| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,232.0 |
2,292.0 |
60.0 |
2.7% |
2,125.0 |
| High |
2,297.0 |
2,310.0 |
13.0 |
0.6% |
2,257.0 |
| Low |
2,226.0 |
2,250.0 |
24.0 |
1.1% |
2,108.0 |
| Close |
2,281.0 |
2,283.0 |
2.0 |
0.1% |
2,169.0 |
| Range |
71.0 |
60.0 |
-11.0 |
-15.5% |
149.0 |
| ATR |
78.9 |
77.6 |
-1.4 |
-1.7% |
0.0 |
| Volume |
1,359 |
4,572 |
3,213 |
236.4% |
6,747 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,461.0 |
2,432.0 |
2,316.0 |
|
| R3 |
2,401.0 |
2,372.0 |
2,299.5 |
|
| R2 |
2,341.0 |
2,341.0 |
2,294.0 |
|
| R1 |
2,312.0 |
2,312.0 |
2,288.5 |
2,296.5 |
| PP |
2,281.0 |
2,281.0 |
2,281.0 |
2,273.3 |
| S1 |
2,252.0 |
2,252.0 |
2,277.5 |
2,236.5 |
| S2 |
2,221.0 |
2,221.0 |
2,272.0 |
|
| S3 |
2,161.0 |
2,192.0 |
2,266.5 |
|
| S4 |
2,101.0 |
2,132.0 |
2,250.0 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.0 |
2,546.0 |
2,251.0 |
|
| R3 |
2,476.0 |
2,397.0 |
2,210.0 |
|
| R2 |
2,327.0 |
2,327.0 |
2,196.3 |
|
| R1 |
2,248.0 |
2,248.0 |
2,182.7 |
2,287.5 |
| PP |
2,178.0 |
2,178.0 |
2,178.0 |
2,197.8 |
| S1 |
2,099.0 |
2,099.0 |
2,155.3 |
2,138.5 |
| S2 |
2,029.0 |
2,029.0 |
2,141.7 |
|
| S3 |
1,880.0 |
1,950.0 |
2,128.0 |
|
| S4 |
1,731.0 |
1,801.0 |
2,087.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,310.0 |
2,130.0 |
180.0 |
7.9% |
58.2 |
2.5% |
85% |
True |
False |
1,843 |
| 10 |
2,310.0 |
2,108.0 |
202.0 |
8.8% |
67.1 |
2.9% |
87% |
True |
False |
1,645 |
| 20 |
2,430.0 |
2,070.0 |
360.0 |
15.8% |
87.3 |
3.8% |
59% |
False |
False |
1,235 |
| 40 |
2,858.0 |
2,070.0 |
788.0 |
34.5% |
71.8 |
3.1% |
27% |
False |
False |
869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,565.0 |
|
2.618 |
2,467.1 |
|
1.618 |
2,407.1 |
|
1.000 |
2,370.0 |
|
0.618 |
2,347.1 |
|
HIGH |
2,310.0 |
|
0.618 |
2,287.1 |
|
0.500 |
2,280.0 |
|
0.382 |
2,272.9 |
|
LOW |
2,250.0 |
|
0.618 |
2,212.9 |
|
1.000 |
2,190.0 |
|
1.618 |
2,152.9 |
|
2.618 |
2,092.9 |
|
4.250 |
1,995.0 |
|
|