| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,870 |
2,800 |
-70 |
-2.4% |
2,949 |
| High |
2,870 |
2,866 |
-4 |
-0.1% |
3,039 |
| Low |
2,796 |
2,784 |
-12 |
-0.4% |
2,792 |
| Close |
2,819 |
2,815 |
-4 |
-0.1% |
2,819 |
| Range |
74 |
82 |
8 |
10.8% |
247 |
| ATR |
90 |
89 |
-1 |
-0.6% |
0 |
| Volume |
1,073 |
564 |
-509 |
-47.4% |
4,756 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,068 |
3,023 |
2,860 |
|
| R3 |
2,986 |
2,941 |
2,838 |
|
| R2 |
2,904 |
2,904 |
2,830 |
|
| R1 |
2,859 |
2,859 |
2,823 |
2,882 |
| PP |
2,822 |
2,822 |
2,822 |
2,833 |
| S1 |
2,777 |
2,777 |
2,807 |
2,800 |
| S2 |
2,740 |
2,740 |
2,800 |
|
| S3 |
2,658 |
2,695 |
2,792 |
|
| S4 |
2,576 |
2,613 |
2,770 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,624 |
3,469 |
2,955 |
|
| R3 |
3,377 |
3,222 |
2,887 |
|
| R2 |
3,130 |
3,130 |
2,864 |
|
| R1 |
2,975 |
2,975 |
2,842 |
2,929 |
| PP |
2,883 |
2,883 |
2,883 |
2,861 |
| S1 |
2,728 |
2,728 |
2,796 |
2,682 |
| S2 |
2,636 |
2,636 |
2,774 |
|
| S3 |
2,389 |
2,481 |
2,751 |
|
| S4 |
2,142 |
2,234 |
2,683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,039 |
2,784 |
255 |
9.1% |
98 |
3.5% |
12% |
False |
True |
918 |
| 10 |
3,039 |
2,725 |
314 |
11.2% |
93 |
3.3% |
29% |
False |
False |
940 |
| 20 |
3,039 |
2,725 |
314 |
11.2% |
83 |
2.9% |
29% |
False |
False |
1,105 |
| 40 |
3,039 |
2,497 |
542 |
19.3% |
76 |
2.7% |
59% |
False |
False |
949 |
| 60 |
3,039 |
2,466 |
573 |
20.4% |
68 |
2.4% |
61% |
False |
False |
844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,215 |
|
2.618 |
3,081 |
|
1.618 |
2,999 |
|
1.000 |
2,948 |
|
0.618 |
2,917 |
|
HIGH |
2,866 |
|
0.618 |
2,835 |
|
0.500 |
2,825 |
|
0.382 |
2,815 |
|
LOW |
2,784 |
|
0.618 |
2,733 |
|
1.000 |
2,702 |
|
1.618 |
2,651 |
|
2.618 |
2,569 |
|
4.250 |
2,436 |
|
|