Day Change Summary |
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Previous |
Current |
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|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,424 |
11,550 |
126 |
1.1% |
10,682 |
High |
11,625 |
11,625 |
0 |
0.0% |
11,303 |
Low |
11,407 |
11,393 |
-14 |
-0.1% |
10,651 |
Close |
11,531 |
11,393 |
-138 |
-1.2% |
11,208 |
Range |
218 |
232 |
14 |
6.4% |
652 |
ATR |
296 |
292 |
-5 |
-1.6% |
0 |
Volume |
534 |
669 |
135 |
25.3% |
1,820 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,166 |
12,012 |
11,521 |
|
R3 |
11,934 |
11,780 |
11,457 |
|
R2 |
11,702 |
11,702 |
11,436 |
|
R1 |
11,548 |
11,548 |
11,414 |
11,509 |
PP |
11,470 |
11,470 |
11,470 |
11,451 |
S1 |
11,316 |
11,316 |
11,372 |
11,277 |
S2 |
11,238 |
11,238 |
11,351 |
|
S3 |
11,006 |
11,084 |
11,329 |
|
S4 |
10,774 |
10,852 |
11,266 |
|
|
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 |
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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 |
11,625 |
10,840 |
785 |
6.9% |
250 |
2.2% |
70% |
True |
False |
437 |
10 |
11,625 |
10,651 |
974 |
8.5% |
270 |
2.4% |
76% |
True |
False |
421 |
20 |
11,625 |
10,370 |
1,255 |
11.0% |
354 |
3.1% |
82% |
True |
False |
318 |
40 |
12,675 |
10,370 |
2,305 |
20.2% |
281 |
2.5% |
44% |
False |
False |
209 |
60 |
12,675 |
10,370 |
2,305 |
20.2% |
225 |
2.0% |
44% |
False |
False |
169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,611 |
2.618 |
12,233 |
1.618 |
12,001 |
1.000 |
11,857 |
0.618 |
11,769 |
HIGH |
11,625 |
0.618 |
11,537 |
0.500 |
11,509 |
0.382 |
11,482 |
LOW |
11,393 |
0.618 |
11,250 |
1.000 |
11,161 |
1.618 |
11,018 |
2.618 |
10,786 |
4.250 |
10,407 |
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