| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1,758.52 |
1,794.08 |
35.56 |
2.0% |
1,904.21 |
| High |
1,778.88 |
1,796.82 |
17.94 |
1.0% |
1,912.72 |
| Low |
1,740.44 |
1,734.93 |
-5.51 |
-0.3% |
1,740.44 |
| Close |
1,768.23 |
1,762.95 |
-5.28 |
-0.3% |
1,768.23 |
| Range |
38.44 |
61.89 |
23.45 |
61.0% |
172.28 |
| ATR |
40.13 |
41.68 |
1.55 |
3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,950.57 |
1,918.65 |
1,796.99 |
|
| R3 |
1,888.68 |
1,856.76 |
1,779.97 |
|
| R2 |
1,826.79 |
1,826.79 |
1,774.30 |
|
| R1 |
1,794.87 |
1,794.87 |
1,768.62 |
1,779.89 |
| PP |
1,764.90 |
1,764.90 |
1,764.90 |
1,757.41 |
| S1 |
1,732.98 |
1,732.98 |
1,757.28 |
1,718.00 |
| S2 |
1,703.01 |
1,703.01 |
1,751.60 |
|
| S3 |
1,641.12 |
1,671.09 |
1,745.93 |
|
| S4 |
1,579.23 |
1,609.20 |
1,728.91 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.97 |
2,218.38 |
1,862.98 |
|
| R3 |
2,151.69 |
2,046.10 |
1,815.61 |
|
| R2 |
1,979.41 |
1,979.41 |
1,799.81 |
|
| R1 |
1,873.82 |
1,873.82 |
1,784.02 |
1,840.48 |
| PP |
1,807.13 |
1,807.13 |
1,807.13 |
1,790.46 |
| S1 |
1,701.54 |
1,701.54 |
1,752.44 |
1,668.20 |
| S2 |
1,634.85 |
1,634.85 |
1,736.65 |
|
| S3 |
1,462.57 |
1,529.26 |
1,720.85 |
|
| S4 |
1,290.29 |
1,356.98 |
1,673.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,912.72 |
1,734.93 |
177.79 |
10.1% |
50.75 |
2.9% |
16% |
False |
True |
|
| 10 |
1,921.19 |
1,734.93 |
186.26 |
10.6% |
39.49 |
2.2% |
15% |
False |
True |
|
| 20 |
1,973.56 |
1,734.93 |
238.63 |
13.5% |
35.94 |
2.0% |
12% |
False |
True |
|
| 40 |
1,973.56 |
1,734.93 |
238.63 |
13.5% |
38.25 |
2.2% |
12% |
False |
True |
|
| 60 |
1,993.12 |
1,734.93 |
258.19 |
14.6% |
39.21 |
2.2% |
11% |
False |
True |
|
| 80 |
2,055.82 |
1,734.93 |
320.89 |
18.2% |
38.57 |
2.2% |
9% |
False |
True |
|
| 100 |
2,055.82 |
1,734.93 |
320.89 |
18.2% |
37.41 |
2.1% |
9% |
False |
True |
|
| 120 |
2,055.82 |
1,712.33 |
343.49 |
19.5% |
36.94 |
2.1% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,059.85 |
|
2.618 |
1,958.85 |
|
1.618 |
1,896.96 |
|
1.000 |
1,858.71 |
|
0.618 |
1,835.07 |
|
HIGH |
1,796.82 |
|
0.618 |
1,773.18 |
|
0.500 |
1,765.88 |
|
0.382 |
1,758.57 |
|
LOW |
1,734.93 |
|
0.618 |
1,696.68 |
|
1.000 |
1,673.04 |
|
1.618 |
1,634.79 |
|
2.618 |
1,572.90 |
|
4.250 |
1,471.90 |
|
|