| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,116.48 |
2,198.61 |
82.13 |
3.9% |
2,188.67 |
| High |
2,171.39 |
2,223.80 |
52.41 |
2.4% |
2,268.07 |
| Low |
2,112.84 |
2,193.83 |
80.99 |
3.8% |
2,156.99 |
| Close |
2,167.60 |
2,223.75 |
56.15 |
2.6% |
2,167.83 |
| Range |
58.55 |
29.97 |
-28.58 |
-48.8% |
111.08 |
| ATR |
61.19 |
60.83 |
-0.36 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.70 |
2,293.70 |
2,240.23 |
|
| R3 |
2,273.73 |
2,263.73 |
2,231.99 |
|
| R2 |
2,243.76 |
2,243.76 |
2,229.24 |
|
| R1 |
2,233.76 |
2,233.76 |
2,226.50 |
2,238.76 |
| PP |
2,213.79 |
2,213.79 |
2,213.79 |
2,216.30 |
| S1 |
2,203.79 |
2,203.79 |
2,221.00 |
2,208.79 |
| S2 |
2,183.82 |
2,183.82 |
2,218.26 |
|
| S3 |
2,153.85 |
2,173.82 |
2,215.51 |
|
| S4 |
2,123.88 |
2,143.85 |
2,207.27 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,530.87 |
2,460.43 |
2,228.92 |
|
| R3 |
2,419.79 |
2,349.35 |
2,198.38 |
|
| R2 |
2,308.71 |
2,308.71 |
2,188.19 |
|
| R1 |
2,238.27 |
2,238.27 |
2,178.01 |
2,217.95 |
| PP |
2,197.63 |
2,197.63 |
2,197.63 |
2,187.47 |
| S1 |
2,127.19 |
2,127.19 |
2,157.65 |
2,106.87 |
| S2 |
2,086.55 |
2,086.55 |
2,147.47 |
|
| S3 |
1,975.47 |
2,016.11 |
2,137.28 |
|
| S4 |
1,864.39 |
1,905.03 |
2,106.74 |
|
|
| 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 |
2,112.84 |
155.23 |
7.0% |
42.76 |
1.9% |
71% |
False |
False |
|
| 10 |
2,268.07 |
2,082.04 |
186.03 |
8.4% |
47.97 |
2.2% |
76% |
False |
False |
|
| 20 |
2,268.07 |
2,035.30 |
232.77 |
10.5% |
54.00 |
2.4% |
81% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
52.80 |
2.4% |
47% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
45.64 |
2.1% |
47% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
40.49 |
1.8% |
47% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
37.25 |
1.7% |
47% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
35.29 |
1.6% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,351.17 |
|
2.618 |
2,302.26 |
|
1.618 |
2,272.29 |
|
1.000 |
2,253.77 |
|
0.618 |
2,242.32 |
|
HIGH |
2,223.80 |
|
0.618 |
2,212.35 |
|
0.500 |
2,208.82 |
|
0.382 |
2,205.28 |
|
LOW |
2,193.83 |
|
0.618 |
2,175.31 |
|
1.000 |
2,163.86 |
|
1.618 |
2,145.34 |
|
2.618 |
2,115.37 |
|
4.250 |
2,066.46 |
|
|