Day Change Summary |
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Previous |
Current |
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05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,654.3 |
1,680.9 |
26.6 |
1.6% |
1,613.0 |
High |
1,672.7 |
1,724.6 |
51.9 |
3.1% |
1,685.5 |
Low |
1,647.1 |
1,680.9 |
33.8 |
2.1% |
1,612.5 |
Close |
1,653.5 |
1,715.2 |
61.7 |
3.7% |
1,653.5 |
Range |
25.6 |
43.7 |
18.1 |
70.7% |
73.0 |
ATR |
22.2 |
25.7 |
3.5 |
15.8% |
0.0 |
Volume |
7,900 |
6,276 |
-1,624 |
-20.6% |
23,923 |
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Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,838.0 |
1,820.3 |
1,739.2 |
|
R3 |
1,794.3 |
1,776.6 |
1,727.2 |
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R2 |
1,750.6 |
1,750.6 |
1,723.2 |
|
R1 |
1,732.9 |
1,732.9 |
1,719.2 |
1,741.8 |
PP |
1,706.9 |
1,706.9 |
1,706.9 |
1,711.3 |
S1 |
1,689.2 |
1,689.2 |
1,711.2 |
1,698.1 |
S2 |
1,663.2 |
1,663.2 |
1,707.2 |
|
S3 |
1,619.5 |
1,645.5 |
1,703.2 |
|
S4 |
1,575.8 |
1,601.8 |
1,691.2 |
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Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.5 |
1,834.5 |
1,693.7 |
|
R3 |
1,796.5 |
1,761.5 |
1,673.6 |
|
R2 |
1,723.5 |
1,723.5 |
1,666.9 |
|
R1 |
1,688.5 |
1,688.5 |
1,660.2 |
1,706.0 |
PP |
1,650.5 |
1,650.5 |
1,650.5 |
1,659.3 |
S1 |
1,615.5 |
1,615.5 |
1,646.8 |
1,633.0 |
S2 |
1,577.5 |
1,577.5 |
1,640.1 |
|
S3 |
1,504.5 |
1,542.5 |
1,633.4 |
|
S4 |
1,431.5 |
1,469.5 |
1,613.4 |
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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 |
1,724.6 |
1,622.3 |
102.3 |
6.0% |
34.5 |
2.0% |
91% |
True |
False |
5,990 |
10 |
1,724.6 |
1,608.0 |
116.6 |
6.8% |
25.5 |
1.5% |
92% |
True |
False |
3,375 |
20 |
1,724.6 |
1,545.4 |
179.2 |
10.4% |
22.1 |
1.3% |
95% |
True |
False |
2,025 |
40 |
1,724.6 |
1,482.6 |
242.0 |
14.1% |
18.7 |
1.1% |
96% |
True |
False |
1,184 |
60 |
1,724.6 |
1,477.1 |
247.5 |
14.4% |
16.5 |
1.0% |
96% |
True |
False |
931 |
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Fibonacci Retracements and Extensions |
4.250 |
1,910.3 |
2.618 |
1,839.0 |
1.618 |
1,795.3 |
1.000 |
1,768.3 |
0.618 |
1,751.6 |
HIGH |
1,724.6 |
0.618 |
1,707.9 |
0.500 |
1,702.8 |
0.382 |
1,697.6 |
LOW |
1,680.9 |
0.618 |
1,653.9 |
1.000 |
1,637.2 |
1.618 |
1,610.2 |
2.618 |
1,566.5 |
4.250 |
1,495.2 |
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