Day Change Summary |
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Previous |
Current |
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02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
2,178.11 |
2,116.48 |
-61.63 |
-2.8% |
2,188.67 |
High |
2,189.76 |
2,171.39 |
-18.37 |
-0.8% |
2,268.07 |
Low |
2,156.99 |
2,112.84 |
-44.15 |
-2.0% |
2,156.99 |
Close |
2,167.83 |
2,167.60 |
-0.23 |
0.0% |
2,167.83 |
Range |
32.77 |
58.55 |
25.78 |
78.7% |
111.08 |
ATR |
61.39 |
61.19 |
-0.20 |
-0.3% |
0.00 |
Volume |
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Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,326.26 |
2,305.48 |
2,199.80 |
|
R3 |
2,267.71 |
2,246.93 |
2,183.70 |
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R2 |
2,209.16 |
2,209.16 |
2,178.33 |
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R1 |
2,188.38 |
2,188.38 |
2,172.97 |
2,198.77 |
PP |
2,150.61 |
2,150.61 |
2,150.61 |
2,155.81 |
S1 |
2,129.83 |
2,129.83 |
2,162.23 |
2,140.22 |
S2 |
2,092.06 |
2,092.06 |
2,156.87 |
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S3 |
2,033.51 |
2,071.28 |
2,151.50 |
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S4 |
1,974.96 |
2,012.73 |
2,135.40 |
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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 |
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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 |
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S3 |
1,975.47 |
2,016.11 |
2,137.28 |
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S4 |
1,864.39 |
1,905.03 |
2,106.74 |
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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 |
2,268.07 |
2,112.84 |
155.23 |
7.2% |
46.30 |
2.1% |
35% |
False |
True |
|
10 |
2,268.07 |
2,050.19 |
217.88 |
10.1% |
52.88 |
2.4% |
54% |
False |
False |
|
20 |
2,268.07 |
2,034.92 |
233.15 |
10.8% |
58.84 |
2.7% |
57% |
False |
False |
|
40 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
52.65 |
2.4% |
33% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
45.47 |
2.1% |
33% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
40.46 |
1.9% |
33% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
37.18 |
1.7% |
33% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
35.25 |
1.6% |
33% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,420.23 |
2.618 |
2,324.67 |
1.618 |
2,266.12 |
1.000 |
2,229.94 |
0.618 |
2,207.57 |
HIGH |
2,171.39 |
0.618 |
2,149.02 |
0.500 |
2,142.12 |
0.382 |
2,135.21 |
LOW |
2,112.84 |
0.618 |
2,076.66 |
1.000 |
2,054.29 |
1.618 |
2,018.11 |
2.618 |
1,959.56 |
4.250 |
1,864.00 |
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