| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,245.01 |
2,178.11 |
-66.90 |
-3.0% |
2,188.67 |
| High |
2,263.94 |
2,189.76 |
-74.18 |
-3.3% |
2,268.07 |
| Low |
2,217.02 |
2,156.99 |
-60.03 |
-2.7% |
2,156.99 |
| Close |
2,219.05 |
2,167.83 |
-51.22 |
-2.3% |
2,167.83 |
| Range |
46.92 |
32.77 |
-14.15 |
-30.2% |
111.08 |
| ATR |
61.34 |
61.39 |
0.05 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,269.84 |
2,251.60 |
2,185.85 |
|
| R3 |
2,237.07 |
2,218.83 |
2,176.84 |
|
| R2 |
2,204.30 |
2,204.30 |
2,173.84 |
|
| R1 |
2,186.06 |
2,186.06 |
2,170.83 |
2,178.80 |
| PP |
2,171.53 |
2,171.53 |
2,171.53 |
2,167.89 |
| S1 |
2,153.29 |
2,153.29 |
2,164.83 |
2,146.03 |
| S2 |
2,138.76 |
2,138.76 |
2,161.82 |
|
| S3 |
2,105.99 |
2,120.52 |
2,158.82 |
|
| S4 |
2,073.22 |
2,087.75 |
2,149.81 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,530.87 |
2,460.43 |
2,228.92 |
|
| R3 |
2,419.79 |
2,349.35 |
2,198.38 |
|
| R2 |
2,308.71 |
2,308.71 |
2,188.19 |
|
| R1 |
2,238.27 |
2,238.27 |
2,178.01 |
2,217.95 |
| PP |
2,197.63 |
2,197.63 |
2,197.63 |
2,187.47 |
| S1 |
2,127.19 |
2,127.19 |
2,157.65 |
2,106.87 |
| S2 |
2,086.55 |
2,086.55 |
2,147.47 |
|
| S3 |
1,975.47 |
2,016.11 |
2,137.28 |
|
| S4 |
1,864.39 |
1,905.03 |
2,106.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,268.07 |
2,156.99 |
111.08 |
5.1% |
41.94 |
1.9% |
10% |
False |
True |
|
| 10 |
2,268.07 |
2,038.14 |
229.93 |
10.6% |
51.70 |
2.4% |
56% |
False |
False |
|
| 20 |
2,268.07 |
2,034.92 |
233.15 |
10.8% |
61.04 |
2.8% |
57% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
52.13 |
2.4% |
33% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
45.00 |
2.1% |
33% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
40.21 |
1.9% |
33% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
36.83 |
1.7% |
33% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
35.29 |
1.6% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,329.03 |
|
2.618 |
2,275.55 |
|
1.618 |
2,242.78 |
|
1.000 |
2,222.53 |
|
0.618 |
2,210.01 |
|
HIGH |
2,189.76 |
|
0.618 |
2,177.24 |
|
0.500 |
2,173.38 |
|
0.382 |
2,169.51 |
|
LOW |
2,156.99 |
|
0.618 |
2,136.74 |
|
1.000 |
2,124.22 |
|
1.618 |
2,103.97 |
|
2.618 |
2,071.20 |
|
4.250 |
2,017.72 |
|
|