1 |
11,375 |
11,375 |
11,326 |
11,331 |
PP |
11,287 |
11,287 |
11,287 |
11,266 |
S1 |
11,225 |
11,225 |
11,298 |
11,181 |
S2 |
11,137 |
11,137 |
11,285 |
|
S3 |
10,987 |
11,075 |
11,271 |
|
S4 |
10,837 |
10,925 |
11,230 |
|
|
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 |
10,518 |
844 |
7.5% |
388 |
3.4% |
94% |
False |
False |
219 |
10 |
11,815 |
10,370 |
1,445 |
12.8% |
448 |
4.0% |
65% |
False |
False |
228 |
20 |
12,675 |
10,370 |
2,305 |
20.4% |
322 |
2.8% |
41% |
False |
False |
172 |
40 |
12,675 |
10,370 |
2,305 |
20.4% |
238 |
2.1% |
41% |
False |
False |
122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,988 |
2.618 |
11,743 |
1.618 |
11,593 |
1.000 |
11,500 |
0.618 |
11,443 |
HIGH |
11,350 |
0.618 |
11,293 |
0.500 |
11,275 |
0.382 |
11,257 |
LOW |
11,200 |
0.618 |
11,107 |
1.000 |
11,050 |
1.618 |
10,957 |
2.618 |
10,807 |
4.250 |
10,563 |
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