Day Change Summary |
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Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,434 |
11,424 |
-10 |
-0.1% |
10,682 |
High |
11,517 |
11,625 |
108 |
0.9% |
11,303 |
Low |
11,362 |
11,407 |
45 |
0.4% |
10,651 |
Close |
11,420 |
11,531 |
111 |
1.0% |
11,208 |
Range |
155 |
218 |
63 |
40.6% |
652 |
ATR |
302 |
296 |
-6 |
-2.0% |
0 |
Volume |
717 |
534 |
-183 |
-25.5% |
1,820 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,175 |
12,071 |
11,651 |
|
R3 |
11,957 |
11,853 |
11,591 |
|
R2 |
11,739 |
11,739 |
11,571 |
|
R1 |
11,635 |
11,635 |
11,551 |
11,687 |
PP |
11,521 |
11,521 |
11,521 |
11,547 |
S1 |
11,417 |
11,417 |
11,511 |
11,469 |
S2 |
11,303 |
11,303 |
11,491 |
|
S3 |
11,085 |
11,199 |
11,471 |
|
S4 |
10,867 |
10,981 |
11,411 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,010 |
12,761 |
11,567 |
|
R3 |
12,358 |
12,109 |
11,387 |
|
R2 |
11,706 |
11,706 |
11,328 |
|
R1 |
11,457 |
11,457 |
11,268 |
11,582 |
PP |
11,054 |
11,054 |
11,054 |
11,116 |
S1 |
10,805 |
10,805 |
11,148 |
10,930 |
S2 |
10,402 |
10,402 |
11,089 |
|
S3 |
9,750 |
10,153 |
11,029 |
|
S4 |
9,098 |
9,501 |
10,850 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,625 |
10,840 |
785 |
6.8% |
258 |
2.2% |
88% |
True |
False |
350 |
10 |
11,625 |
10,651 |
974 |
8.4% |
296 |
2.6% |
90% |
True |
False |
367 |
20 |
11,815 |
10,370 |
1,445 |
12.5% |
371 |
3.2% |
80% |
False |
False |
294 |
40 |
12,675 |
10,370 |
2,305 |
20.0% |
278 |
2.4% |
50% |
False |
False |
194 |
60 |
12,675 |
10,370 |
2,305 |
20.0% |
222 |
1.9% |
50% |
False |
False |
158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,552 |
2.618 |
12,196 |
1.618 |
11,978 |
1.000 |
11,843 |
0.618 |
11,760 |
HIGH |
11,625 |
0.618 |
11,542 |
0.500 |
11,516 |
0.382 |
11,490 |
LOW |
11,407 |
0.618 |
11,272 |
1.000 |
11,189 |
1.618 |
11,054 |
2.618 |
10,836 |
4.250 |
10,481 |
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