| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,210.0 |
2,243.0 |
33.0 |
1.5% |
2,125.0 |
| High |
2,232.0 |
2,247.0 |
15.0 |
0.7% |
2,257.0 |
| Low |
2,195.0 |
2,200.0 |
5.0 |
0.2% |
2,108.0 |
| Close |
2,223.0 |
2,222.0 |
-1.0 |
0.0% |
2,169.0 |
| Range |
37.0 |
47.0 |
10.0 |
27.0% |
149.0 |
| ATR |
81.7 |
79.2 |
-2.5 |
-3.0% |
0.0 |
| Volume |
946 |
826 |
-120 |
-12.7% |
6,747 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.0 |
2,340.0 |
2,247.9 |
|
| R3 |
2,317.0 |
2,293.0 |
2,234.9 |
|
| R2 |
2,270.0 |
2,270.0 |
2,230.6 |
|
| R1 |
2,246.0 |
2,246.0 |
2,226.3 |
2,234.5 |
| PP |
2,223.0 |
2,223.0 |
2,223.0 |
2,217.3 |
| S1 |
2,199.0 |
2,199.0 |
2,217.7 |
2,187.5 |
| S2 |
2,176.0 |
2,176.0 |
2,213.4 |
|
| S3 |
2,129.0 |
2,152.0 |
2,209.1 |
|
| S4 |
2,082.0 |
2,105.0 |
2,196.2 |
|
|
| 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% |
61.0 |
2.7% |
72% |
False |
False |
1,432 |
| 10 |
2,318.0 |
2,108.0 |
210.0 |
9.5% |
70.0 |
3.2% |
54% |
False |
False |
1,139 |
| 20 |
2,542.0 |
2,070.0 |
472.0 |
21.2% |
91.8 |
4.1% |
32% |
False |
False |
1,049 |
| 40 |
2,869.0 |
2,070.0 |
799.0 |
36.0% |
69.7 |
3.1% |
19% |
False |
False |
731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,446.8 |
|
2.618 |
2,370.0 |
|
1.618 |
2,323.0 |
|
1.000 |
2,294.0 |
|
0.618 |
2,276.0 |
|
HIGH |
2,247.0 |
|
0.618 |
2,229.0 |
|
0.500 |
2,223.5 |
|
0.382 |
2,218.0 |
|
LOW |
2,200.0 |
|
0.618 |
2,171.0 |
|
1.000 |
2,153.0 |
|
1.618 |
2,124.0 |
|
2.618 |
2,077.0 |
|
4.250 |
2,000.3 |
|
|