Day Change Summary |
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Previous |
Current |
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01-Sep-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,640.0 |
5,639.5 |
-0.5 |
0.0% |
5,478.0 |
High |
5,659.5 |
5,690.0 |
30.5 |
0.5% |
5,686.5 |
Low |
5,626.0 |
5,624.5 |
-1.5 |
0.0% |
5,414.0 |
Close |
5,644.5 |
5,665.5 |
21.0 |
0.4% |
5,684.0 |
Range |
33.5 |
65.5 |
32.0 |
95.5% |
272.5 |
ATR |
92.7 |
90.7 |
-1.9 |
-2.1% |
0.0 |
Volume |
154 |
121 |
-33 |
-21.4% |
1,401 |
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Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,856.5 |
5,826.5 |
5,701.5 |
|
R3 |
5,791.0 |
5,761.0 |
5,683.5 |
|
R2 |
5,725.5 |
5,725.5 |
5,677.5 |
|
R1 |
5,695.5 |
5,695.5 |
5,671.5 |
5,710.5 |
PP |
5,660.0 |
5,660.0 |
5,660.0 |
5,667.5 |
S1 |
5,630.0 |
5,630.0 |
5,659.5 |
5,645.0 |
S2 |
5,594.5 |
5,594.5 |
5,653.5 |
|
S3 |
5,529.0 |
5,564.5 |
5,647.5 |
|
S4 |
5,463.5 |
5,499.0 |
5,629.5 |
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|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,412.5 |
6,320.5 |
5,834.0 |
|
R3 |
6,140.0 |
6,048.0 |
5,759.0 |
|
R2 |
5,867.5 |
5,867.5 |
5,734.0 |
|
R1 |
5,775.5 |
5,775.5 |
5,709.0 |
5,821.5 |
PP |
5,595.0 |
5,595.0 |
5,595.0 |
5,618.0 |
S1 |
5,503.0 |
5,503.0 |
5,659.0 |
5,549.0 |
S2 |
5,322.5 |
5,322.5 |
5,634.0 |
|
S3 |
5,050.0 |
5,230.5 |
5,609.0 |
|
S4 |
4,777.5 |
4,958.0 |
5,534.0 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,690.0 |
5,496.0 |
194.0 |
3.4% |
76.0 |
1.3% |
87% |
True |
False |
321 |
10 |
5,690.0 |
5,353.5 |
336.5 |
5.9% |
80.5 |
1.4% |
93% |
True |
False |
250 |
20 |
5,690.0 |
5,337.5 |
352.5 |
6.2% |
82.0 |
1.5% |
93% |
True |
False |
414 |
40 |
5,690.0 |
5,133.0 |
557.0 |
9.8% |
82.0 |
1.4% |
96% |
True |
False |
228 |
60 |
5,969.0 |
5,133.0 |
836.0 |
14.8% |
71.0 |
1.3% |
64% |
False |
False |
212 |
80 |
6,421.0 |
5,133.0 |
1,288.0 |
22.7% |
55.5 |
1.0% |
41% |
False |
False |
162 |
|
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Fibonacci Retracements and Extensions |
4.250 |
5,968.5 |
2.618 |
5,861.5 |
1.618 |
5,796.0 |
1.000 |
5,755.5 |
0.618 |
5,730.5 |
HIGH |
5,690.0 |
0.618 |
5,665.0 |
0.500 |
5,657.0 |
0.382 |
5,649.5 |
LOW |
5,624.5 |
0.618 |
5,584.0 |
1.000 |
5,559.0 |
1.618 |
5,518.5 |
2.618 |
5,453.0 |
4.250 |
5,346.0 |
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