Day Change Summary |
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Previous |
Current |
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06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4,090.0 |
4,150.0 |
60.0 |
1.5% |
4,247.0 |
High |
4,110.0 |
4,206.0 |
96.0 |
2.3% |
4,356.0 |
Low |
4,075.0 |
4,141.0 |
66.0 |
1.6% |
4,243.0 |
Close |
4,083.0 |
4,206.0 |
123.0 |
3.0% |
4,247.0 |
Range |
35.0 |
65.0 |
30.0 |
85.7% |
113.0 |
ATR |
71.4 |
75.1 |
3.7 |
5.2% |
0.0 |
Volume |
1,070 |
1,188 |
118 |
11.0% |
2,308 |
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Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,379.3 |
4,357.7 |
4,241.8 |
|
R3 |
4,314.3 |
4,292.7 |
4,223.9 |
|
R2 |
4,249.3 |
4,249.3 |
4,217.9 |
|
R1 |
4,227.7 |
4,227.7 |
4,212.0 |
4,238.5 |
PP |
4,184.3 |
4,184.3 |
4,184.3 |
4,189.8 |
S1 |
4,162.7 |
4,162.7 |
4,200.0 |
4,173.5 |
S2 |
4,119.3 |
4,119.3 |
4,194.1 |
|
S3 |
4,054.3 |
4,097.7 |
4,188.1 |
|
S4 |
3,989.3 |
4,032.7 |
4,170.3 |
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Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,621.0 |
4,547.0 |
4,309.2 |
|
R3 |
4,508.0 |
4,434.0 |
4,278.1 |
|
R2 |
4,395.0 |
4,395.0 |
4,267.7 |
|
R1 |
4,321.0 |
4,321.0 |
4,257.4 |
4,303.5 |
PP |
4,282.0 |
4,282.0 |
4,282.0 |
4,273.3 |
S1 |
4,208.0 |
4,208.0 |
4,236.6 |
4,190.5 |
S2 |
4,169.0 |
4,169.0 |
4,226.3 |
|
S3 |
4,056.0 |
4,095.0 |
4,215.9 |
|
S4 |
3,943.0 |
3,982.0 |
4,184.9 |
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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 |
4,356.0 |
4,075.0 |
281.0 |
6.7% |
42.4 |
1.0% |
47% |
False |
False |
649 |
10 |
4,356.0 |
4,075.0 |
281.0 |
6.7% |
39.7 |
0.9% |
47% |
False |
False |
709 |
20 |
4,356.0 |
4,043.0 |
313.0 |
7.4% |
49.0 |
1.2% |
52% |
False |
False |
424 |
40 |
4,595.0 |
3,730.0 |
865.0 |
20.6% |
48.9 |
1.2% |
55% |
False |
False |
312 |
60 |
4,656.0 |
3,730.0 |
926.0 |
22.0% |
36.4 |
0.9% |
51% |
False |
False |
254 |
|
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Fibonacci Retracements and Extensions |
4.250 |
4,482.3 |
2.618 |
4,376.2 |
1.618 |
4,311.2 |
1.000 |
4,271.0 |
0.618 |
4,246.2 |
HIGH |
4,206.0 |
0.618 |
4,181.2 |
0.500 |
4,173.5 |
0.382 |
4,165.8 |
LOW |
4,141.0 |
0.618 |
4,100.8 |
1.000 |
4,076.0 |
1.618 |
4,035.8 |
2.618 |
3,970.8 |
4.250 |
3,864.8 |
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