| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1,762.54 |
1,791.91 |
29.37 |
1.7% |
1,833.33 |
| High |
1,781.47 |
1,824.66 |
43.19 |
2.4% |
1,842.79 |
| Low |
1,755.38 |
1,791.41 |
36.03 |
2.1% |
1,747.32 |
| Close |
1,767.43 |
1,820.05 |
52.62 |
3.0% |
1,791.64 |
| Range |
26.09 |
33.25 |
7.16 |
27.4% |
95.47 |
| ATR |
33.46 |
35.16 |
1.70 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.79 |
1,899.17 |
1,838.34 |
|
| R3 |
1,878.54 |
1,865.92 |
1,829.19 |
|
| R2 |
1,845.29 |
1,845.29 |
1,826.15 |
|
| R1 |
1,832.67 |
1,832.67 |
1,823.10 |
1,838.98 |
| PP |
1,812.04 |
1,812.04 |
1,812.04 |
1,815.20 |
| S1 |
1,799.42 |
1,799.42 |
1,817.00 |
1,805.73 |
| S2 |
1,778.79 |
1,778.79 |
1,813.95 |
|
| S3 |
1,745.54 |
1,766.17 |
1,810.91 |
|
| S4 |
1,712.29 |
1,732.92 |
1,801.76 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.33 |
2,031.45 |
1,844.15 |
|
| R3 |
1,984.86 |
1,935.98 |
1,817.89 |
|
| R2 |
1,889.39 |
1,889.39 |
1,809.14 |
|
| R1 |
1,840.51 |
1,840.51 |
1,800.39 |
1,817.22 |
| PP |
1,793.92 |
1,793.92 |
1,793.92 |
1,782.27 |
| S1 |
1,745.04 |
1,745.04 |
1,782.89 |
1,721.75 |
| S2 |
1,698.45 |
1,698.45 |
1,774.14 |
|
| S3 |
1,602.98 |
1,649.57 |
1,765.39 |
|
| S4 |
1,507.51 |
1,554.10 |
1,739.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,824.66 |
1,747.32 |
77.34 |
4.2% |
33.10 |
1.8% |
94% |
True |
False |
|
| 10 |
1,847.62 |
1,747.32 |
100.30 |
5.5% |
32.16 |
1.8% |
73% |
False |
False |
|
| 20 |
1,918.78 |
1,747.32 |
171.46 |
9.4% |
28.67 |
1.6% |
42% |
False |
False |
|
| 40 |
1,918.78 |
1,747.32 |
171.46 |
9.4% |
29.55 |
1.6% |
42% |
False |
False |
|
| 60 |
1,939.77 |
1,700.04 |
239.73 |
13.2% |
32.15 |
1.8% |
50% |
False |
False |
|
| 80 |
1,983.13 |
1,700.04 |
283.09 |
15.6% |
35.23 |
1.9% |
42% |
False |
False |
|
| 100 |
2,059.42 |
1,700.04 |
359.38 |
19.7% |
36.29 |
2.0% |
33% |
False |
False |
|
| 120 |
2,059.42 |
1,700.04 |
359.38 |
19.7% |
33.53 |
1.8% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,965.97 |
|
2.618 |
1,911.71 |
|
1.618 |
1,878.46 |
|
1.000 |
1,857.91 |
|
0.618 |
1,845.21 |
|
HIGH |
1,824.66 |
|
0.618 |
1,811.96 |
|
0.500 |
1,808.04 |
|
0.382 |
1,804.11 |
|
LOW |
1,791.41 |
|
0.618 |
1,770.86 |
|
1.000 |
1,758.16 |
|
1.618 |
1,737.61 |
|
2.618 |
1,704.36 |
|
4.250 |
1,650.10 |
|
|