| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,342.5 |
6,318.0 |
-24.5 |
-0.4% |
6,540.5 |
| High |
6,400.0 |
6,389.0 |
-11.0 |
-0.2% |
6,706.5 |
| Low |
6,310.0 |
6,222.5 |
-87.5 |
-1.4% |
6,239.5 |
| Close |
6,334.0 |
6,298.0 |
-36.0 |
-0.6% |
6,260.5 |
| Range |
90.0 |
166.5 |
76.5 |
85.0% |
467.0 |
| ATR |
136.7 |
138.8 |
2.1 |
1.6% |
0.0 |
| Volume |
1,892 |
3,535 |
1,643 |
86.8% |
5,827 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,802.7 |
6,716.8 |
6,389.6 |
|
| R3 |
6,636.2 |
6,550.3 |
6,343.8 |
|
| R2 |
6,469.7 |
6,469.7 |
6,328.5 |
|
| R1 |
6,383.8 |
6,383.8 |
6,313.3 |
6,343.5 |
| PP |
6,303.2 |
6,303.2 |
6,303.2 |
6,283.0 |
| S1 |
6,217.3 |
6,217.3 |
6,282.7 |
6,177.0 |
| S2 |
6,136.7 |
6,136.7 |
6,267.5 |
|
| S3 |
5,970.2 |
6,050.8 |
6,252.2 |
|
| S4 |
5,803.7 |
5,884.3 |
6,206.4 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,803.2 |
7,498.8 |
6,517.4 |
|
| R3 |
7,336.2 |
7,031.8 |
6,388.9 |
|
| R2 |
6,869.2 |
6,869.2 |
6,346.1 |
|
| R1 |
6,564.8 |
6,564.8 |
6,303.3 |
6,483.5 |
| PP |
6,402.2 |
6,402.2 |
6,402.2 |
6,361.5 |
| S1 |
6,097.8 |
6,097.8 |
6,217.7 |
6,016.5 |
| S2 |
5,935.2 |
5,935.2 |
6,174.9 |
|
| S3 |
5,468.2 |
5,630.8 |
6,132.1 |
|
| S4 |
5,001.2 |
5,163.8 |
6,003.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,499.0 |
6,222.5 |
276.5 |
4.4% |
140.4 |
2.2% |
27% |
False |
True |
2,036 |
| 10 |
6,706.5 |
6,222.5 |
484.0 |
7.7% |
135.7 |
2.2% |
16% |
False |
True |
1,541 |
| 20 |
6,706.5 |
6,222.5 |
484.0 |
7.7% |
122.1 |
1.9% |
16% |
False |
True |
1,016 |
| 40 |
6,806.5 |
6,222.5 |
584.0 |
9.3% |
116.2 |
1.8% |
13% |
False |
True |
651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,096.6 |
|
2.618 |
6,824.9 |
|
1.618 |
6,658.4 |
|
1.000 |
6,555.5 |
|
0.618 |
6,491.9 |
|
HIGH |
6,389.0 |
|
0.618 |
6,325.4 |
|
0.500 |
6,305.8 |
|
0.382 |
6,286.1 |
|
LOW |
6,222.5 |
|
0.618 |
6,119.6 |
|
1.000 |
6,056.0 |
|
1.618 |
5,953.1 |
|
2.618 |
5,786.6 |
|
4.250 |
5,514.9 |
|
|