| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
05-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,251.0 |
2,165.0 |
-86.0 |
-3.8% |
2,210.0 |
| High |
2,258.0 |
2,165.0 |
-93.0 |
-4.1% |
2,310.0 |
| Low |
2,183.0 |
2,068.0 |
-115.0 |
-5.3% |
2,183.0 |
| Close |
2,203.0 |
2,095.0 |
-108.0 |
-4.9% |
2,203.0 |
| Range |
75.0 |
97.0 |
22.0 |
29.3% |
127.0 |
| ATR |
79.2 |
83.2 |
4.0 |
5.0% |
0.0 |
| Volume |
11,300 |
10,739 |
-561 |
-5.0% |
19,003 |
|
| Daily Pivots for day following 05-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.3 |
2,344.7 |
2,148.4 |
|
| R3 |
2,303.3 |
2,247.7 |
2,121.7 |
|
| R2 |
2,206.3 |
2,206.3 |
2,112.8 |
|
| R1 |
2,150.7 |
2,150.7 |
2,103.9 |
2,130.0 |
| PP |
2,109.3 |
2,109.3 |
2,109.3 |
2,099.0 |
| S1 |
2,053.7 |
2,053.7 |
2,086.1 |
2,033.0 |
| S2 |
2,012.3 |
2,012.3 |
2,077.2 |
|
| S3 |
1,915.3 |
1,956.7 |
2,068.3 |
|
| S4 |
1,818.3 |
1,859.7 |
2,041.7 |
|
|
| 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 |
2,068.0 |
242.0 |
11.6% |
70.0 |
3.3% |
11% |
False |
True |
5,759 |
| 10 |
2,310.0 |
2,068.0 |
242.0 |
11.6% |
67.2 |
3.2% |
11% |
False |
True |
3,549 |
| 20 |
2,330.0 |
2,068.0 |
262.0 |
12.5% |
80.8 |
3.9% |
10% |
False |
True |
2,171 |
| 40 |
2,788.0 |
2,068.0 |
720.0 |
34.4% |
72.2 |
3.4% |
4% |
False |
True |
1,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,577.3 |
|
2.618 |
2,418.9 |
|
1.618 |
2,321.9 |
|
1.000 |
2,262.0 |
|
0.618 |
2,224.9 |
|
HIGH |
2,165.0 |
|
0.618 |
2,127.9 |
|
0.500 |
2,116.5 |
|
0.382 |
2,105.1 |
|
LOW |
2,068.0 |
|
0.618 |
2,008.1 |
|
1.000 |
1,971.0 |
|
1.618 |
1,911.1 |
|
2.618 |
1,814.1 |
|
4.250 |
1,655.8 |
|
|