Day Change Summary |
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Previous |
Current |
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|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,192.50 |
1,207.00 |
14.50 |
1.2% |
1,102.25 |
High |
1,217.75 |
1,216.25 |
-1.50 |
-0.1% |
1,176.50 |
Low |
1,191.00 |
1,190.50 |
-0.50 |
0.0% |
1,102.00 |
Close |
1,206.50 |
1,190.00 |
-16.50 |
-1.4% |
1,164.75 |
Range |
26.75 |
25.75 |
-1.00 |
-3.7% |
74.50 |
ATR |
35.29 |
34.61 |
-0.68 |
-1.9% |
0.00 |
Volume |
12 |
56 |
44 |
366.7% |
1,137 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.25 |
1,258.75 |
1,204.25 |
|
R3 |
1,250.50 |
1,233.00 |
1,197.00 |
|
R2 |
1,224.75 |
1,224.75 |
1,194.75 |
|
R1 |
1,207.25 |
1,207.25 |
1,192.25 |
1,203.00 |
PP |
1,199.00 |
1,199.00 |
1,199.00 |
1,196.75 |
S1 |
1,181.50 |
1,181.50 |
1,187.75 |
1,177.50 |
S2 |
1,173.25 |
1,173.25 |
1,185.25 |
|
S3 |
1,147.50 |
1,155.75 |
1,183.00 |
|
S4 |
1,121.75 |
1,130.00 |
1,175.75 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.25 |
1,342.50 |
1,205.75 |
|
R3 |
1,296.75 |
1,268.00 |
1,185.25 |
|
R2 |
1,222.25 |
1,222.25 |
1,178.50 |
|
R1 |
1,193.50 |
1,193.50 |
1,171.50 |
1,208.00 |
PP |
1,147.75 |
1,147.75 |
1,147.75 |
1,155.00 |
S1 |
1,119.00 |
1,119.00 |
1,158.00 |
1,133.50 |
S2 |
1,073.25 |
1,073.25 |
1,151.00 |
|
S3 |
998.75 |
1,044.50 |
1,144.25 |
|
S4 |
924.25 |
970.00 |
1,123.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,217.75 |
1,123.50 |
94.25 |
7.9% |
31.00 |
2.6% |
71% |
False |
False |
76 |
10 |
1,217.75 |
1,102.00 |
115.75 |
9.7% |
32.50 |
2.7% |
76% |
False |
False |
205 |
20 |
1,217.75 |
1,067.00 |
150.75 |
12.7% |
41.00 |
3.4% |
82% |
False |
False |
140 |
40 |
1,342.75 |
1,067.00 |
275.75 |
23.2% |
32.25 |
2.7% |
45% |
False |
False |
82 |
60 |
1,342.75 |
1,067.00 |
275.75 |
23.2% |
25.75 |
2.2% |
45% |
False |
False |
58 |
80 |
1,342.75 |
1,067.00 |
275.75 |
23.2% |
19.75 |
1.7% |
45% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.75 |
2.618 |
1,283.75 |
1.618 |
1,258.00 |
1.000 |
1,242.00 |
0.618 |
1,232.25 |
HIGH |
1,216.25 |
0.618 |
1,206.50 |
0.500 |
1,203.50 |
0.382 |
1,200.25 |
LOW |
1,190.50 |
0.618 |
1,174.50 |
1.000 |
1,164.75 |
1.618 |
1,148.75 |
2.618 |
1,123.00 |
4.250 |
1,081.00 |
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