Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,167.25 |
1,107.75 |
-59.50 |
-5.1% |
1,263.50 |
High |
1,167.25 |
1,169.50 |
2.25 |
0.2% |
1,297.75 |
Low |
1,103.75 |
1,093.50 |
-10.25 |
-0.9% |
1,153.75 |
Close |
1,112.00 |
1,157.25 |
45.25 |
4.1% |
1,186.50 |
Range |
63.50 |
76.00 |
12.50 |
19.7% |
144.00 |
ATR |
37.24 |
40.01 |
2.77 |
7.4% |
0.00 |
Volume |
280 |
15 |
-265 |
-94.6% |
212 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.00 |
1,338.75 |
1,199.00 |
|
R3 |
1,292.00 |
1,262.75 |
1,178.25 |
|
R2 |
1,216.00 |
1,216.00 |
1,171.25 |
|
R1 |
1,186.75 |
1,186.75 |
1,164.25 |
1,201.50 |
PP |
1,140.00 |
1,140.00 |
1,140.00 |
1,147.50 |
S1 |
1,110.75 |
1,110.75 |
1,150.25 |
1,125.50 |
S2 |
1,064.00 |
1,064.00 |
1,143.25 |
|
S3 |
988.00 |
1,034.75 |
1,136.25 |
|
S4 |
912.00 |
958.75 |
1,115.50 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,644.75 |
1,559.50 |
1,265.75 |
|
R3 |
1,500.75 |
1,415.50 |
1,226.00 |
|
R2 |
1,356.75 |
1,356.75 |
1,213.00 |
|
R1 |
1,271.50 |
1,271.50 |
1,199.75 |
1,242.00 |
PP |
1,212.75 |
1,212.75 |
1,212.75 |
1,198.00 |
S1 |
1,127.50 |
1,127.50 |
1,173.25 |
1,098.00 |
S2 |
1,068.75 |
1,068.75 |
1,160.00 |
|
S3 |
924.75 |
983.50 |
1,147.00 |
|
S4 |
780.75 |
839.50 |
1,107.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,204.50 |
1,067.00 |
137.50 |
11.9% |
73.00 |
6.3% |
66% |
False |
False |
131 |
10 |
1,297.75 |
1,067.00 |
230.75 |
19.9% |
55.25 |
4.8% |
39% |
False |
False |
78 |
20 |
1,335.75 |
1,067.00 |
268.75 |
23.2% |
36.25 |
3.1% |
34% |
False |
False |
46 |
40 |
1,342.75 |
1,067.00 |
275.75 |
23.8% |
26.75 |
2.3% |
33% |
False |
False |
33 |
60 |
1,342.75 |
1,067.00 |
275.75 |
23.8% |
18.50 |
1.6% |
33% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,492.50 |
2.618 |
1,368.50 |
1.618 |
1,292.50 |
1.000 |
1,245.50 |
0.618 |
1,216.50 |
HIGH |
1,169.50 |
0.618 |
1,140.50 |
0.500 |
1,131.50 |
0.382 |
1,122.50 |
LOW |
1,093.50 |
0.618 |
1,046.50 |
1.000 |
1,017.50 |
1.618 |
970.50 |
2.618 |
894.50 |
4.250 |
770.50 |
|
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