| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2001 |
04-Sep-2001 |
Change |
Change % |
Previous Week |
| Open |
1,444.73 |
1,466.32 |
21.59 |
1.5% |
1,576.16 |
| High |
1,484.99 |
1,502.67 |
17.68 |
1.2% |
1,601.97 |
| Low |
1,443.55 |
1,424.06 |
-19.49 |
-1.4% |
1,438.91 |
| Close |
1,469.70 |
1,424.12 |
-45.58 |
-3.1% |
1,469.70 |
| Range |
41.44 |
78.61 |
37.17 |
89.7% |
163.06 |
| ATR |
54.64 |
56.36 |
1.71 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,686.11 |
1,633.73 |
1,467.36 |
|
| R3 |
1,607.50 |
1,555.12 |
1,445.74 |
|
| R2 |
1,528.89 |
1,528.89 |
1,438.53 |
|
| R1 |
1,476.51 |
1,476.51 |
1,431.33 |
1,463.40 |
| PP |
1,450.28 |
1,450.28 |
1,450.28 |
1,443.73 |
| S1 |
1,397.90 |
1,397.90 |
1,416.91 |
1,384.79 |
| S2 |
1,371.67 |
1,371.67 |
1,409.71 |
|
| S3 |
1,293.06 |
1,319.29 |
1,402.50 |
|
| S4 |
1,214.45 |
1,240.68 |
1,380.88 |
|
|
| Weekly Pivots for week ending 31-Aug-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.71 |
1,894.26 |
1,559.38 |
|
| R3 |
1,829.65 |
1,731.20 |
1,514.54 |
|
| R2 |
1,666.59 |
1,666.59 |
1,499.59 |
|
| R1 |
1,568.14 |
1,568.14 |
1,484.65 |
1,535.84 |
| PP |
1,503.53 |
1,503.53 |
1,503.53 |
1,487.37 |
| S1 |
1,405.08 |
1,405.08 |
1,454.75 |
1,372.78 |
| S2 |
1,340.47 |
1,340.47 |
1,439.81 |
|
| S3 |
1,177.41 |
1,242.02 |
1,424.86 |
|
| S4 |
1,014.35 |
1,078.96 |
1,380.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,581.82 |
1,424.06 |
157.76 |
11.1% |
56.54 |
4.0% |
0% |
False |
True |
|
| 10 |
1,601.97 |
1,424.06 |
177.91 |
12.5% |
55.53 |
3.9% |
0% |
False |
True |
|
| 20 |
1,717.11 |
1,424.06 |
293.05 |
20.6% |
52.95 |
3.7% |
0% |
False |
True |
|
| 40 |
1,782.52 |
1,424.06 |
358.46 |
25.2% |
53.12 |
3.7% |
0% |
False |
True |
|
| 60 |
1,885.17 |
1,424.06 |
461.11 |
32.4% |
56.24 |
3.9% |
0% |
False |
True |
|
| 80 |
2,073.98 |
1,424.06 |
649.92 |
45.6% |
59.84 |
4.2% |
0% |
False |
True |
|
| 100 |
2,073.98 |
1,424.06 |
649.92 |
45.6% |
64.92 |
4.6% |
0% |
False |
True |
|
| 120 |
2,073.98 |
1,348.52 |
725.46 |
50.9% |
68.91 |
4.8% |
10% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,836.76 |
|
2.618 |
1,708.47 |
|
1.618 |
1,629.86 |
|
1.000 |
1,581.28 |
|
0.618 |
1,551.25 |
|
HIGH |
1,502.67 |
|
0.618 |
1,472.64 |
|
0.500 |
1,463.37 |
|
0.382 |
1,454.09 |
|
LOW |
1,424.06 |
|
0.618 |
1,375.48 |
|
1.000 |
1,345.45 |
|
1.618 |
1,296.87 |
|
2.618 |
1,218.26 |
|
4.250 |
1,089.97 |
|
|