Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,197.50 |
1,192.50 |
-5.00 |
-0.4% |
1,102.25 |
High |
1,206.75 |
1,217.75 |
11.00 |
0.9% |
1,176.50 |
Low |
1,183.50 |
1,191.00 |
7.50 |
0.6% |
1,102.00 |
Close |
1,193.50 |
1,206.50 |
13.00 |
1.1% |
1,164.75 |
Range |
23.25 |
26.75 |
3.50 |
15.1% |
74.50 |
ATR |
35.95 |
35.29 |
-0.66 |
-1.8% |
0.00 |
Volume |
40 |
12 |
-28 |
-70.0% |
1,137 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.25 |
1,272.75 |
1,221.25 |
|
R3 |
1,258.50 |
1,246.00 |
1,213.75 |
|
R2 |
1,231.75 |
1,231.75 |
1,211.50 |
|
R1 |
1,219.25 |
1,219.25 |
1,209.00 |
1,225.50 |
PP |
1,205.00 |
1,205.00 |
1,205.00 |
1,208.25 |
S1 |
1,192.50 |
1,192.50 |
1,204.00 |
1,198.75 |
S2 |
1,178.25 |
1,178.25 |
1,201.50 |
|
S3 |
1,151.50 |
1,165.75 |
1,199.25 |
|
S4 |
1,124.75 |
1,139.00 |
1,191.75 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.25 |
1,342.50 |
1,205.75 |
|
R3 |
1,296.75 |
1,268.00 |
1,185.25 |
|
R2 |
1,222.25 |
1,222.25 |
1,178.50 |
|
R1 |
1,193.50 |
1,193.50 |
1,171.50 |
1,208.00 |
PP |
1,147.75 |
1,147.75 |
1,147.75 |
1,155.00 |
S1 |
1,119.00 |
1,119.00 |
1,158.00 |
1,133.50 |
S2 |
1,073.25 |
1,073.25 |
1,151.00 |
|
S3 |
998.75 |
1,044.50 |
1,144.25 |
|
S4 |
924.25 |
970.00 |
1,123.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,217.75 |
1,123.50 |
94.25 |
7.8% |
32.50 |
2.7% |
88% |
True |
False |
76 |
10 |
1,217.75 |
1,102.00 |
115.75 |
9.6% |
33.75 |
2.8% |
90% |
True |
False |
201 |
20 |
1,252.50 |
1,067.00 |
185.50 |
15.4% |
43.25 |
3.6% |
75% |
False |
False |
141 |
40 |
1,342.75 |
1,067.00 |
275.75 |
22.9% |
32.00 |
2.7% |
51% |
False |
False |
82 |
60 |
1,342.75 |
1,067.00 |
275.75 |
22.9% |
25.25 |
2.1% |
51% |
False |
False |
57 |
80 |
1,342.75 |
1,067.00 |
275.75 |
22.9% |
19.50 |
1.6% |
51% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.50 |
2.618 |
1,287.75 |
1.618 |
1,261.00 |
1.000 |
1,244.50 |
0.618 |
1,234.25 |
HIGH |
1,217.75 |
0.618 |
1,207.50 |
0.500 |
1,204.50 |
0.382 |
1,201.25 |
LOW |
1,191.00 |
0.618 |
1,174.50 |
1.000 |
1,164.25 |
1.618 |
1,147.75 |
2.618 |
1,121.00 |
4.250 |
1,077.25 |
|
|