| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
6,069.5 |
6,103.5 |
34.0 |
0.6% |
5,996.0 |
| High |
6,115.0 |
6,185.0 |
70.0 |
1.1% |
6,185.0 |
| Low |
6,063.5 |
6,097.5 |
34.0 |
0.6% |
5,830.0 |
| Close |
6,094.5 |
6,137.0 |
42.5 |
0.7% |
6,137.0 |
| Range |
51.5 |
87.5 |
36.0 |
69.9% |
355.0 |
| ATR |
106.1 |
105.0 |
-1.1 |
-1.1% |
0.0 |
| Volume |
870 |
488 |
-382 |
-43.9% |
3,961 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,402.3 |
6,357.2 |
6,185.1 |
|
| R3 |
6,314.8 |
6,269.7 |
6,161.1 |
|
| R2 |
6,227.3 |
6,227.3 |
6,153.0 |
|
| R1 |
6,182.2 |
6,182.2 |
6,145.0 |
6,204.8 |
| PP |
6,139.8 |
6,139.8 |
6,139.8 |
6,151.1 |
| S1 |
6,094.7 |
6,094.7 |
6,129.0 |
6,117.3 |
| S2 |
6,052.3 |
6,052.3 |
6,121.0 |
|
| S3 |
5,964.8 |
6,007.2 |
6,112.9 |
|
| S4 |
5,877.3 |
5,919.7 |
6,088.9 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,115.7 |
6,981.3 |
6,332.3 |
|
| R3 |
6,760.7 |
6,626.3 |
6,234.6 |
|
| R2 |
6,405.7 |
6,405.7 |
6,202.1 |
|
| R1 |
6,271.3 |
6,271.3 |
6,169.5 |
6,338.5 |
| PP |
6,050.7 |
6,050.7 |
6,050.7 |
6,084.3 |
| S1 |
5,916.3 |
5,916.3 |
6,104.5 |
5,983.5 |
| S2 |
5,695.7 |
5,695.7 |
6,071.9 |
|
| S3 |
5,340.7 |
5,561.3 |
6,039.4 |
|
| S4 |
4,985.7 |
5,206.3 |
5,941.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,185.0 |
5,830.0 |
355.0 |
5.8% |
111.4 |
1.8% |
86% |
True |
False |
792 |
| 10 |
6,185.0 |
5,830.0 |
355.0 |
5.8% |
101.6 |
1.7% |
86% |
True |
False |
830 |
| 20 |
6,379.0 |
5,830.0 |
549.0 |
8.9% |
97.6 |
1.6% |
56% |
False |
False |
540 |
| 40 |
6,394.5 |
5,830.0 |
564.5 |
9.2% |
99.5 |
1.6% |
54% |
False |
False |
445 |
| 60 |
6,394.5 |
5,818.0 |
576.5 |
9.4% |
100.1 |
1.6% |
55% |
False |
False |
1,079 |
| 80 |
6,394.5 |
5,625.0 |
769.5 |
12.5% |
108.1 |
1.8% |
67% |
False |
False |
1,032 |
| 100 |
6,394.5 |
5,602.5 |
792.0 |
12.9% |
111.9 |
1.8% |
67% |
False |
False |
888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,556.9 |
|
2.618 |
6,414.1 |
|
1.618 |
6,326.6 |
|
1.000 |
6,272.5 |
|
0.618 |
6,239.1 |
|
HIGH |
6,185.0 |
|
0.618 |
6,151.6 |
|
0.500 |
6,141.3 |
|
0.382 |
6,130.9 |
|
LOW |
6,097.5 |
|
0.618 |
6,043.4 |
|
1.000 |
6,010.0 |
|
1.618 |
5,955.9 |
|
2.618 |
5,868.4 |
|
4.250 |
5,725.6 |
|
|