Day Change Summary |
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Previous |
Current |
|
|
|
|
01-Sep-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,398.0 |
3,404.0 |
6.0 |
0.2% |
3,355.0 |
High |
3,432.0 |
3,476.0 |
44.0 |
1.3% |
3,430.0 |
Low |
3,394.0 |
3,404.0 |
10.0 |
0.3% |
3,304.0 |
Close |
3,421.0 |
3,473.0 |
52.0 |
1.5% |
3,426.0 |
Range |
38.0 |
72.0 |
34.0 |
89.5% |
126.0 |
ATR |
54.1 |
55.4 |
1.3 |
2.4% |
0.0 |
Volume |
961 |
1,857 |
896 |
93.2% |
9,194 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,667.0 |
3,642.0 |
3,512.6 |
|
R3 |
3,595.0 |
3,570.0 |
3,492.8 |
|
R2 |
3,523.0 |
3,523.0 |
3,486.2 |
|
R1 |
3,498.0 |
3,498.0 |
3,479.6 |
3,510.5 |
PP |
3,451.0 |
3,451.0 |
3,451.0 |
3,457.3 |
S1 |
3,426.0 |
3,426.0 |
3,466.4 |
3,438.5 |
S2 |
3,379.0 |
3,379.0 |
3,459.8 |
|
S3 |
3,307.0 |
3,354.0 |
3,453.2 |
|
S4 |
3,235.0 |
3,282.0 |
3,433.4 |
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|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,764.7 |
3,721.3 |
3,495.3 |
|
R3 |
3,638.7 |
3,595.3 |
3,460.7 |
|
R2 |
3,512.7 |
3,512.7 |
3,449.1 |
|
R1 |
3,469.3 |
3,469.3 |
3,437.6 |
3,491.0 |
PP |
3,386.7 |
3,386.7 |
3,386.7 |
3,397.5 |
S1 |
3,343.3 |
3,343.3 |
3,414.5 |
3,365.0 |
S2 |
3,260.7 |
3,260.7 |
3,402.9 |
|
S3 |
3,134.7 |
3,217.3 |
3,391.4 |
|
S4 |
3,008.7 |
3,091.3 |
3,356.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,476.0 |
3,322.0 |
154.0 |
4.4% |
54.0 |
1.6% |
98% |
True |
False |
1,491 |
10 |
3,476.0 |
3,304.0 |
172.0 |
5.0% |
46.8 |
1.3% |
98% |
True |
False |
1,522 |
20 |
3,515.0 |
3,304.0 |
211.0 |
6.1% |
40.7 |
1.2% |
80% |
False |
False |
1,209 |
40 |
3,515.0 |
3,167.0 |
348.0 |
10.0% |
47.1 |
1.4% |
88% |
False |
False |
1,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,782.0 |
2.618 |
3,664.5 |
1.618 |
3,592.5 |
1.000 |
3,548.0 |
0.618 |
3,520.5 |
HIGH |
3,476.0 |
0.618 |
3,448.5 |
0.500 |
3,440.0 |
0.382 |
3,431.5 |
LOW |
3,404.0 |
0.618 |
3,359.5 |
1.000 |
3,332.0 |
1.618 |
3,287.5 |
2.618 |
3,215.5 |
4.250 |
3,098.0 |
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