Day Change Summary |
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Previous |
Current |
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03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,601.16 |
1,609.63 |
8.47 |
0.5% |
1,628.21 |
High |
1,607.15 |
1,639.90 |
32.75 |
2.0% |
1,648.27 |
Low |
1,585.56 |
1,606.47 |
20.91 |
1.3% |
1,585.56 |
Close |
1,605.98 |
1,638.07 |
32.09 |
2.0% |
1,638.07 |
Range |
21.59 |
33.43 |
11.84 |
54.8% |
62.71 |
ATR |
27.95 |
28.38 |
0.43 |
1.5% |
0.00 |
Volume |
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Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.44 |
1,716.68 |
1,656.46 |
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R3 |
1,695.01 |
1,683.25 |
1,647.26 |
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R2 |
1,661.58 |
1,661.58 |
1,644.20 |
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R1 |
1,649.82 |
1,649.82 |
1,641.13 |
1,655.70 |
PP |
1,628.15 |
1,628.15 |
1,628.15 |
1,631.09 |
S1 |
1,616.39 |
1,616.39 |
1,635.01 |
1,622.27 |
S2 |
1,594.72 |
1,594.72 |
1,631.94 |
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S3 |
1,561.29 |
1,582.96 |
1,628.88 |
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S4 |
1,527.86 |
1,549.53 |
1,619.68 |
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Weekly Pivots for week ending 04-Sep-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,812.10 |
1,787.79 |
1,672.56 |
|
R3 |
1,749.39 |
1,725.08 |
1,655.32 |
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R2 |
1,686.68 |
1,686.68 |
1,649.57 |
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R1 |
1,662.37 |
1,662.37 |
1,643.82 |
1,674.53 |
PP |
1,623.97 |
1,623.97 |
1,623.97 |
1,630.04 |
S1 |
1,599.66 |
1,599.66 |
1,632.32 |
1,611.82 |
S2 |
1,561.26 |
1,561.26 |
1,626.57 |
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S3 |
1,498.55 |
1,536.95 |
1,620.82 |
|
S4 |
1,435.84 |
1,474.24 |
1,603.58 |
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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 |
1,648.27 |
1,585.56 |
62.71 |
3.8% |
28.84 |
1.8% |
84% |
False |
False |
|
10 |
1,668.01 |
1,585.56 |
82.45 |
5.0% |
27.08 |
1.7% |
64% |
False |
False |
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20 |
1,668.01 |
1,563.14 |
104.87 |
6.4% |
25.97 |
1.6% |
71% |
False |
False |
|
40 |
1,668.01 |
1,402.19 |
265.82 |
16.2% |
24.90 |
1.5% |
89% |
False |
False |
|
60 |
1,668.01 |
1,394.87 |
273.14 |
16.7% |
24.71 |
1.5% |
89% |
False |
False |
|
80 |
1,668.01 |
1,344.77 |
323.24 |
19.7% |
25.97 |
1.6% |
91% |
False |
False |
|
100 |
1,668.01 |
1,303.73 |
364.28 |
22.2% |
27.01 |
1.6% |
92% |
False |
False |
|
120 |
1,668.01 |
1,178.52 |
489.49 |
29.9% |
27.73 |
1.7% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,781.98 |
2.618 |
1,727.42 |
1.618 |
1,693.99 |
1.000 |
1,673.33 |
0.618 |
1,660.56 |
HIGH |
1,639.90 |
0.618 |
1,627.13 |
0.500 |
1,623.19 |
0.382 |
1,619.24 |
LOW |
1,606.47 |
0.618 |
1,585.81 |
1.000 |
1,573.04 |
1.618 |
1,552.38 |
2.618 |
1,518.95 |
4.250 |
1,464.39 |
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