| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,243.0 |
2,232.0 |
-11.0 |
-0.5% |
2,125.0 |
| High |
2,247.0 |
2,297.0 |
50.0 |
2.2% |
2,257.0 |
| Low |
2,200.0 |
2,226.0 |
26.0 |
1.2% |
2,108.0 |
| Close |
2,222.0 |
2,281.0 |
59.0 |
2.7% |
2,169.0 |
| Range |
47.0 |
71.0 |
24.0 |
51.1% |
149.0 |
| ATR |
79.2 |
78.9 |
-0.3 |
-0.4% |
0.0 |
| Volume |
826 |
1,359 |
533 |
64.5% |
6,747 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,481.0 |
2,452.0 |
2,320.1 |
|
| R3 |
2,410.0 |
2,381.0 |
2,300.5 |
|
| R2 |
2,339.0 |
2,339.0 |
2,294.0 |
|
| R1 |
2,310.0 |
2,310.0 |
2,287.5 |
2,324.5 |
| PP |
2,268.0 |
2,268.0 |
2,268.0 |
2,275.3 |
| S1 |
2,239.0 |
2,239.0 |
2,274.5 |
2,253.5 |
| S2 |
2,197.0 |
2,197.0 |
2,268.0 |
|
| S3 |
2,126.0 |
2,168.0 |
2,261.5 |
|
| S4 |
2,055.0 |
2,097.0 |
2,242.0 |
|
|
| 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 |
2,297.0 |
2,130.0 |
167.0 |
7.3% |
61.8 |
2.7% |
90% |
True |
False |
1,241 |
| 10 |
2,297.0 |
2,108.0 |
189.0 |
8.3% |
72.6 |
3.2% |
92% |
True |
False |
1,260 |
| 20 |
2,531.0 |
2,070.0 |
461.0 |
20.2% |
92.0 |
4.0% |
46% |
False |
False |
1,018 |
| 40 |
2,869.0 |
2,070.0 |
799.0 |
35.0% |
71.0 |
3.1% |
26% |
False |
False |
764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.8 |
|
2.618 |
2,482.9 |
|
1.618 |
2,411.9 |
|
1.000 |
2,368.0 |
|
0.618 |
2,340.9 |
|
HIGH |
2,297.0 |
|
0.618 |
2,269.9 |
|
0.500 |
2,261.5 |
|
0.382 |
2,253.1 |
|
LOW |
2,226.0 |
|
0.618 |
2,182.1 |
|
1.000 |
2,155.0 |
|
1.618 |
2,111.1 |
|
2.618 |
2,040.1 |
|
4.250 |
1,924.3 |
|
|