Day Change Summary |
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Previous |
Current |
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12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,773.1 |
1,747.3 |
-25.8 |
-1.5% |
1,680.9 |
High |
1,773.1 |
1,770.3 |
-2.8 |
-0.2% |
1,817.0 |
Low |
1,729.1 |
1,735.3 |
6.2 |
0.4% |
1,680.9 |
Close |
1,744.8 |
1,760.1 |
15.3 |
0.9% |
1,744.8 |
Range |
44.0 |
35.0 |
-9.0 |
-20.5% |
136.1 |
ATR |
34.7 |
34.7 |
0.0 |
0.1% |
0.0 |
Volume |
3,573 |
992 |
-2,581 |
-72.2% |
26,900 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,860.2 |
1,845.2 |
1,779.4 |
|
R3 |
1,825.2 |
1,810.2 |
1,769.7 |
|
R2 |
1,790.2 |
1,790.2 |
1,766.5 |
|
R1 |
1,775.2 |
1,775.2 |
1,763.3 |
1,782.7 |
PP |
1,755.2 |
1,755.2 |
1,755.2 |
1,759.0 |
S1 |
1,740.2 |
1,740.2 |
1,756.9 |
1,747.7 |
S2 |
1,720.2 |
1,720.2 |
1,753.7 |
|
S3 |
1,685.2 |
1,705.2 |
1,750.5 |
|
S4 |
1,650.2 |
1,670.2 |
1,740.9 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,155.9 |
2,086.4 |
1,819.7 |
|
R3 |
2,019.8 |
1,950.3 |
1,782.2 |
|
R2 |
1,883.7 |
1,883.7 |
1,769.8 |
|
R1 |
1,814.2 |
1,814.2 |
1,757.3 |
1,849.0 |
PP |
1,747.6 |
1,747.6 |
1,747.6 |
1,764.9 |
S1 |
1,678.1 |
1,678.1 |
1,732.3 |
1,712.9 |
S2 |
1,611.5 |
1,611.5 |
1,719.8 |
|
S3 |
1,475.4 |
1,542.0 |
1,707.4 |
|
S4 |
1,339.3 |
1,405.9 |
1,669.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,817.0 |
1,722.0 |
95.0 |
5.4% |
53.3 |
3.0% |
40% |
False |
False |
4,323 |
10 |
1,817.0 |
1,622.3 |
194.7 |
11.1% |
43.9 |
2.5% |
71% |
False |
False |
5,157 |
20 |
1,817.0 |
1,585.0 |
232.0 |
13.2% |
30.9 |
1.8% |
75% |
False |
False |
2,908 |
40 |
1,817.0 |
1,482.6 |
334.4 |
19.0% |
23.7 |
1.3% |
83% |
False |
False |
1,689 |
60 |
1,817.0 |
1,482.6 |
334.4 |
19.0% |
19.6 |
1.1% |
83% |
False |
False |
1,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,919.1 |
2.618 |
1,861.9 |
1.618 |
1,826.9 |
1.000 |
1,805.3 |
0.618 |
1,791.9 |
HIGH |
1,770.3 |
0.618 |
1,756.9 |
0.500 |
1,752.8 |
0.382 |
1,748.7 |
LOW |
1,735.3 |
0.618 |
1,713.7 |
1.000 |
1,700.3 |
1.618 |
1,678.7 |
2.618 |
1,643.7 |
4.250 |
1,586.6 |
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