Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2001 |
06-Sep-2001 |
Change |
Change % |
Previous Week |
Open |
1,425.35 |
1,392.00 |
-33.35 |
-2.3% |
1,576.16 |
High |
1,440.33 |
1,418.66 |
-21.67 |
-1.5% |
1,601.97 |
Low |
1,371.30 |
1,360.57 |
-10.73 |
-0.8% |
1,438.91 |
Close |
1,415.30 |
1,361.69 |
-53.61 |
-3.8% |
1,469.70 |
Range |
69.03 |
58.09 |
-10.94 |
-15.8% |
163.06 |
ATR |
57.26 |
57.32 |
0.06 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,554.58 |
1,516.22 |
1,393.64 |
|
R3 |
1,496.49 |
1,458.13 |
1,377.66 |
|
R2 |
1,438.40 |
1,438.40 |
1,372.34 |
|
R1 |
1,400.04 |
1,400.04 |
1,367.01 |
1,390.18 |
PP |
1,380.31 |
1,380.31 |
1,380.31 |
1,375.37 |
S1 |
1,341.95 |
1,341.95 |
1,356.37 |
1,332.09 |
S2 |
1,322.22 |
1,322.22 |
1,351.04 |
|
S3 |
1,264.13 |
1,283.86 |
1,345.72 |
|
S4 |
1,206.04 |
1,225.77 |
1,329.74 |
|
|
Weekly Pivots for week ending 31-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.71 |
1,894.26 |
1,559.38 |
|
R3 |
1,829.65 |
1,731.20 |
1,514.54 |
|
R2 |
1,666.59 |
1,666.59 |
1,499.59 |
|
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 |
|
S3 |
1,177.41 |
1,242.02 |
1,424.86 |
|
S4 |
1,014.35 |
1,078.96 |
1,380.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,502.67 |
1,360.57 |
142.10 |
10.4% |
60.67 |
4.5% |
1% |
False |
True |
|
10 |
1,601.97 |
1,360.57 |
241.40 |
17.7% |
56.24 |
4.1% |
0% |
False |
True |
|
20 |
1,672.07 |
1,360.57 |
311.50 |
22.9% |
53.07 |
3.9% |
0% |
False |
True |
|
40 |
1,782.52 |
1,360.57 |
421.95 |
31.0% |
52.77 |
3.9% |
0% |
False |
True |
|
60 |
1,875.29 |
1,360.57 |
514.72 |
37.8% |
55.80 |
4.1% |
0% |
False |
True |
|
80 |
2,073.98 |
1,360.57 |
713.41 |
52.4% |
60.16 |
4.4% |
0% |
False |
True |
|
100 |
2,073.98 |
1,360.57 |
713.41 |
52.4% |
64.40 |
4.7% |
0% |
False |
True |
|
120 |
2,073.98 |
1,348.52 |
725.46 |
53.3% |
68.45 |
5.0% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,665.54 |
2.618 |
1,570.74 |
1.618 |
1,512.65 |
1.000 |
1,476.75 |
0.618 |
1,454.56 |
HIGH |
1,418.66 |
0.618 |
1,396.47 |
0.500 |
1,389.62 |
0.382 |
1,382.76 |
LOW |
1,360.57 |
0.618 |
1,324.67 |
1.000 |
1,302.48 |
1.618 |
1,266.58 |
2.618 |
1,208.49 |
4.250 |
1,113.69 |
|
|