| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
8,940 |
8,770 |
-170 |
-1.9% |
8,795 |
| High |
8,965 |
8,795 |
-170 |
-1.9% |
9,045 |
| Low |
8,765 |
8,545 |
-220 |
-2.5% |
8,765 |
| Close |
8,795 |
8,690 |
-105 |
-1.2% |
8,795 |
| Range |
200 |
250 |
50 |
25.0% |
280 |
| ATR |
150 |
157 |
7 |
4.8% |
0 |
| Volume |
2,409 |
20,237 |
17,828 |
740.1% |
5,296 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,427 |
9,308 |
8,828 |
|
| R3 |
9,177 |
9,058 |
8,759 |
|
| R2 |
8,927 |
8,927 |
8,736 |
|
| R1 |
8,808 |
8,808 |
8,713 |
8,743 |
| PP |
8,677 |
8,677 |
8,677 |
8,644 |
| S1 |
8,558 |
8,558 |
8,667 |
8,493 |
| S2 |
8,427 |
8,427 |
8,644 |
|
| S3 |
8,177 |
8,308 |
8,621 |
|
| S4 |
7,927 |
8,058 |
8,553 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,708 |
9,532 |
8,949 |
|
| R3 |
9,428 |
9,252 |
8,872 |
|
| R2 |
9,148 |
9,148 |
8,846 |
|
| R1 |
8,972 |
8,972 |
8,821 |
8,935 |
| PP |
8,868 |
8,868 |
8,868 |
8,850 |
| S1 |
8,692 |
8,692 |
8,769 |
8,655 |
| S2 |
8,588 |
8,588 |
8,744 |
|
| S3 |
8,308 |
8,412 |
8,718 |
|
| S4 |
8,028 |
8,132 |
8,641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,045 |
8,545 |
500 |
5.8% |
148 |
1.7% |
29% |
False |
True |
5,097 |
| 10 |
9,045 |
8,545 |
500 |
5.8% |
142 |
1.6% |
29% |
False |
True |
2,570 |
| 20 |
9,135 |
8,545 |
590 |
6.8% |
167 |
1.9% |
25% |
False |
True |
1,332 |
| 40 |
10,120 |
8,545 |
1,575 |
18.1% |
108 |
1.2% |
9% |
False |
True |
672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,858 |
|
2.618 |
9,450 |
|
1.618 |
9,200 |
|
1.000 |
9,045 |
|
0.618 |
8,950 |
|
HIGH |
8,795 |
|
0.618 |
8,700 |
|
0.500 |
8,670 |
|
0.382 |
8,641 |
|
LOW |
8,545 |
|
0.618 |
8,391 |
|
1.000 |
8,295 |
|
1.618 |
8,141 |
|
2.618 |
7,891 |
|
4.250 |
7,483 |
|
|