Day Change Summary |
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Previous |
Current |
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03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4,790.0 |
4,787.5 |
-2.5 |
-0.1% |
4,862.0 |
High |
4,801.0 |
4,855.0 |
54.0 |
1.1% |
4,862.0 |
Low |
4,765.0 |
4,787.5 |
22.5 |
0.5% |
4,742.5 |
Close |
4,768.5 |
4,813.0 |
44.5 |
0.9% |
4,813.0 |
Range |
36.0 |
67.5 |
31.5 |
87.5% |
119.5 |
ATR |
66.2 |
67.6 |
1.5 |
2.2% |
0.0 |
Volume |
2,637 |
1,732 |
-905 |
-34.3% |
5,963 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,021.0 |
4,984.5 |
4,850.0 |
|
R3 |
4,953.5 |
4,917.0 |
4,831.5 |
|
R2 |
4,886.0 |
4,886.0 |
4,825.5 |
|
R1 |
4,849.5 |
4,849.5 |
4,819.0 |
4,868.0 |
PP |
4,818.5 |
4,818.5 |
4,818.5 |
4,827.5 |
S1 |
4,782.0 |
4,782.0 |
4,807.0 |
4,800.0 |
S2 |
4,751.0 |
4,751.0 |
4,800.5 |
|
S3 |
4,683.5 |
4,714.5 |
4,794.5 |
|
S4 |
4,616.0 |
4,647.0 |
4,776.0 |
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Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,164.5 |
5,108.0 |
4,878.5 |
|
R3 |
5,045.0 |
4,988.5 |
4,846.0 |
|
R2 |
4,925.5 |
4,925.5 |
4,835.0 |
|
R1 |
4,869.0 |
4,869.0 |
4,824.0 |
4,837.5 |
PP |
4,806.0 |
4,806.0 |
4,806.0 |
4,790.0 |
S1 |
4,749.5 |
4,749.5 |
4,802.0 |
4,718.0 |
S2 |
4,686.5 |
4,686.5 |
4,791.0 |
|
S3 |
4,567.0 |
4,630.0 |
4,780.0 |
|
S4 |
4,447.5 |
4,510.5 |
4,747.5 |
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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 |
4,906.0 |
4,742.5 |
163.5 |
3.4% |
57.0 |
1.2% |
43% |
False |
False |
1,203 |
10 |
4,906.0 |
4,718.5 |
187.5 |
3.9% |
57.0 |
1.2% |
50% |
False |
False |
1,606 |
20 |
4,906.0 |
4,568.0 |
338.0 |
7.0% |
58.5 |
1.2% |
72% |
False |
False |
919 |
40 |
4,906.0 |
4,041.0 |
865.0 |
18.0% |
57.5 |
1.2% |
89% |
False |
False |
529 |
60 |
4,906.0 |
4,041.0 |
865.0 |
18.0% |
58.5 |
1.2% |
89% |
False |
False |
426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,142.0 |
2.618 |
5,031.5 |
1.618 |
4,964.0 |
1.000 |
4,922.5 |
0.618 |
4,896.5 |
HIGH |
4,855.0 |
0.618 |
4,829.0 |
0.500 |
4,821.0 |
0.382 |
4,813.5 |
LOW |
4,787.5 |
0.618 |
4,746.0 |
1.000 |
4,720.0 |
1.618 |
4,678.5 |
2.618 |
4,611.0 |
4.250 |
4,500.5 |
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