Day Change Summary |
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Previous |
Current |
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01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,550 |
11,390 |
-160 |
-1.4% |
11,218 |
High |
11,625 |
11,414 |
-211 |
-1.8% |
11,625 |
Low |
11,393 |
11,125 |
-268 |
-2.4% |
11,125 |
Close |
11,393 |
11,135 |
-258 |
-2.3% |
11,135 |
Range |
232 |
289 |
57 |
24.6% |
500 |
ATR |
292 |
292 |
0 |
-0.1% |
0 |
Volume |
669 |
1,138 |
469 |
70.1% |
3,220 |
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Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,092 |
11,902 |
11,294 |
|
R3 |
11,803 |
11,613 |
11,215 |
|
R2 |
11,514 |
11,514 |
11,188 |
|
R1 |
11,324 |
11,324 |
11,162 |
11,275 |
PP |
11,225 |
11,225 |
11,225 |
11,200 |
S1 |
11,035 |
11,035 |
11,109 |
10,986 |
S2 |
10,936 |
10,936 |
11,082 |
|
S3 |
10,647 |
10,746 |
11,056 |
|
S4 |
10,358 |
10,457 |
10,976 |
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Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,795 |
12,465 |
11,410 |
|
R3 |
12,295 |
11,965 |
11,273 |
|
R2 |
11,795 |
11,795 |
11,227 |
|
R1 |
11,465 |
11,465 |
11,181 |
11,380 |
PP |
11,295 |
11,295 |
11,295 |
11,253 |
S1 |
10,965 |
10,965 |
11,089 |
10,880 |
S2 |
10,795 |
10,795 |
11,043 |
|
S3 |
10,295 |
10,465 |
10,998 |
|
S4 |
9,795 |
9,965 |
10,860 |
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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 |
11,625 |
11,125 |
500 |
4.5% |
231 |
2.1% |
2% |
False |
True |
644 |
10 |
11,625 |
10,651 |
974 |
8.7% |
272 |
2.4% |
50% |
False |
False |
504 |
20 |
11,625 |
10,370 |
1,255 |
11.3% |
347 |
3.1% |
61% |
False |
False |
364 |
40 |
12,675 |
10,370 |
2,305 |
20.7% |
283 |
2.5% |
33% |
False |
False |
237 |
60 |
12,675 |
10,370 |
2,305 |
20.7% |
229 |
2.1% |
33% |
False |
False |
187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,642 |
2.618 |
12,171 |
1.618 |
11,882 |
1.000 |
11,703 |
0.618 |
11,593 |
HIGH |
11,414 |
0.618 |
11,304 |
0.500 |
11,270 |
0.382 |
11,236 |
LOW |
11,125 |
0.618 |
10,947 |
1.000 |
10,836 |
1.618 |
10,658 |
2.618 |
10,369 |
4.250 |
9,897 |
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