Day Change Summary |
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Previous |
Current |
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31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,119.5 |
5,229.0 |
109.5 |
2.1% |
5,192.5 |
High |
5,206.0 |
5,343.0 |
137.0 |
2.6% |
5,213.5 |
Low |
5,103.0 |
5,199.5 |
96.5 |
1.9% |
5,050.0 |
Close |
5,179.0 |
5,336.5 |
157.5 |
3.0% |
5,184.5 |
Range |
103.0 |
143.5 |
40.5 |
39.3% |
163.5 |
ATR |
73.0 |
79.5 |
6.5 |
8.9% |
0.0 |
Volume |
271 |
1,725 |
1,454 |
536.5% |
2,793 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,723.5 |
5,673.5 |
5,415.5 |
|
R3 |
5,580.0 |
5,530.0 |
5,376.0 |
|
R2 |
5,436.5 |
5,436.5 |
5,363.0 |
|
R1 |
5,386.5 |
5,386.5 |
5,349.5 |
5,411.5 |
PP |
5,293.0 |
5,293.0 |
5,293.0 |
5,305.5 |
S1 |
5,243.0 |
5,243.0 |
5,323.5 |
5,268.0 |
S2 |
5,149.5 |
5,149.5 |
5,310.0 |
|
S3 |
5,006.0 |
5,099.5 |
5,297.0 |
|
S4 |
4,862.5 |
4,956.0 |
5,257.5 |
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|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,640.0 |
5,575.5 |
5,274.5 |
|
R3 |
5,476.5 |
5,412.0 |
5,229.5 |
|
R2 |
5,313.0 |
5,313.0 |
5,214.5 |
|
R1 |
5,248.5 |
5,248.5 |
5,199.5 |
5,199.0 |
PP |
5,149.5 |
5,149.5 |
5,149.5 |
5,124.5 |
S1 |
5,085.0 |
5,085.0 |
5,169.5 |
5,035.5 |
S2 |
4,986.0 |
4,986.0 |
5,154.5 |
|
S3 |
4,822.5 |
4,921.5 |
5,139.5 |
|
S4 |
4,659.0 |
4,758.0 |
5,094.5 |
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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 |
5,343.0 |
5,050.0 |
293.0 |
5.5% |
98.5 |
1.8% |
98% |
True |
False |
939 |
10 |
5,343.0 |
5,050.0 |
293.0 |
5.5% |
83.0 |
1.6% |
98% |
True |
False |
583 |
20 |
5,363.5 |
5,050.0 |
313.5 |
5.9% |
56.5 |
1.1% |
91% |
False |
False |
319 |
40 |
5,363.5 |
4,949.5 |
414.0 |
7.8% |
58.5 |
1.1% |
93% |
False |
False |
196 |
60 |
5,363.5 |
4,744.0 |
619.5 |
11.6% |
62.0 |
1.2% |
96% |
False |
False |
261 |
80 |
5,363.5 |
4,744.0 |
619.5 |
11.6% |
66.5 |
1.2% |
96% |
False |
False |
216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,953.0 |
2.618 |
5,718.5 |
1.618 |
5,575.0 |
1.000 |
5,486.5 |
0.618 |
5,431.5 |
HIGH |
5,343.0 |
0.618 |
5,288.0 |
0.500 |
5,271.0 |
0.382 |
5,254.5 |
LOW |
5,199.5 |
0.618 |
5,111.0 |
1.000 |
5,056.0 |
1.618 |
4,967.5 |
2.618 |
4,824.0 |
4.250 |
4,589.5 |
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