Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
6,065.5 |
5,960.0 |
-105.5 |
-1.7% |
6,285.0 |
High |
6,065.5 |
6,030.0 |
-35.5 |
-0.6% |
6,285.0 |
Low |
5,915.5 |
5,932.0 |
16.5 |
0.3% |
5,533.0 |
Close |
6,039.0 |
5,996.0 |
-43.0 |
-0.7% |
6,032.5 |
Range |
150.0 |
98.0 |
-52.0 |
-34.7% |
752.0 |
ATR |
237.1 |
227.8 |
-9.3 |
-3.9% |
0.0 |
Volume |
93 |
108 |
15 |
16.1% |
1,240 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,280.0 |
6,236.0 |
6,049.9 |
|
R3 |
6,182.0 |
6,138.0 |
6,023.0 |
|
R2 |
6,084.0 |
6,084.0 |
6,014.0 |
|
R1 |
6,040.0 |
6,040.0 |
6,005.0 |
6,062.0 |
PP |
5,986.0 |
5,986.0 |
5,986.0 |
5,997.0 |
S1 |
5,942.0 |
5,942.0 |
5,987.0 |
5,964.0 |
S2 |
5,888.0 |
5,888.0 |
5,978.0 |
|
S3 |
5,790.0 |
5,844.0 |
5,969.1 |
|
S4 |
5,692.0 |
5,746.0 |
5,942.1 |
|
|
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 |
6,136.0 |
5,533.0 |
603.0 |
10.1% |
208.2 |
3.5% |
77% |
False |
False |
175 |
10 |
6,802.5 |
5,533.0 |
1,269.5 |
21.2% |
339.3 |
5.7% |
36% |
False |
False |
188 |
20 |
7,454.0 |
5,533.0 |
1,921.0 |
32.0% |
235.0 |
3.9% |
24% |
False |
False |
149 |
40 |
7,570.5 |
5,533.0 |
2,037.5 |
34.0% |
151.6 |
2.5% |
23% |
False |
False |
103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,446.5 |
2.618 |
6,286.6 |
1.618 |
6,188.6 |
1.000 |
6,128.0 |
0.618 |
6,090.6 |
HIGH |
6,030.0 |
0.618 |
5,992.6 |
0.500 |
5,981.0 |
0.382 |
5,969.4 |
LOW |
5,932.0 |
0.618 |
5,871.4 |
1.000 |
5,834.0 |
1.618 |
5,773.4 |
2.618 |
5,675.4 |
4.250 |
5,515.5 |
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