| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
8,770 |
8,710 |
-60 |
-0.7% |
8,795 |
| High |
8,795 |
8,835 |
40 |
0.5% |
9,045 |
| Low |
8,545 |
8,665 |
120 |
1.4% |
8,765 |
| Close |
8,690 |
8,825 |
135 |
1.6% |
8,795 |
| Range |
250 |
170 |
-80 |
-32.0% |
280 |
| ATR |
157 |
158 |
1 |
0.6% |
0 |
| Volume |
20,237 |
14,919 |
-5,318 |
-26.3% |
5,296 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,285 |
9,225 |
8,919 |
|
| R3 |
9,115 |
9,055 |
8,872 |
|
| R2 |
8,945 |
8,945 |
8,856 |
|
| R1 |
8,885 |
8,885 |
8,841 |
8,915 |
| PP |
8,775 |
8,775 |
8,775 |
8,790 |
| S1 |
8,715 |
8,715 |
8,810 |
8,745 |
| S2 |
8,605 |
8,605 |
8,794 |
|
| S3 |
8,435 |
8,545 |
8,778 |
|
| S4 |
8,265 |
8,375 |
8,732 |
|
|
| 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 |
5.7% |
168 |
1.9% |
56% |
False |
False |
8,059 |
| 10 |
9,045 |
8,545 |
500 |
5.7% |
148 |
1.7% |
56% |
False |
False |
4,061 |
| 20 |
9,135 |
8,545 |
590 |
6.7% |
155 |
1.8% |
47% |
False |
False |
2,077 |
| 40 |
10,120 |
8,545 |
1,575 |
17.8% |
112 |
1.3% |
18% |
False |
False |
1,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,558 |
|
2.618 |
9,280 |
|
1.618 |
9,110 |
|
1.000 |
9,005 |
|
0.618 |
8,940 |
|
HIGH |
8,835 |
|
0.618 |
8,770 |
|
0.500 |
8,750 |
|
0.382 |
8,730 |
|
LOW |
8,665 |
|
0.618 |
8,560 |
|
1.000 |
8,495 |
|
1.618 |
8,390 |
|
2.618 |
8,220 |
|
4.250 |
7,943 |
|
|