Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,661.49 |
1,628.21 |
-33.28 |
-2.0% |
1,641.45 |
High |
1,668.01 |
1,632.07 |
-35.94 |
-2.2% |
1,668.01 |
Low |
1,631.47 |
1,616.52 |
-14.95 |
-0.9% |
1,611.73 |
Close |
1,643.24 |
1,625.19 |
-18.05 |
-1.1% |
1,643.24 |
Range |
36.54 |
15.55 |
-20.99 |
-57.4% |
56.28 |
ATR |
27.27 |
27.23 |
-0.04 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.24 |
1,663.77 |
1,633.74 |
|
R3 |
1,655.69 |
1,648.22 |
1,629.47 |
|
R2 |
1,640.14 |
1,640.14 |
1,628.04 |
|
R1 |
1,632.67 |
1,632.67 |
1,626.62 |
1,628.63 |
PP |
1,624.59 |
1,624.59 |
1,624.59 |
1,622.58 |
S1 |
1,617.12 |
1,617.12 |
1,623.76 |
1,613.08 |
S2 |
1,609.04 |
1,609.04 |
1,622.34 |
|
S3 |
1,593.49 |
1,601.57 |
1,620.91 |
|
S4 |
1,577.94 |
1,586.02 |
1,616.64 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.83 |
1,782.82 |
1,674.19 |
|
R3 |
1,753.55 |
1,726.54 |
1,658.72 |
|
R2 |
1,697.27 |
1,697.27 |
1,653.56 |
|
R1 |
1,670.26 |
1,670.26 |
1,648.40 |
1,683.77 |
PP |
1,640.99 |
1,640.99 |
1,640.99 |
1,647.75 |
S1 |
1,613.98 |
1,613.98 |
1,638.08 |
1,627.49 |
S2 |
1,584.71 |
1,584.71 |
1,632.92 |
|
S3 |
1,528.43 |
1,557.70 |
1,627.76 |
|
S4 |
1,472.15 |
1,501.42 |
1,612.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,668.01 |
1,611.73 |
56.28 |
3.5% |
24.75 |
1.5% |
24% |
False |
False |
|
10 |
1,668.01 |
1,566.44 |
101.57 |
6.2% |
24.48 |
1.5% |
58% |
False |
False |
|
20 |
1,668.01 |
1,563.14 |
104.87 |
6.5% |
24.09 |
1.5% |
59% |
False |
False |
|
40 |
1,668.01 |
1,394.87 |
273.14 |
16.8% |
24.15 |
1.5% |
84% |
False |
False |
|
60 |
1,668.01 |
1,394.87 |
273.14 |
16.8% |
24.36 |
1.5% |
84% |
False |
False |
|
80 |
1,668.01 |
1,339.82 |
328.19 |
20.2% |
26.12 |
1.6% |
87% |
False |
False |
|
100 |
1,668.01 |
1,295.10 |
372.91 |
22.9% |
26.64 |
1.6% |
89% |
False |
False |
|
120 |
1,668.01 |
1,113.67 |
554.34 |
34.1% |
27.92 |
1.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,698.16 |
2.618 |
1,672.78 |
1.618 |
1,657.23 |
1.000 |
1,647.62 |
0.618 |
1,641.68 |
HIGH |
1,632.07 |
0.618 |
1,626.13 |
0.500 |
1,624.30 |
0.382 |
1,622.46 |
LOW |
1,616.52 |
0.618 |
1,606.91 |
1.000 |
1,600.97 |
1.618 |
1,591.36 |
2.618 |
1,575.81 |
4.250 |
1,550.43 |
|
|