Day Change Summary |
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Previous |
Current |
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31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1,765.00 |
1,771.75 |
6.75 |
0.4% |
1,827.00 |
High |
1,778.50 |
1,822.00 |
43.50 |
2.4% |
1,839.75 |
Low |
1,752.25 |
1,769.75 |
17.50 |
1.0% |
1,741.00 |
Close |
1,763.75 |
1,817.50 |
53.75 |
3.0% |
1,786.75 |
Range |
26.25 |
52.25 |
26.00 |
99.0% |
98.75 |
ATR |
35.76 |
37.37 |
1.61 |
4.5% |
0.00 |
Volume |
1,748 |
930 |
-818 |
-46.8% |
3,359 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,959.75 |
1,941.00 |
1,846.25 |
|
R3 |
1,907.50 |
1,888.75 |
1,831.75 |
|
R2 |
1,855.25 |
1,855.25 |
1,827.00 |
|
R1 |
1,836.50 |
1,836.50 |
1,822.25 |
1,846.00 |
PP |
1,803.00 |
1,803.00 |
1,803.00 |
1,807.75 |
S1 |
1,784.25 |
1,784.25 |
1,812.75 |
1,793.50 |
S2 |
1,750.75 |
1,750.75 |
1,808.00 |
|
S3 |
1,698.50 |
1,732.00 |
1,803.25 |
|
S4 |
1,646.25 |
1,679.75 |
1,788.75 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,085.50 |
2,034.75 |
1,841.00 |
|
R3 |
1,986.75 |
1,936.00 |
1,814.00 |
|
R2 |
1,888.00 |
1,888.00 |
1,804.75 |
|
R1 |
1,837.25 |
1,837.25 |
1,795.75 |
1,813.25 |
PP |
1,789.25 |
1,789.25 |
1,789.25 |
1,777.00 |
S1 |
1,738.50 |
1,738.50 |
1,777.75 |
1,714.50 |
S2 |
1,690.50 |
1,690.50 |
1,768.75 |
|
S3 |
1,591.75 |
1,639.75 |
1,759.50 |
|
S4 |
1,493.00 |
1,541.00 |
1,732.50 |
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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 |
1,822.00 |
1,741.00 |
81.00 |
4.5% |
40.75 |
2.2% |
94% |
True |
False |
1,376 |
10 |
1,847.50 |
1,741.00 |
106.50 |
5.9% |
38.25 |
2.1% |
72% |
False |
False |
920 |
20 |
1,915.25 |
1,741.00 |
174.25 |
9.6% |
35.25 |
1.9% |
44% |
False |
False |
562 |
40 |
1,915.25 |
1,741.00 |
174.25 |
9.6% |
34.75 |
1.9% |
44% |
False |
False |
324 |
60 |
1,938.00 |
1,696.25 |
241.75 |
13.3% |
35.50 |
2.0% |
50% |
False |
False |
245 |
80 |
1,971.00 |
1,696.25 |
274.75 |
15.1% |
36.25 |
2.0% |
44% |
False |
False |
186 |
100 |
2,045.50 |
1,696.25 |
349.25 |
19.2% |
32.75 |
1.8% |
35% |
False |
False |
149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,044.00 |
2.618 |
1,958.75 |
1.618 |
1,906.50 |
1.000 |
1,874.25 |
0.618 |
1,854.25 |
HIGH |
1,822.00 |
0.618 |
1,802.00 |
0.500 |
1,796.00 |
0.382 |
1,789.75 |
LOW |
1,769.75 |
0.618 |
1,737.50 |
1.000 |
1,717.50 |
1.618 |
1,685.25 |
2.618 |
1,633.00 |
4.250 |
1,547.75 |
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