| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,248.19 |
2,245.01 |
-3.18 |
-0.1% |
2,084.27 |
| High |
2,268.07 |
2,263.94 |
-4.13 |
-0.2% |
2,169.41 |
| Low |
2,222.48 |
2,217.02 |
-5.46 |
-0.2% |
2,038.14 |
| Close |
2,241.01 |
2,219.05 |
-21.96 |
-1.0% |
2,161.97 |
| Range |
45.59 |
46.92 |
1.33 |
2.9% |
131.27 |
| ATR |
62.45 |
61.34 |
-1.11 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,374.10 |
2,343.49 |
2,244.86 |
|
| R3 |
2,327.18 |
2,296.57 |
2,231.95 |
|
| R2 |
2,280.26 |
2,280.26 |
2,227.65 |
|
| R1 |
2,249.65 |
2,249.65 |
2,223.35 |
2,241.50 |
| PP |
2,233.34 |
2,233.34 |
2,233.34 |
2,229.26 |
| S1 |
2,202.73 |
2,202.73 |
2,214.75 |
2,194.58 |
| S2 |
2,186.42 |
2,186.42 |
2,210.45 |
|
| S3 |
2,139.50 |
2,155.81 |
2,206.15 |
|
| S4 |
2,092.58 |
2,108.89 |
2,193.24 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.98 |
2,470.75 |
2,234.17 |
|
| R3 |
2,385.71 |
2,339.48 |
2,198.07 |
|
| R2 |
2,254.44 |
2,254.44 |
2,186.04 |
|
| R1 |
2,208.21 |
2,208.21 |
2,174.00 |
2,231.33 |
| PP |
2,123.17 |
2,123.17 |
2,123.17 |
2,134.73 |
| S1 |
2,076.94 |
2,076.94 |
2,149.94 |
2,100.06 |
| S2 |
1,991.90 |
1,991.90 |
2,137.90 |
|
| S3 |
1,860.63 |
1,945.67 |
2,125.87 |
|
| S4 |
1,729.36 |
1,814.40 |
2,089.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,268.07 |
2,082.04 |
186.03 |
8.4% |
52.86 |
2.4% |
74% |
False |
False |
|
| 10 |
2,268.07 |
2,035.30 |
232.77 |
10.5% |
55.18 |
2.5% |
79% |
False |
False |
|
| 20 |
2,268.07 |
2,034.92 |
233.15 |
10.5% |
64.86 |
2.9% |
79% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
51.98 |
2.3% |
46% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
44.80 |
2.0% |
46% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
40.28 |
1.8% |
46% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
36.70 |
1.7% |
46% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
35.46 |
1.6% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.35 |
|
2.618 |
2,386.78 |
|
1.618 |
2,339.86 |
|
1.000 |
2,310.86 |
|
0.618 |
2,292.94 |
|
HIGH |
2,263.94 |
|
0.618 |
2,246.02 |
|
0.500 |
2,240.48 |
|
0.382 |
2,234.94 |
|
LOW |
2,217.02 |
|
0.618 |
2,188.02 |
|
1.000 |
2,170.10 |
|
1.618 |
2,141.10 |
|
2.618 |
2,094.18 |
|
4.250 |
2,017.61 |
|
|