Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,318.0 |
6,372.5 |
54.5 |
0.9% |
6,458.5 |
High |
6,389.0 |
6,392.5 |
3.5 |
0.1% |
6,499.0 |
Low |
6,222.5 |
6,299.5 |
77.0 |
1.2% |
6,222.5 |
Close |
6,298.0 |
6,372.5 |
74.5 |
1.2% |
6,372.5 |
Range |
166.5 |
93.0 |
-73.5 |
-44.1% |
276.5 |
ATR |
138.8 |
135.7 |
-3.2 |
-2.3% |
0.0 |
Volume |
3,535 |
2,002 |
-1,533 |
-43.4% |
11,050 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,633.8 |
6,596.2 |
6,423.7 |
|
R3 |
6,540.8 |
6,503.2 |
6,398.1 |
|
R2 |
6,447.8 |
6,447.8 |
6,389.6 |
|
R1 |
6,410.2 |
6,410.2 |
6,381.0 |
6,419.0 |
PP |
6,354.8 |
6,354.8 |
6,354.8 |
6,359.3 |
S1 |
6,317.2 |
6,317.2 |
6,364.0 |
6,326.0 |
S2 |
6,261.8 |
6,261.8 |
6,355.5 |
|
S3 |
6,168.8 |
6,224.2 |
6,346.9 |
|
S4 |
6,075.8 |
6,131.2 |
6,321.4 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,194.2 |
7,059.8 |
6,524.6 |
|
R3 |
6,917.7 |
6,783.3 |
6,448.5 |
|
R2 |
6,641.2 |
6,641.2 |
6,423.2 |
|
R1 |
6,506.8 |
6,506.8 |
6,397.8 |
6,435.8 |
PP |
6,364.7 |
6,364.7 |
6,364.7 |
6,329.1 |
S1 |
6,230.3 |
6,230.3 |
6,347.2 |
6,159.3 |
S2 |
6,088.2 |
6,088.2 |
6,321.8 |
|
S3 |
5,811.7 |
5,953.8 |
6,296.5 |
|
S4 |
5,535.2 |
5,677.3 |
6,220.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,499.0 |
6,222.5 |
276.5 |
4.3% |
127.6 |
2.0% |
54% |
False |
False |
2,210 |
10 |
6,706.5 |
6,222.5 |
484.0 |
7.6% |
139.6 |
2.2% |
31% |
False |
False |
1,687 |
20 |
6,706.5 |
6,222.5 |
484.0 |
7.6% |
121.0 |
1.9% |
31% |
False |
False |
1,111 |
40 |
6,806.5 |
6,222.5 |
584.0 |
9.2% |
114.6 |
1.8% |
26% |
False |
False |
693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,787.8 |
2.618 |
6,636.0 |
1.618 |
6,543.0 |
1.000 |
6,485.5 |
0.618 |
6,450.0 |
HIGH |
6,392.5 |
0.618 |
6,357.0 |
0.500 |
6,346.0 |
0.382 |
6,335.0 |
LOW |
6,299.5 |
0.618 |
6,242.0 |
1.000 |
6,206.5 |
1.618 |
6,149.0 |
2.618 |
6,056.0 |
4.250 |
5,904.3 |
|
|