Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4,775.0 |
4,790.0 |
15.0 |
0.3% |
4,846.5 |
High |
4,785.5 |
4,801.0 |
15.5 |
0.3% |
4,906.0 |
Low |
4,742.5 |
4,765.0 |
22.5 |
0.5% |
4,825.5 |
Close |
4,782.0 |
4,768.5 |
-13.5 |
-0.3% |
4,886.0 |
Range |
43.0 |
36.0 |
-7.0 |
-16.3% |
80.5 |
ATR |
68.5 |
66.2 |
-2.3 |
-3.4% |
0.0 |
Volume |
1,449 |
2,637 |
1,188 |
82.0% |
9,919 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,886.0 |
4,863.5 |
4,788.5 |
|
R3 |
4,850.0 |
4,827.5 |
4,778.5 |
|
R2 |
4,814.0 |
4,814.0 |
4,775.0 |
|
R1 |
4,791.5 |
4,791.5 |
4,772.0 |
4,785.0 |
PP |
4,778.0 |
4,778.0 |
4,778.0 |
4,775.0 |
S1 |
4,755.5 |
4,755.5 |
4,765.0 |
4,749.0 |
S2 |
4,742.0 |
4,742.0 |
4,762.0 |
|
S3 |
4,706.0 |
4,719.5 |
4,758.5 |
|
S4 |
4,670.0 |
4,683.5 |
4,748.5 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,114.0 |
5,080.5 |
4,930.5 |
|
R3 |
5,033.5 |
5,000.0 |
4,908.0 |
|
R2 |
4,953.0 |
4,953.0 |
4,901.0 |
|
R1 |
4,919.5 |
4,919.5 |
4,893.5 |
4,936.0 |
PP |
4,872.5 |
4,872.5 |
4,872.5 |
4,881.0 |
S1 |
4,839.0 |
4,839.0 |
4,878.5 |
4,856.0 |
S2 |
4,792.0 |
4,792.0 |
4,871.0 |
|
S3 |
4,711.5 |
4,758.5 |
4,864.0 |
|
S4 |
4,631.0 |
4,678.0 |
4,841.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,906.0 |
4,742.5 |
163.5 |
3.4% |
55.0 |
1.1% |
16% |
False |
False |
2,786 |
10 |
4,906.0 |
4,699.0 |
207.0 |
4.3% |
53.0 |
1.1% |
34% |
False |
False |
1,447 |
20 |
4,906.0 |
4,568.0 |
338.0 |
7.1% |
58.0 |
1.2% |
59% |
False |
False |
836 |
40 |
4,906.0 |
4,041.0 |
865.0 |
18.1% |
56.5 |
1.2% |
84% |
False |
False |
488 |
60 |
4,906.0 |
4,041.0 |
865.0 |
18.1% |
58.0 |
1.2% |
84% |
False |
False |
398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,954.0 |
2.618 |
4,895.0 |
1.618 |
4,859.0 |
1.000 |
4,837.0 |
0.618 |
4,823.0 |
HIGH |
4,801.0 |
0.618 |
4,787.0 |
0.500 |
4,783.0 |
0.382 |
4,779.0 |
LOW |
4,765.0 |
0.618 |
4,743.0 |
1.000 |
4,729.0 |
1.618 |
4,707.0 |
2.618 |
4,671.0 |
4.250 |
4,612.0 |
|
|