Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,620.09 |
1,588.09 |
-32.00 |
-2.0% |
1,641.45 |
High |
1,648.27 |
1,602.90 |
-45.37 |
-2.8% |
1,668.01 |
Low |
1,591.01 |
1,586.55 |
-4.46 |
-0.3% |
1,611.73 |
Close |
1,595.84 |
1,594.28 |
-1.56 |
-0.1% |
1,643.24 |
Range |
57.26 |
16.35 |
-40.91 |
-71.4% |
56.28 |
ATR |
29.37 |
28.44 |
-0.93 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.63 |
1,635.30 |
1,603.27 |
|
R3 |
1,627.28 |
1,618.95 |
1,598.78 |
|
R2 |
1,610.93 |
1,610.93 |
1,597.28 |
|
R1 |
1,602.60 |
1,602.60 |
1,595.78 |
1,606.77 |
PP |
1,594.58 |
1,594.58 |
1,594.58 |
1,596.66 |
S1 |
1,586.25 |
1,586.25 |
1,592.78 |
1,590.42 |
S2 |
1,578.23 |
1,578.23 |
1,591.28 |
|
S3 |
1,561.88 |
1,569.90 |
1,589.78 |
|
S4 |
1,545.53 |
1,553.55 |
1,585.29 |
|
|
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 |
1,586.55 |
81.46 |
5.1% |
31.43 |
2.0% |
9% |
False |
True |
|
10 |
1,668.01 |
1,586.55 |
81.46 |
5.1% |
26.49 |
1.7% |
9% |
False |
True |
|
20 |
1,668.01 |
1,563.14 |
104.87 |
6.6% |
25.56 |
1.6% |
30% |
False |
False |
|
40 |
1,668.01 |
1,402.19 |
265.82 |
16.7% |
24.44 |
1.5% |
72% |
False |
False |
|
60 |
1,668.01 |
1,394.87 |
273.14 |
17.1% |
24.70 |
1.5% |
73% |
False |
False |
|
80 |
1,668.01 |
1,339.82 |
328.19 |
20.6% |
26.10 |
1.6% |
78% |
False |
False |
|
100 |
1,668.01 |
1,295.10 |
372.91 |
23.4% |
26.93 |
1.7% |
80% |
False |
False |
|
120 |
1,668.01 |
1,144.21 |
523.80 |
32.9% |
27.91 |
1.8% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,672.39 |
2.618 |
1,645.70 |
1.618 |
1,629.35 |
1.000 |
1,619.25 |
0.618 |
1,613.00 |
HIGH |
1,602.90 |
0.618 |
1,596.65 |
0.500 |
1,594.73 |
0.382 |
1,592.80 |
LOW |
1,586.55 |
0.618 |
1,576.45 |
1.000 |
1,570.20 |
1.618 |
1,560.10 |
2.618 |
1,543.75 |
4.250 |
1,517.06 |
|
|