Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
6,094.0 |
6,065.5 |
-28.5 |
-0.5% |
6,285.0 |
High |
6,136.0 |
6,065.5 |
-70.5 |
-1.1% |
6,285.0 |
Low |
6,060.5 |
5,915.5 |
-145.0 |
-2.4% |
5,533.0 |
Close |
6,066.5 |
6,039.0 |
-27.5 |
-0.5% |
6,032.5 |
Range |
75.5 |
150.0 |
74.5 |
98.7% |
752.0 |
ATR |
243.7 |
237.1 |
-6.6 |
-2.7% |
0.0 |
Volume |
53 |
93 |
40 |
75.5% |
1,240 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,456.7 |
6,397.8 |
6,121.5 |
|
R3 |
6,306.7 |
6,247.8 |
6,080.3 |
|
R2 |
6,156.7 |
6,156.7 |
6,066.5 |
|
R1 |
6,097.8 |
6,097.8 |
6,052.8 |
6,052.3 |
PP |
6,006.7 |
6,006.7 |
6,006.7 |
5,983.9 |
S1 |
5,947.8 |
5,947.8 |
6,025.3 |
5,902.3 |
S2 |
5,856.7 |
5,856.7 |
6,011.5 |
|
S3 |
5,706.7 |
5,797.8 |
5,997.8 |
|
S4 |
5,556.7 |
5,647.8 |
5,956.5 |
|
|
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% |
302.6 |
5.0% |
82% |
False |
False |
195 |
10 |
6,810.0 |
5,533.0 |
1,277.0 |
21.1% |
341.2 |
5.6% |
40% |
False |
False |
203 |
20 |
7,454.0 |
5,533.0 |
1,921.0 |
31.8% |
232.1 |
3.8% |
26% |
False |
False |
146 |
40 |
7,570.5 |
5,533.0 |
2,037.5 |
33.7% |
149.4 |
2.5% |
25% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,703.0 |
2.618 |
6,458.2 |
1.618 |
6,308.2 |
1.000 |
6,215.5 |
0.618 |
6,158.2 |
HIGH |
6,065.5 |
0.618 |
6,008.2 |
0.500 |
5,990.5 |
0.382 |
5,972.8 |
LOW |
5,915.5 |
0.618 |
5,822.8 |
1.000 |
5,765.5 |
1.618 |
5,672.8 |
2.618 |
5,522.8 |
4.250 |
5,278.0 |
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