Day Change Summary |
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Previous |
Current |
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|
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31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,857.0 |
5,950.0 |
93.0 |
1.6% |
6,028.5 |
High |
5,940.0 |
6,096.0 |
156.0 |
2.6% |
6,062.0 |
Low |
5,830.0 |
5,895.0 |
65.0 |
1.1% |
5,850.0 |
Close |
5,918.0 |
6,084.5 |
166.5 |
2.8% |
5,963.5 |
Range |
110.0 |
201.0 |
91.0 |
82.7% |
212.0 |
ATR |
103.3 |
110.3 |
7.0 |
6.7% |
0.0 |
Volume |
662 |
701 |
39 |
5.9% |
4,340 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,628.2 |
6,557.3 |
6,195.1 |
|
R3 |
6,427.2 |
6,356.3 |
6,139.8 |
|
R2 |
6,226.2 |
6,226.2 |
6,121.4 |
|
R1 |
6,155.3 |
6,155.3 |
6,102.9 |
6,190.8 |
PP |
6,025.2 |
6,025.2 |
6,025.2 |
6,042.9 |
S1 |
5,954.3 |
5,954.3 |
6,066.1 |
5,989.8 |
S2 |
5,824.2 |
5,824.2 |
6,047.7 |
|
S3 |
5,623.2 |
5,753.3 |
6,029.2 |
|
S4 |
5,422.2 |
5,552.3 |
5,974.0 |
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|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,594.5 |
6,491.0 |
6,080.1 |
|
R3 |
6,382.5 |
6,279.0 |
6,021.8 |
|
R2 |
6,170.5 |
6,170.5 |
6,002.4 |
|
R1 |
6,067.0 |
6,067.0 |
5,982.9 |
6,012.8 |
PP |
5,958.5 |
5,958.5 |
5,958.5 |
5,931.4 |
S1 |
5,855.0 |
5,855.0 |
5,944.1 |
5,800.8 |
S2 |
5,746.5 |
5,746.5 |
5,924.6 |
|
S3 |
5,534.5 |
5,643.0 |
5,905.2 |
|
S4 |
5,322.5 |
5,431.0 |
5,846.9 |
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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 |
6,096.0 |
5,830.0 |
266.0 |
4.4% |
122.1 |
2.0% |
96% |
True |
False |
920 |
10 |
6,240.0 |
5,830.0 |
410.0 |
6.7% |
114.7 |
1.9% |
62% |
False |
False |
749 |
20 |
6,394.5 |
5,830.0 |
564.5 |
9.3% |
100.0 |
1.6% |
45% |
False |
False |
502 |
40 |
6,394.5 |
5,830.0 |
564.5 |
9.3% |
99.0 |
1.6% |
45% |
False |
False |
489 |
60 |
6,394.5 |
5,818.0 |
576.5 |
9.5% |
102.0 |
1.7% |
46% |
False |
False |
1,141 |
80 |
6,394.5 |
5,625.0 |
769.5 |
12.6% |
109.7 |
1.8% |
60% |
False |
False |
1,020 |
100 |
6,394.5 |
5,602.5 |
792.0 |
13.0% |
112.2 |
1.8% |
61% |
False |
False |
876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,950.3 |
2.618 |
6,622.2 |
1.618 |
6,421.2 |
1.000 |
6,297.0 |
0.618 |
6,220.2 |
HIGH |
6,096.0 |
0.618 |
6,019.2 |
0.500 |
5,995.5 |
0.382 |
5,971.8 |
LOW |
5,895.0 |
0.618 |
5,770.8 |
1.000 |
5,694.0 |
1.618 |
5,569.8 |
2.618 |
5,368.8 |
4.250 |
5,040.8 |
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