Day Change Summary |
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Previous |
Current |
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04-Sep-2001 |
05-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
1,466.32 |
1,425.35 |
-40.97 |
-2.8% |
1,576.16 |
High |
1,502.67 |
1,440.33 |
-62.34 |
-4.1% |
1,601.97 |
Low |
1,424.06 |
1,371.30 |
-52.76 |
-3.7% |
1,438.91 |
Close |
1,424.12 |
1,415.30 |
-8.82 |
-0.6% |
1,469.70 |
Range |
78.61 |
69.03 |
-9.58 |
-12.2% |
163.06 |
ATR |
56.36 |
57.26 |
0.91 |
1.6% |
0.00 |
Volume |
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Daily Pivots for day following 05-Sep-2001 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,616.07 |
1,584.71 |
1,453.27 |
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R3 |
1,547.04 |
1,515.68 |
1,434.28 |
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R2 |
1,478.01 |
1,478.01 |
1,427.96 |
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R1 |
1,446.65 |
1,446.65 |
1,421.63 |
1,427.82 |
PP |
1,408.98 |
1,408.98 |
1,408.98 |
1,399.56 |
S1 |
1,377.62 |
1,377.62 |
1,408.97 |
1,358.79 |
S2 |
1,339.95 |
1,339.95 |
1,402.64 |
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S3 |
1,270.92 |
1,308.59 |
1,396.32 |
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S4 |
1,201.89 |
1,239.56 |
1,377.33 |
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Weekly Pivots for week ending 31-Aug-2001 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.71 |
1,894.26 |
1,559.38 |
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R3 |
1,829.65 |
1,731.20 |
1,514.54 |
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R2 |
1,666.59 |
1,666.59 |
1,499.59 |
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R1 |
1,568.14 |
1,568.14 |
1,484.65 |
1,535.84 |
PP |
1,503.53 |
1,503.53 |
1,503.53 |
1,487.37 |
S1 |
1,405.08 |
1,405.08 |
1,454.75 |
1,372.78 |
S2 |
1,340.47 |
1,340.47 |
1,439.81 |
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S3 |
1,177.41 |
1,242.02 |
1,424.86 |
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S4 |
1,014.35 |
1,078.96 |
1,380.02 |
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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 |
1,541.94 |
1,371.30 |
170.64 |
12.1% |
59.20 |
4.2% |
26% |
False |
True |
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10 |
1,601.97 |
1,371.30 |
230.67 |
16.3% |
55.46 |
3.9% |
19% |
False |
True |
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20 |
1,710.52 |
1,371.30 |
339.22 |
24.0% |
54.75 |
3.9% |
13% |
False |
True |
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40 |
1,782.52 |
1,371.30 |
411.22 |
29.1% |
52.48 |
3.7% |
11% |
False |
True |
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60 |
1,875.29 |
1,371.30 |
503.99 |
35.6% |
56.41 |
4.0% |
9% |
False |
True |
|
80 |
2,073.98 |
1,371.30 |
702.68 |
49.6% |
60.07 |
4.2% |
6% |
False |
True |
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100 |
2,073.98 |
1,371.30 |
702.68 |
49.6% |
64.52 |
4.6% |
6% |
False |
True |
|
120 |
2,073.98 |
1,348.52 |
725.46 |
51.3% |
68.52 |
4.8% |
9% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,733.71 |
2.618 |
1,621.05 |
1.618 |
1,552.02 |
1.000 |
1,509.36 |
0.618 |
1,482.99 |
HIGH |
1,440.33 |
0.618 |
1,413.96 |
0.500 |
1,405.82 |
0.382 |
1,397.67 |
LOW |
1,371.30 |
0.618 |
1,328.64 |
1.000 |
1,302.27 |
1.618 |
1,259.61 |
2.618 |
1,190.58 |
4.250 |
1,077.92 |
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