| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,292.0 |
2,251.0 |
-41.0 |
-1.8% |
2,210.0 |
| High |
2,310.0 |
2,258.0 |
-52.0 |
-2.3% |
2,310.0 |
| Low |
2,250.0 |
2,183.0 |
-67.0 |
-3.0% |
2,183.0 |
| Close |
2,283.0 |
2,203.0 |
-80.0 |
-3.5% |
2,203.0 |
| Range |
60.0 |
75.0 |
15.0 |
25.0% |
127.0 |
| ATR |
77.6 |
79.2 |
1.6 |
2.1% |
0.0 |
| Volume |
4,572 |
11,300 |
6,728 |
147.2% |
19,003 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.7 |
2,396.3 |
2,244.3 |
|
| R3 |
2,364.7 |
2,321.3 |
2,223.6 |
|
| R2 |
2,289.7 |
2,289.7 |
2,216.8 |
|
| R1 |
2,246.3 |
2,246.3 |
2,209.9 |
2,230.5 |
| PP |
2,214.7 |
2,214.7 |
2,214.7 |
2,206.8 |
| S1 |
2,171.3 |
2,171.3 |
2,196.1 |
2,155.5 |
| S2 |
2,139.7 |
2,139.7 |
2,189.3 |
|
| S3 |
2,064.7 |
2,096.3 |
2,182.4 |
|
| S4 |
1,989.7 |
2,021.3 |
2,161.8 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,613.0 |
2,535.0 |
2,272.9 |
|
| R3 |
2,486.0 |
2,408.0 |
2,237.9 |
|
| R2 |
2,359.0 |
2,359.0 |
2,226.3 |
|
| R1 |
2,281.0 |
2,281.0 |
2,214.6 |
2,256.5 |
| PP |
2,232.0 |
2,232.0 |
2,232.0 |
2,219.8 |
| S1 |
2,154.0 |
2,154.0 |
2,191.4 |
2,129.5 |
| S2 |
2,105.0 |
2,105.0 |
2,179.7 |
|
| S3 |
1,978.0 |
2,027.0 |
2,168.1 |
|
| S4 |
1,851.0 |
1,900.0 |
2,133.2 |
|
|
| 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 |
2,183.0 |
127.0 |
5.8% |
58.0 |
2.6% |
16% |
False |
True |
3,800 |
| 10 |
2,310.0 |
2,108.0 |
202.0 |
9.2% |
67.2 |
3.1% |
47% |
False |
False |
2,575 |
| 20 |
2,411.0 |
2,070.0 |
341.0 |
15.5% |
85.2 |
3.9% |
39% |
False |
False |
1,696 |
| 40 |
2,788.0 |
2,070.0 |
718.0 |
32.6% |
71.9 |
3.3% |
19% |
False |
False |
1,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.8 |
|
2.618 |
2,454.4 |
|
1.618 |
2,379.4 |
|
1.000 |
2,333.0 |
|
0.618 |
2,304.4 |
|
HIGH |
2,258.0 |
|
0.618 |
2,229.4 |
|
0.500 |
2,220.5 |
|
0.382 |
2,211.7 |
|
LOW |
2,183.0 |
|
0.618 |
2,136.7 |
|
1.000 |
2,108.0 |
|
1.618 |
2,061.7 |
|
2.618 |
1,986.7 |
|
4.250 |
1,864.3 |
|
|