Day Change Summary |
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Previous |
Current |
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31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,628.21 |
1,620.09 |
-8.12 |
-0.5% |
1,641.45 |
High |
1,632.07 |
1,648.27 |
16.20 |
1.0% |
1,668.01 |
Low |
1,616.52 |
1,591.01 |
-25.51 |
-1.6% |
1,611.73 |
Close |
1,625.19 |
1,595.84 |
-29.35 |
-1.8% |
1,643.24 |
Range |
15.55 |
57.26 |
41.71 |
268.2% |
56.28 |
ATR |
27.23 |
29.37 |
2.15 |
7.9% |
0.00 |
Volume |
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Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.49 |
1,746.92 |
1,627.33 |
|
R3 |
1,726.23 |
1,689.66 |
1,611.59 |
|
R2 |
1,668.97 |
1,668.97 |
1,606.34 |
|
R1 |
1,632.40 |
1,632.40 |
1,601.09 |
1,622.06 |
PP |
1,611.71 |
1,611.71 |
1,611.71 |
1,606.53 |
S1 |
1,575.14 |
1,575.14 |
1,590.59 |
1,564.80 |
S2 |
1,554.45 |
1,554.45 |
1,585.34 |
|
S3 |
1,497.19 |
1,517.88 |
1,580.09 |
|
S4 |
1,439.93 |
1,460.62 |
1,564.35 |
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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 |
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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 |
1,668.01 |
1,591.01 |
77.00 |
4.8% |
32.23 |
2.0% |
6% |
False |
True |
|
10 |
1,668.01 |
1,566.44 |
101.57 |
6.4% |
28.23 |
1.8% |
29% |
False |
False |
|
20 |
1,668.01 |
1,563.14 |
104.87 |
6.6% |
26.12 |
1.6% |
31% |
False |
False |
|
40 |
1,668.01 |
1,394.87 |
273.14 |
17.1% |
24.60 |
1.5% |
74% |
False |
False |
|
60 |
1,668.01 |
1,394.87 |
273.14 |
17.1% |
24.76 |
1.6% |
74% |
False |
False |
|
80 |
1,668.01 |
1,339.82 |
328.19 |
20.6% |
26.41 |
1.7% |
78% |
False |
False |
|
100 |
1,668.01 |
1,295.10 |
372.91 |
23.4% |
26.98 |
1.7% |
81% |
False |
False |
|
120 |
1,668.01 |
1,144.21 |
523.80 |
32.8% |
27.95 |
1.8% |
86% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,891.63 |
2.618 |
1,798.18 |
1.618 |
1,740.92 |
1.000 |
1,705.53 |
0.618 |
1,683.66 |
HIGH |
1,648.27 |
0.618 |
1,626.40 |
0.500 |
1,619.64 |
0.382 |
1,612.88 |
LOW |
1,591.01 |
0.618 |
1,555.62 |
1.000 |
1,533.75 |
1.618 |
1,498.36 |
2.618 |
1,441.10 |
4.250 |
1,347.66 |
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