Day Change Summary |
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Previous |
Current |
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03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,590.00 |
1,602.25 |
12.25 |
0.8% |
1,635.75 |
High |
1,605.75 |
1,637.75 |
32.00 |
2.0% |
1,646.25 |
Low |
1,582.50 |
1,599.25 |
16.75 |
1.1% |
1,582.50 |
Close |
1,601.75 |
1,633.25 |
31.50 |
2.0% |
1,633.25 |
Range |
23.25 |
38.50 |
15.25 |
65.6% |
63.75 |
ATR |
30.57 |
31.14 |
0.57 |
1.9% |
0.00 |
Volume |
520 |
3,219 |
2,699 |
519.0% |
7,914 |
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Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,739.00 |
1,724.50 |
1,654.50 |
|
R3 |
1,700.50 |
1,686.00 |
1,643.75 |
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R2 |
1,662.00 |
1,662.00 |
1,640.25 |
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R1 |
1,647.50 |
1,647.50 |
1,636.75 |
1,654.75 |
PP |
1,623.50 |
1,623.50 |
1,623.50 |
1,627.00 |
S1 |
1,609.00 |
1,609.00 |
1,629.75 |
1,616.25 |
S2 |
1,585.00 |
1,585.00 |
1,626.25 |
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S3 |
1,546.50 |
1,570.50 |
1,622.75 |
|
S4 |
1,508.00 |
1,532.00 |
1,612.00 |
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Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,812.00 |
1,786.25 |
1,668.25 |
|
R3 |
1,748.25 |
1,722.50 |
1,650.75 |
|
R2 |
1,684.50 |
1,684.50 |
1,645.00 |
|
R1 |
1,658.75 |
1,658.75 |
1,639.00 |
1,639.75 |
PP |
1,620.75 |
1,620.75 |
1,620.75 |
1,611.00 |
S1 |
1,595.00 |
1,595.00 |
1,627.50 |
1,576.00 |
S2 |
1,557.00 |
1,557.00 |
1,621.50 |
|
S3 |
1,493.25 |
1,531.25 |
1,615.75 |
|
S4 |
1,429.50 |
1,467.50 |
1,598.25 |
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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 |
1,646.25 |
1,582.50 |
63.75 |
3.9% |
33.25 |
2.0% |
80% |
False |
False |
1,582 |
10 |
1,666.00 |
1,582.50 |
83.50 |
5.1% |
30.75 |
1.9% |
61% |
False |
False |
1,700 |
20 |
1,666.00 |
1,559.25 |
106.75 |
6.5% |
31.75 |
1.9% |
69% |
False |
False |
1,038 |
40 |
1,666.00 |
1,398.50 |
267.50 |
16.4% |
29.50 |
1.8% |
88% |
False |
False |
645 |
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Fibonacci Retracements and Extensions |
4.250 |
1,801.50 |
2.618 |
1,738.50 |
1.618 |
1,700.00 |
1.000 |
1,676.25 |
0.618 |
1,661.50 |
HIGH |
1,637.75 |
0.618 |
1,623.00 |
0.500 |
1,618.50 |
0.382 |
1,614.00 |
LOW |
1,599.25 |
0.618 |
1,575.50 |
1.000 |
1,560.75 |
1.618 |
1,537.00 |
2.618 |
1,498.50 |
4.250 |
1,435.50 |
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