| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,196.0 |
2,210.0 |
14.0 |
0.6% |
2,125.0 |
| High |
2,206.0 |
2,232.0 |
26.0 |
1.2% |
2,257.0 |
| Low |
2,130.0 |
2,195.0 |
65.0 |
3.1% |
2,108.0 |
| Close |
2,169.0 |
2,223.0 |
54.0 |
2.5% |
2,169.0 |
| Range |
76.0 |
37.0 |
-39.0 |
-51.3% |
149.0 |
| ATR |
83.2 |
81.7 |
-1.4 |
-1.7% |
0.0 |
| Volume |
1,513 |
946 |
-567 |
-37.5% |
6,747 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,327.7 |
2,312.3 |
2,243.4 |
|
| R3 |
2,290.7 |
2,275.3 |
2,233.2 |
|
| R2 |
2,253.7 |
2,253.7 |
2,229.8 |
|
| R1 |
2,238.3 |
2,238.3 |
2,226.4 |
2,246.0 |
| PP |
2,216.7 |
2,216.7 |
2,216.7 |
2,220.5 |
| S1 |
2,201.3 |
2,201.3 |
2,219.6 |
2,209.0 |
| S2 |
2,179.7 |
2,179.7 |
2,216.2 |
|
| S3 |
2,142.7 |
2,164.3 |
2,212.8 |
|
| S4 |
2,105.7 |
2,127.3 |
2,202.7 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.0 |
2,546.0 |
2,251.0 |
|
| R3 |
2,476.0 |
2,397.0 |
2,210.0 |
|
| R2 |
2,327.0 |
2,327.0 |
2,196.3 |
|
| R1 |
2,248.0 |
2,248.0 |
2,182.7 |
2,287.5 |
| PP |
2,178.0 |
2,178.0 |
2,178.0 |
2,197.8 |
| S1 |
2,099.0 |
2,099.0 |
2,155.3 |
2,138.5 |
| S2 |
2,029.0 |
2,029.0 |
2,141.7 |
|
| S3 |
1,880.0 |
1,950.0 |
2,128.0 |
|
| S4 |
1,731.0 |
1,801.0 |
2,087.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,257.0 |
2,130.0 |
127.0 |
5.7% |
64.4 |
2.9% |
73% |
False |
False |
1,339 |
| 10 |
2,318.0 |
2,108.0 |
210.0 |
9.4% |
68.7 |
3.1% |
55% |
False |
False |
1,059 |
| 20 |
2,590.0 |
2,070.0 |
520.0 |
23.4% |
93.8 |
4.2% |
29% |
False |
False |
1,010 |
| 40 |
2,869.0 |
2,070.0 |
799.0 |
35.9% |
68.8 |
3.1% |
19% |
False |
False |
710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,389.3 |
|
2.618 |
2,328.9 |
|
1.618 |
2,291.9 |
|
1.000 |
2,269.0 |
|
0.618 |
2,254.9 |
|
HIGH |
2,232.0 |
|
0.618 |
2,217.9 |
|
0.500 |
2,213.5 |
|
0.382 |
2,209.1 |
|
LOW |
2,195.0 |
|
0.618 |
2,172.1 |
|
1.000 |
2,158.0 |
|
1.618 |
2,135.1 |
|
2.618 |
2,098.1 |
|
4.250 |
2,037.8 |
|
|