| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
11,539 |
11,500 |
-39 |
-0.3% |
11,595 |
| High |
11,788 |
11,555 |
-233 |
-2.0% |
11,708 |
| Low |
11,462 |
11,417 |
-45 |
-0.4% |
11,337 |
| Close |
11,510 |
11,537 |
27 |
0.2% |
11,536 |
| Range |
326 |
138 |
-188 |
-57.7% |
371 |
| ATR |
221 |
215 |
-6 |
-2.7% |
0 |
| Volume |
524 |
1,371 |
847 |
161.6% |
3,730 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,917 |
11,865 |
11,613 |
|
| R3 |
11,779 |
11,727 |
11,575 |
|
| R2 |
11,641 |
11,641 |
11,562 |
|
| R1 |
11,589 |
11,589 |
11,550 |
11,615 |
| PP |
11,503 |
11,503 |
11,503 |
11,516 |
| S1 |
11,451 |
11,451 |
11,524 |
11,477 |
| S2 |
11,365 |
11,365 |
11,512 |
|
| S3 |
11,227 |
11,313 |
11,499 |
|
| S4 |
11,089 |
11,175 |
11,461 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,640 |
12,459 |
11,740 |
|
| R3 |
12,269 |
12,088 |
11,638 |
|
| R2 |
11,898 |
11,898 |
11,604 |
|
| R1 |
11,717 |
11,717 |
11,570 |
11,622 |
| PP |
11,527 |
11,527 |
11,527 |
11,480 |
| S1 |
11,346 |
11,346 |
11,502 |
11,251 |
| S2 |
11,156 |
11,156 |
11,468 |
|
| S3 |
10,785 |
10,975 |
11,434 |
|
| S4 |
10,414 |
10,604 |
11,332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,788 |
11,362 |
426 |
3.7% |
217 |
1.9% |
41% |
False |
False |
887 |
| 10 |
11,788 |
11,284 |
504 |
4.4% |
203 |
1.8% |
50% |
False |
False |
742 |
| 20 |
11,848 |
11,284 |
564 |
4.9% |
214 |
1.9% |
45% |
False |
False |
576 |
| 40 |
11,848 |
10,814 |
1,034 |
9.0% |
227 |
2.0% |
70% |
False |
False |
457 |
| 60 |
12,345 |
10,814 |
1,531 |
13.3% |
212 |
1.8% |
47% |
False |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,142 |
|
2.618 |
11,916 |
|
1.618 |
11,778 |
|
1.000 |
11,693 |
|
0.618 |
11,640 |
|
HIGH |
11,555 |
|
0.618 |
11,502 |
|
0.500 |
11,486 |
|
0.382 |
11,470 |
|
LOW |
11,417 |
|
0.618 |
11,332 |
|
1.000 |
11,279 |
|
1.618 |
11,194 |
|
2.618 |
11,056 |
|
4.250 |
10,831 |
|
|