Day Change Summary |
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Previous |
Current |
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02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,182.75 |
1,155.25 |
-27.50 |
-2.3% |
1,175.25 |
High |
1,191.50 |
1,155.25 |
-36.25 |
-3.0% |
1,217.75 |
Low |
1,158.25 |
1,125.25 |
-33.00 |
-2.8% |
1,158.25 |
Close |
1,158.00 |
1,153.25 |
-4.75 |
-0.4% |
1,158.00 |
Range |
33.25 |
30.00 |
-3.25 |
-9.8% |
59.50 |
ATR |
34.51 |
34.38 |
-0.13 |
-0.4% |
0.00 |
Volume |
16 |
69 |
53 |
331.3% |
366 |
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.50 |
1,224.00 |
1,169.75 |
|
R3 |
1,204.50 |
1,194.00 |
1,161.50 |
|
R2 |
1,174.50 |
1,174.50 |
1,158.75 |
|
R1 |
1,164.00 |
1,164.00 |
1,156.00 |
1,154.25 |
PP |
1,144.50 |
1,144.50 |
1,144.50 |
1,139.75 |
S1 |
1,134.00 |
1,134.00 |
1,150.50 |
1,124.25 |
S2 |
1,114.50 |
1,114.50 |
1,147.75 |
|
S3 |
1,084.50 |
1,104.00 |
1,145.00 |
|
S4 |
1,054.50 |
1,074.00 |
1,136.75 |
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|
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 |
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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 |
1,125.25 |
92.50 |
8.0% |
27.75 |
2.4% |
30% |
False |
True |
38 |
10 |
1,217.75 |
1,108.00 |
109.75 |
9.5% |
32.25 |
2.8% |
41% |
False |
False |
137 |
20 |
1,217.75 |
1,067.00 |
150.75 |
13.1% |
37.75 |
3.3% |
57% |
False |
False |
132 |
40 |
1,335.75 |
1,067.00 |
268.75 |
23.3% |
32.75 |
2.8% |
32% |
False |
False |
79 |
60 |
1,342.75 |
1,067.00 |
275.75 |
23.9% |
26.75 |
2.3% |
31% |
False |
False |
59 |
80 |
1,342.75 |
1,067.00 |
275.75 |
23.9% |
20.50 |
1.8% |
31% |
False |
False |
45 |
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Fibonacci Retracements and Extensions |
4.250 |
1,282.75 |
2.618 |
1,233.75 |
1.618 |
1,203.75 |
1.000 |
1,185.25 |
0.618 |
1,173.75 |
HIGH |
1,155.25 |
0.618 |
1,143.75 |
0.500 |
1,140.25 |
0.382 |
1,136.75 |
LOW |
1,125.25 |
0.618 |
1,106.75 |
1.000 |
1,095.25 |
1.618 |
1,076.75 |
2.618 |
1,046.75 |
4.250 |
997.75 |
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