| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1,895.78 |
1,904.21 |
8.43 |
0.4% |
1,918.45 |
| High |
1,899.56 |
1,912.72 |
13.16 |
0.7% |
1,921.19 |
| Low |
1,866.81 |
1,843.07 |
-23.74 |
-1.3% |
1,866.81 |
| Close |
1,872.54 |
1,850.14 |
-22.40 |
-1.2% |
1,872.54 |
| Range |
32.75 |
69.65 |
36.90 |
112.7% |
54.38 |
| ATR |
36.91 |
39.25 |
2.34 |
6.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,077.59 |
2,033.52 |
1,888.45 |
|
| R3 |
2,007.94 |
1,963.87 |
1,869.29 |
|
| R2 |
1,938.29 |
1,938.29 |
1,862.91 |
|
| R1 |
1,894.22 |
1,894.22 |
1,856.52 |
1,881.43 |
| PP |
1,868.64 |
1,868.64 |
1,868.64 |
1,862.25 |
| S1 |
1,824.57 |
1,824.57 |
1,843.76 |
1,811.78 |
| S2 |
1,798.99 |
1,798.99 |
1,837.37 |
|
| S3 |
1,729.34 |
1,754.92 |
1,830.99 |
|
| S4 |
1,659.69 |
1,685.27 |
1,811.83 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.99 |
2,015.64 |
1,902.45 |
|
| R3 |
1,995.61 |
1,961.26 |
1,887.49 |
|
| R2 |
1,941.23 |
1,941.23 |
1,882.51 |
|
| R1 |
1,906.88 |
1,906.88 |
1,877.52 |
1,896.87 |
| PP |
1,886.85 |
1,886.85 |
1,886.85 |
1,881.84 |
| S1 |
1,852.50 |
1,852.50 |
1,867.56 |
1,842.49 |
| S2 |
1,832.47 |
1,832.47 |
1,862.57 |
|
| S3 |
1,778.09 |
1,798.12 |
1,857.59 |
|
| S4 |
1,723.71 |
1,743.74 |
1,842.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,921.19 |
1,843.07 |
78.12 |
4.2% |
35.53 |
1.9% |
9% |
False |
True |
|
| 10 |
1,937.76 |
1,843.07 |
94.69 |
5.1% |
32.54 |
1.8% |
7% |
False |
True |
|
| 20 |
1,973.56 |
1,823.97 |
149.59 |
8.1% |
35.63 |
1.9% |
17% |
False |
False |
|
| 40 |
1,973.56 |
1,761.08 |
212.48 |
11.5% |
38.60 |
2.1% |
42% |
False |
False |
|
| 60 |
1,997.94 |
1,761.08 |
236.86 |
12.8% |
38.99 |
2.1% |
38% |
False |
False |
|
| 80 |
2,055.82 |
1,761.08 |
294.74 |
15.9% |
37.75 |
2.0% |
30% |
False |
False |
|
| 100 |
2,055.82 |
1,761.08 |
294.74 |
15.9% |
36.74 |
2.0% |
30% |
False |
False |
|
| 120 |
2,055.82 |
1,668.57 |
387.25 |
20.9% |
37.19 |
2.0% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.73 |
|
2.618 |
2,095.06 |
|
1.618 |
2,025.41 |
|
1.000 |
1,982.37 |
|
0.618 |
1,955.76 |
|
HIGH |
1,912.72 |
|
0.618 |
1,886.11 |
|
0.500 |
1,877.90 |
|
0.382 |
1,869.68 |
|
LOW |
1,843.07 |
|
0.618 |
1,800.03 |
|
1.000 |
1,773.42 |
|
1.618 |
1,730.38 |
|
2.618 |
1,660.73 |
|
4.250 |
1,547.06 |
|
|