Day Change Summary |
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Previous |
Current |
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02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,588.09 |
1,601.16 |
13.07 |
0.8% |
1,641.45 |
High |
1,602.90 |
1,607.15 |
4.25 |
0.3% |
1,668.01 |
Low |
1,586.55 |
1,585.56 |
-0.99 |
-0.1% |
1,611.73 |
Close |
1,594.28 |
1,605.98 |
11.70 |
0.7% |
1,643.24 |
Range |
16.35 |
21.59 |
5.24 |
32.0% |
56.28 |
ATR |
28.44 |
27.95 |
-0.49 |
-1.7% |
0.00 |
Volume |
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Daily Pivots for day following 03-Sep-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,664.33 |
1,656.75 |
1,617.85 |
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R3 |
1,642.74 |
1,635.16 |
1,611.92 |
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R2 |
1,621.15 |
1,621.15 |
1,609.94 |
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R1 |
1,613.57 |
1,613.57 |
1,607.96 |
1,617.36 |
PP |
1,599.56 |
1,599.56 |
1,599.56 |
1,601.46 |
S1 |
1,591.98 |
1,591.98 |
1,604.00 |
1,595.77 |
S2 |
1,577.97 |
1,577.97 |
1,602.02 |
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S3 |
1,556.38 |
1,570.39 |
1,600.04 |
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S4 |
1,534.79 |
1,548.80 |
1,594.11 |
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Weekly Pivots for week ending 28-Aug-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.83 |
1,782.82 |
1,674.19 |
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R3 |
1,753.55 |
1,726.54 |
1,658.72 |
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R2 |
1,697.27 |
1,697.27 |
1,653.56 |
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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 |
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S3 |
1,528.43 |
1,557.70 |
1,627.76 |
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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 |
1,585.56 |
82.45 |
5.1% |
29.46 |
1.8% |
25% |
False |
True |
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10 |
1,668.01 |
1,585.56 |
82.45 |
5.1% |
26.15 |
1.6% |
25% |
False |
True |
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20 |
1,668.01 |
1,563.14 |
104.87 |
6.5% |
25.24 |
1.6% |
41% |
False |
False |
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40 |
1,668.01 |
1,402.19 |
265.82 |
16.6% |
24.62 |
1.5% |
77% |
False |
False |
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60 |
1,668.01 |
1,394.87 |
273.14 |
17.0% |
24.46 |
1.5% |
77% |
False |
False |
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80 |
1,668.01 |
1,339.82 |
328.19 |
20.4% |
25.87 |
1.6% |
81% |
False |
False |
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100 |
1,668.01 |
1,295.10 |
372.91 |
23.2% |
26.91 |
1.7% |
83% |
False |
False |
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120 |
1,668.01 |
1,148.80 |
519.21 |
32.3% |
27.81 |
1.7% |
88% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,698.91 |
2.618 |
1,663.67 |
1.618 |
1,642.08 |
1.000 |
1,628.74 |
0.618 |
1,620.49 |
HIGH |
1,607.15 |
0.618 |
1,598.90 |
0.500 |
1,596.36 |
0.382 |
1,593.81 |
LOW |
1,585.56 |
0.618 |
1,572.22 |
1.000 |
1,563.97 |
1.618 |
1,550.63 |
2.618 |
1,529.04 |
4.250 |
1,493.80 |
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