Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,207.00 |
1,182.75 |
-24.25 |
-2.0% |
1,175.25 |
High |
1,216.25 |
1,191.50 |
-24.75 |
-2.0% |
1,217.75 |
Low |
1,190.50 |
1,158.25 |
-32.25 |
-2.7% |
1,158.25 |
Close |
1,190.00 |
1,158.00 |
-32.00 |
-2.7% |
1,158.00 |
Range |
25.75 |
33.25 |
7.50 |
29.1% |
59.50 |
ATR |
34.61 |
34.51 |
-0.10 |
-0.3% |
0.00 |
Volume |
56 |
16 |
-40 |
-71.4% |
366 |
|
Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.00 |
1,246.75 |
1,176.25 |
|
R3 |
1,235.75 |
1,213.50 |
1,167.25 |
|
R2 |
1,202.50 |
1,202.50 |
1,164.00 |
|
R1 |
1,180.25 |
1,180.25 |
1,161.00 |
1,174.75 |
PP |
1,169.25 |
1,169.25 |
1,169.25 |
1,166.50 |
S1 |
1,147.00 |
1,147.00 |
1,155.00 |
1,141.50 |
S2 |
1,136.00 |
1,136.00 |
1,152.00 |
|
S3 |
1,102.75 |
1,113.75 |
1,148.75 |
|
S4 |
1,069.50 |
1,080.50 |
1,139.75 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.50 |
1,316.75 |
1,190.75 |
|
R3 |
1,297.00 |
1,257.25 |
1,174.25 |
|
R2 |
1,237.50 |
1,237.50 |
1,169.00 |
|
R1 |
1,197.75 |
1,197.75 |
1,163.50 |
1,188.00 |
PP |
1,178.00 |
1,178.00 |
1,178.00 |
1,173.00 |
S1 |
1,138.25 |
1,138.25 |
1,152.50 |
1,128.50 |
S2 |
1,118.50 |
1,118.50 |
1,147.00 |
|
S3 |
1,059.00 |
1,078.75 |
1,141.75 |
|
S4 |
999.50 |
1,019.25 |
1,125.25 |
|
|
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 |
1,158.25 |
59.50 |
5.1% |
28.75 |
2.5% |
0% |
False |
True |
73 |
10 |
1,217.75 |
1,102.00 |
115.75 |
10.0% |
32.50 |
2.8% |
48% |
False |
False |
150 |
20 |
1,217.75 |
1,067.00 |
150.75 |
13.0% |
40.00 |
3.5% |
60% |
False |
False |
137 |
40 |
1,335.75 |
1,067.00 |
268.75 |
23.2% |
32.50 |
2.8% |
34% |
False |
False |
80 |
60 |
1,342.75 |
1,067.00 |
275.75 |
23.8% |
26.25 |
2.3% |
33% |
False |
False |
58 |
80 |
1,342.75 |
1,067.00 |
275.75 |
23.8% |
20.00 |
1.7% |
33% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.75 |
2.618 |
1,278.50 |
1.618 |
1,245.25 |
1.000 |
1,224.75 |
0.618 |
1,212.00 |
HIGH |
1,191.50 |
0.618 |
1,178.75 |
0.500 |
1,175.00 |
0.382 |
1,171.00 |
LOW |
1,158.25 |
0.618 |
1,137.75 |
1.000 |
1,125.00 |
1.618 |
1,104.50 |
2.618 |
1,071.25 |
4.250 |
1,017.00 |
|
|