| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
5,639.5 |
5,607.0 |
-32.5 |
-0.6% |
5,478.0 |
| High |
5,690.0 |
5,622.0 |
-68.0 |
-1.2% |
5,686.5 |
| Low |
5,624.5 |
5,521.0 |
-103.5 |
-1.8% |
5,414.0 |
| Close |
5,665.5 |
5,544.5 |
-121.0 |
-2.1% |
5,684.0 |
| Range |
65.5 |
101.0 |
35.5 |
54.2% |
272.5 |
| ATR |
90.7 |
94.6 |
3.8 |
4.2% |
0.0 |
| Volume |
121 |
207 |
86 |
71.1% |
1,401 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,865.5 |
5,806.0 |
5,600.0 |
|
| R3 |
5,764.5 |
5,705.0 |
5,572.5 |
|
| R2 |
5,663.5 |
5,663.5 |
5,563.0 |
|
| R1 |
5,604.0 |
5,604.0 |
5,554.0 |
5,583.0 |
| PP |
5,562.5 |
5,562.5 |
5,562.5 |
5,552.0 |
| S1 |
5,503.0 |
5,503.0 |
5,535.0 |
5,482.0 |
| S2 |
5,461.5 |
5,461.5 |
5,526.0 |
|
| S3 |
5,360.5 |
5,402.0 |
5,516.5 |
|
| S4 |
5,259.5 |
5,301.0 |
5,489.0 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,412.5 |
6,320.5 |
5,834.0 |
|
| R3 |
6,140.0 |
6,048.0 |
5,759.0 |
|
| R2 |
5,867.5 |
5,867.5 |
5,734.0 |
|
| R1 |
5,775.5 |
5,775.5 |
5,709.0 |
5,821.5 |
| PP |
5,595.0 |
5,595.0 |
5,595.0 |
5,618.0 |
| S1 |
5,503.0 |
5,503.0 |
5,659.0 |
5,549.0 |
| S2 |
5,322.5 |
5,322.5 |
5,634.0 |
|
| S3 |
5,050.0 |
5,230.5 |
5,609.0 |
|
| S4 |
4,777.5 |
4,958.0 |
5,534.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,690.0 |
5,521.0 |
169.0 |
3.0% |
75.5 |
1.4% |
14% |
False |
True |
135 |
| 10 |
5,690.0 |
5,368.0 |
322.0 |
5.8% |
82.5 |
1.5% |
55% |
False |
False |
267 |
| 20 |
5,690.0 |
5,353.5 |
336.5 |
6.1% |
81.5 |
1.5% |
57% |
False |
False |
423 |
| 40 |
5,690.0 |
5,133.0 |
557.0 |
10.0% |
81.5 |
1.5% |
74% |
False |
False |
231 |
| 60 |
5,969.0 |
5,133.0 |
836.0 |
15.1% |
72.0 |
1.3% |
49% |
False |
False |
216 |
| 80 |
6,421.0 |
5,133.0 |
1,288.0 |
23.2% |
56.5 |
1.0% |
32% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,051.0 |
|
2.618 |
5,886.5 |
|
1.618 |
5,785.5 |
|
1.000 |
5,723.0 |
|
0.618 |
5,684.5 |
|
HIGH |
5,622.0 |
|
0.618 |
5,583.5 |
|
0.500 |
5,571.5 |
|
0.382 |
5,559.5 |
|
LOW |
5,521.0 |
|
0.618 |
5,458.5 |
|
1.000 |
5,420.0 |
|
1.618 |
5,357.5 |
|
2.618 |
5,256.5 |
|
4.250 |
5,092.0 |
|
|