| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,198.61 |
2,212.71 |
14.10 |
0.6% |
2,188.67 |
| High |
2,223.80 |
2,244.51 |
20.71 |
0.9% |
2,268.07 |
| Low |
2,193.83 |
2,206.79 |
12.96 |
0.6% |
2,156.99 |
| Close |
2,223.75 |
2,214.29 |
-9.46 |
-0.4% |
2,167.83 |
| Range |
29.97 |
37.72 |
7.75 |
25.9% |
111.08 |
| ATR |
60.83 |
59.18 |
-1.65 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,335.02 |
2,312.38 |
2,235.04 |
|
| R3 |
2,297.30 |
2,274.66 |
2,224.66 |
|
| R2 |
2,259.58 |
2,259.58 |
2,221.21 |
|
| R1 |
2,236.94 |
2,236.94 |
2,217.75 |
2,248.26 |
| PP |
2,221.86 |
2,221.86 |
2,221.86 |
2,227.53 |
| S1 |
2,199.22 |
2,199.22 |
2,210.83 |
2,210.54 |
| S2 |
2,184.14 |
2,184.14 |
2,207.37 |
|
| S3 |
2,146.42 |
2,161.50 |
2,203.92 |
|
| S4 |
2,108.70 |
2,123.78 |
2,193.54 |
|
|
| 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 |
2,263.94 |
2,112.84 |
151.10 |
6.8% |
41.19 |
1.9% |
67% |
False |
False |
|
| 10 |
2,268.07 |
2,082.04 |
186.03 |
8.4% |
47.45 |
2.1% |
71% |
False |
False |
|
| 20 |
2,268.07 |
2,035.30 |
232.77 |
10.5% |
52.28 |
2.4% |
77% |
False |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
52.95 |
2.4% |
44% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
46.00 |
2.1% |
44% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
40.43 |
1.8% |
44% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
37.39 |
1.7% |
44% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
35.34 |
1.6% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,404.82 |
|
2.618 |
2,343.26 |
|
1.618 |
2,305.54 |
|
1.000 |
2,282.23 |
|
0.618 |
2,267.82 |
|
HIGH |
2,244.51 |
|
0.618 |
2,230.10 |
|
0.500 |
2,225.65 |
|
0.382 |
2,221.20 |
|
LOW |
2,206.79 |
|
0.618 |
2,183.48 |
|
1.000 |
2,169.07 |
|
1.618 |
2,145.76 |
|
2.618 |
2,108.04 |
|
4.250 |
2,046.48 |
|
|