Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,133.75 |
1,146.75 |
13.00 |
1.1% |
1,168.50 |
High |
1,149.00 |
1,165.00 |
16.00 |
1.4% |
1,194.00 |
Low |
1,108.00 |
1,135.25 |
27.25 |
2.5% |
1,106.50 |
Close |
1,147.50 |
1,160.75 |
13.25 |
1.2% |
1,112.50 |
Range |
41.00 |
29.75 |
-11.25 |
-27.4% |
87.50 |
ATR |
37.34 |
36.79 |
-0.54 |
-1.5% |
0.00 |
Volume |
55 |
801 |
746 |
1,356.4% |
618 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.00 |
1,231.50 |
1,177.00 |
|
R3 |
1,213.25 |
1,201.75 |
1,169.00 |
|
R2 |
1,183.50 |
1,183.50 |
1,166.25 |
|
R1 |
1,172.00 |
1,172.00 |
1,163.50 |
1,177.75 |
PP |
1,153.75 |
1,153.75 |
1,153.75 |
1,156.50 |
S1 |
1,142.25 |
1,142.25 |
1,158.00 |
1,148.00 |
S2 |
1,124.00 |
1,124.00 |
1,155.25 |
|
S3 |
1,094.25 |
1,112.50 |
1,152.50 |
|
S4 |
1,064.50 |
1,082.75 |
1,144.50 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.25 |
1,343.75 |
1,160.50 |
|
R3 |
1,312.75 |
1,256.25 |
1,136.50 |
|
R2 |
1,225.25 |
1,225.25 |
1,128.50 |
|
R1 |
1,168.75 |
1,168.75 |
1,120.50 |
1,153.25 |
PP |
1,137.75 |
1,137.75 |
1,137.75 |
1,130.00 |
S1 |
1,081.25 |
1,081.25 |
1,104.50 |
1,065.75 |
S2 |
1,050.25 |
1,050.25 |
1,096.50 |
|
S3 |
962.75 |
993.75 |
1,088.50 |
|
S4 |
875.25 |
906.25 |
1,064.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,165.00 |
1,102.00 |
63.00 |
5.4% |
35.00 |
3.0% |
93% |
True |
False |
326 |
10 |
1,194.00 |
1,093.50 |
100.50 |
8.7% |
34.25 |
3.0% |
67% |
False |
False |
173 |
20 |
1,301.00 |
1,067.00 |
234.00 |
20.2% |
41.75 |
3.6% |
40% |
False |
False |
125 |
40 |
1,342.75 |
1,067.00 |
275.75 |
23.8% |
29.75 |
2.6% |
34% |
False |
False |
73 |
60 |
1,342.75 |
1,067.00 |
275.75 |
23.8% |
22.75 |
2.0% |
34% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.50 |
2.618 |
1,243.00 |
1.618 |
1,213.25 |
1.000 |
1,194.75 |
0.618 |
1,183.50 |
HIGH |
1,165.00 |
0.618 |
1,153.75 |
0.500 |
1,150.00 |
0.382 |
1,146.50 |
LOW |
1,135.25 |
0.618 |
1,116.75 |
1.000 |
1,105.50 |
1.618 |
1,087.00 |
2.618 |
1,057.25 |
4.250 |
1,008.75 |
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