| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,800 |
2,846 |
46 |
1.6% |
2,949 |
| High |
2,866 |
2,879 |
13 |
0.5% |
3,039 |
| Low |
2,784 |
2,824 |
40 |
1.4% |
2,792 |
| Close |
2,815 |
2,849 |
34 |
1.2% |
2,819 |
| Range |
82 |
55 |
-27 |
-32.9% |
247 |
| ATR |
89 |
87 |
-2 |
-2.0% |
0 |
| Volume |
564 |
765 |
201 |
35.6% |
4,756 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016 |
2,987 |
2,879 |
|
| R3 |
2,961 |
2,932 |
2,864 |
|
| R2 |
2,906 |
2,906 |
2,859 |
|
| R1 |
2,877 |
2,877 |
2,854 |
2,892 |
| PP |
2,851 |
2,851 |
2,851 |
2,858 |
| S1 |
2,822 |
2,822 |
2,844 |
2,837 |
| S2 |
2,796 |
2,796 |
2,839 |
|
| S3 |
2,741 |
2,767 |
2,834 |
|
| S4 |
2,686 |
2,712 |
2,819 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,624 |
3,469 |
2,955 |
|
| R3 |
3,377 |
3,222 |
2,887 |
|
| R2 |
3,130 |
3,130 |
2,864 |
|
| R1 |
2,975 |
2,975 |
2,842 |
2,929 |
| PP |
2,883 |
2,883 |
2,883 |
2,861 |
| S1 |
2,728 |
2,728 |
2,796 |
2,682 |
| S2 |
2,636 |
2,636 |
2,774 |
|
| S3 |
2,389 |
2,481 |
2,751 |
|
| S4 |
2,142 |
2,234 |
2,683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,013 |
2,784 |
229 |
8.0% |
93 |
3.3% |
28% |
False |
False |
973 |
| 10 |
3,039 |
2,731 |
308 |
10.8% |
92 |
3.2% |
38% |
False |
False |
925 |
| 20 |
3,039 |
2,725 |
314 |
11.0% |
83 |
2.9% |
39% |
False |
False |
1,110 |
| 40 |
3,039 |
2,497 |
542 |
19.0% |
76 |
2.7% |
65% |
False |
False |
961 |
| 60 |
3,039 |
2,466 |
573 |
20.1% |
69 |
2.4% |
67% |
False |
False |
849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,113 |
|
2.618 |
3,023 |
|
1.618 |
2,968 |
|
1.000 |
2,934 |
|
0.618 |
2,913 |
|
HIGH |
2,879 |
|
0.618 |
2,858 |
|
0.500 |
2,852 |
|
0.382 |
2,845 |
|
LOW |
2,824 |
|
0.618 |
2,790 |
|
1.000 |
2,769 |
|
1.618 |
2,735 |
|
2.618 |
2,680 |
|
4.250 |
2,590 |
|
|