Day Change Summary |
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Previous |
Current |
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12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,372.5 |
6,210.0 |
-162.5 |
-2.6% |
6,458.5 |
High |
6,392.5 |
6,214.0 |
-178.5 |
-2.8% |
6,499.0 |
Low |
6,299.5 |
6,095.0 |
-204.5 |
-3.2% |
6,222.5 |
Close |
6,372.5 |
6,183.0 |
-189.5 |
-3.0% |
6,372.5 |
Range |
93.0 |
119.0 |
26.0 |
28.0% |
276.5 |
ATR |
135.7 |
145.8 |
10.1 |
7.5% |
0.0 |
Volume |
2,002 |
5,994 |
3,992 |
199.4% |
11,050 |
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Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,521.0 |
6,471.0 |
6,248.5 |
|
R3 |
6,402.0 |
6,352.0 |
6,215.7 |
|
R2 |
6,283.0 |
6,283.0 |
6,204.8 |
|
R1 |
6,233.0 |
6,233.0 |
6,193.9 |
6,198.5 |
PP |
6,164.0 |
6,164.0 |
6,164.0 |
6,146.8 |
S1 |
6,114.0 |
6,114.0 |
6,172.1 |
6,079.5 |
S2 |
6,045.0 |
6,045.0 |
6,161.2 |
|
S3 |
5,926.0 |
5,995.0 |
6,150.3 |
|
S4 |
5,807.0 |
5,876.0 |
6,117.6 |
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|
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 |
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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 |
6,466.5 |
6,095.0 |
371.5 |
6.0% |
127.0 |
2.1% |
24% |
False |
True |
3,070 |
10 |
6,706.5 |
6,095.0 |
611.5 |
9.9% |
141.0 |
2.3% |
14% |
False |
True |
2,256 |
20 |
6,706.5 |
6,095.0 |
611.5 |
9.9% |
121.8 |
2.0% |
14% |
False |
True |
1,404 |
40 |
6,806.5 |
6,095.0 |
711.5 |
11.5% |
114.1 |
1.8% |
12% |
False |
True |
836 |
60 |
6,856.0 |
6,095.0 |
761.0 |
12.3% |
118.8 |
1.9% |
12% |
False |
True |
672 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,719.8 |
2.618 |
6,525.5 |
1.618 |
6,406.5 |
1.000 |
6,333.0 |
0.618 |
6,287.5 |
HIGH |
6,214.0 |
0.618 |
6,168.5 |
0.500 |
6,154.5 |
0.382 |
6,140.5 |
LOW |
6,095.0 |
0.618 |
6,021.5 |
1.000 |
5,976.0 |
1.618 |
5,902.5 |
2.618 |
5,783.5 |
4.250 |
5,589.3 |
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