Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,820.0 |
6,094.0 |
274.0 |
4.7% |
6,285.0 |
High |
6,070.5 |
6,136.0 |
65.5 |
1.1% |
6,285.0 |
Low |
5,736.0 |
6,060.5 |
324.5 |
5.7% |
5,533.0 |
Close |
6,032.5 |
6,066.5 |
34.0 |
0.6% |
6,032.5 |
Range |
334.5 |
75.5 |
-259.0 |
-77.4% |
752.0 |
ATR |
254.5 |
243.7 |
-10.8 |
-4.2% |
0.0 |
Volume |
262 |
53 |
-209 |
-79.8% |
1,240 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,314.2 |
6,265.8 |
6,108.0 |
|
R3 |
6,238.7 |
6,190.3 |
6,087.3 |
|
R2 |
6,163.2 |
6,163.2 |
6,080.3 |
|
R1 |
6,114.8 |
6,114.8 |
6,073.4 |
6,101.3 |
PP |
6,087.7 |
6,087.7 |
6,087.7 |
6,080.9 |
S1 |
6,039.3 |
6,039.3 |
6,059.6 |
6,025.8 |
S2 |
6,012.2 |
6,012.2 |
6,052.7 |
|
S3 |
5,936.7 |
5,963.8 |
6,045.7 |
|
S4 |
5,861.2 |
5,888.3 |
6,025.0 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,206.2 |
7,871.3 |
6,446.1 |
|
R3 |
7,454.2 |
7,119.3 |
6,239.3 |
|
R2 |
6,702.2 |
6,702.2 |
6,170.4 |
|
R1 |
6,367.3 |
6,367.3 |
6,101.4 |
6,158.8 |
PP |
5,950.2 |
5,950.2 |
5,950.2 |
5,845.9 |
S1 |
5,615.3 |
5,615.3 |
5,963.6 |
5,406.8 |
S2 |
5,198.2 |
5,198.2 |
5,894.6 |
|
S3 |
4,446.2 |
4,863.3 |
5,825.7 |
|
S4 |
3,694.2 |
4,111.3 |
5,618.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,149.0 |
5,533.0 |
616.0 |
10.2% |
369.5 |
6.1% |
87% |
False |
False |
238 |
10 |
7,025.0 |
5,533.0 |
1,492.0 |
24.6% |
351.0 |
5.8% |
36% |
False |
False |
220 |
20 |
7,454.0 |
5,533.0 |
1,921.0 |
31.7% |
227.4 |
3.7% |
28% |
False |
False |
144 |
40 |
7,570.5 |
5,533.0 |
2,037.5 |
33.6% |
147.2 |
2.4% |
26% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,456.9 |
2.618 |
6,333.7 |
1.618 |
6,258.2 |
1.000 |
6,211.5 |
0.618 |
6,182.7 |
HIGH |
6,136.0 |
0.618 |
6,107.2 |
0.500 |
6,098.3 |
0.382 |
6,089.3 |
LOW |
6,060.5 |
0.618 |
6,013.8 |
1.000 |
5,985.0 |
1.618 |
5,938.3 |
2.618 |
5,862.8 |
4.250 |
5,739.6 |
|
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