Day Change Summary |
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Previous |
Current |
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02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
5,320.0 |
5,357.5 |
37.5 |
0.7% |
5,119.5 |
High |
5,360.0 |
5,430.0 |
70.0 |
1.3% |
5,430.0 |
Low |
5,320.0 |
5,349.0 |
29.0 |
0.5% |
5,103.0 |
Close |
5,346.5 |
5,395.0 |
48.5 |
0.9% |
5,395.0 |
Range |
40.0 |
81.0 |
41.0 |
102.5% |
327.0 |
ATR |
76.6 |
77.1 |
0.5 |
0.6% |
0.0 |
Volume |
3,986 |
7,650 |
3,664 |
91.9% |
13,632 |
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Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,634.5 |
5,595.5 |
5,439.5 |
|
R3 |
5,553.5 |
5,514.5 |
5,417.5 |
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R2 |
5,472.5 |
5,472.5 |
5,410.0 |
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R1 |
5,433.5 |
5,433.5 |
5,402.5 |
5,453.0 |
PP |
5,391.5 |
5,391.5 |
5,391.5 |
5,401.0 |
S1 |
5,352.5 |
5,352.5 |
5,387.5 |
5,372.0 |
S2 |
5,310.5 |
5,310.5 |
5,380.0 |
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S3 |
5,229.5 |
5,271.5 |
5,372.5 |
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S4 |
5,148.5 |
5,190.5 |
5,350.5 |
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Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,290.5 |
6,169.5 |
5,575.0 |
|
R3 |
5,963.5 |
5,842.5 |
5,485.0 |
|
R2 |
5,636.5 |
5,636.5 |
5,455.0 |
|
R1 |
5,515.5 |
5,515.5 |
5,425.0 |
5,576.0 |
PP |
5,309.5 |
5,309.5 |
5,309.5 |
5,339.5 |
S1 |
5,188.5 |
5,188.5 |
5,365.0 |
5,249.0 |
S2 |
4,982.5 |
4,982.5 |
5,335.0 |
|
S3 |
4,655.5 |
4,861.5 |
5,305.0 |
|
S4 |
4,328.5 |
4,534.5 |
5,215.0 |
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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 |
5,430.0 |
5,096.0 |
334.0 |
6.2% |
93.5 |
1.7% |
90% |
True |
False |
2,789 |
10 |
5,430.0 |
5,050.0 |
380.0 |
7.0% |
78.0 |
1.4% |
91% |
True |
False |
1,644 |
20 |
5,430.0 |
5,050.0 |
380.0 |
7.0% |
60.5 |
1.1% |
91% |
True |
False |
898 |
40 |
5,430.0 |
5,047.0 |
383.0 |
7.1% |
59.5 |
1.1% |
91% |
True |
False |
483 |
60 |
5,430.0 |
4,744.0 |
686.0 |
12.7% |
61.5 |
1.1% |
95% |
True |
False |
440 |
80 |
5,430.0 |
4,744.0 |
686.0 |
12.7% |
66.0 |
1.2% |
95% |
True |
False |
358 |
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Fibonacci Retracements and Extensions |
4.250 |
5,774.0 |
2.618 |
5,642.0 |
1.618 |
5,561.0 |
1.000 |
5,511.0 |
0.618 |
5,480.0 |
HIGH |
5,430.0 |
0.618 |
5,399.0 |
0.500 |
5,389.5 |
0.382 |
5,380.0 |
LOW |
5,349.0 |
0.618 |
5,299.0 |
1.000 |
5,268.0 |
1.618 |
5,218.0 |
2.618 |
5,137.0 |
4.250 |
5,005.0 |
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