| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,113.0 |
2,138.0 |
25.0 |
1.2% |
2,210.0 |
| High |
2,149.0 |
2,168.0 |
19.0 |
0.9% |
2,310.0 |
| Low |
2,098.0 |
2,114.0 |
16.0 |
0.8% |
2,183.0 |
| Close |
2,132.0 |
2,145.0 |
13.0 |
0.6% |
2,203.0 |
| Range |
51.0 |
54.0 |
3.0 |
5.9% |
127.0 |
| ATR |
82.6 |
80.5 |
-2.0 |
-2.5% |
0.0 |
| Volume |
14,888 |
13,697 |
-1,191 |
-8.0% |
19,003 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,304.3 |
2,278.7 |
2,174.7 |
|
| R3 |
2,250.3 |
2,224.7 |
2,159.9 |
|
| R2 |
2,196.3 |
2,196.3 |
2,154.9 |
|
| R1 |
2,170.7 |
2,170.7 |
2,150.0 |
2,183.5 |
| PP |
2,142.3 |
2,142.3 |
2,142.3 |
2,148.8 |
| S1 |
2,116.7 |
2,116.7 |
2,140.1 |
2,129.5 |
| S2 |
2,088.3 |
2,088.3 |
2,135.1 |
|
| S3 |
2,034.3 |
2,062.7 |
2,130.2 |
|
| S4 |
1,980.3 |
2,008.7 |
2,115.3 |
|
|
| 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 |
2,258.0 |
2,046.0 |
212.0 |
9.9% |
70.0 |
3.3% |
47% |
False |
False |
14,502 |
| 10 |
2,310.0 |
2,046.0 |
264.0 |
12.3% |
64.1 |
3.0% |
38% |
False |
False |
8,172 |
| 20 |
2,330.0 |
2,046.0 |
284.0 |
13.2% |
66.9 |
3.1% |
35% |
False |
False |
4,499 |
| 40 |
2,788.0 |
2,046.0 |
742.0 |
34.6% |
74.3 |
3.5% |
13% |
False |
False |
2,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,397.5 |
|
2.618 |
2,309.4 |
|
1.618 |
2,255.4 |
|
1.000 |
2,222.0 |
|
0.618 |
2,201.4 |
|
HIGH |
2,168.0 |
|
0.618 |
2,147.4 |
|
0.500 |
2,141.0 |
|
0.382 |
2,134.6 |
|
LOW |
2,114.0 |
|
0.618 |
2,080.6 |
|
1.000 |
2,060.0 |
|
1.618 |
2,026.6 |
|
2.618 |
1,972.6 |
|
4.250 |
1,884.5 |
|
|