| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,069.0 |
2,113.0 |
44.0 |
2.1% |
2,210.0 |
| High |
2,119.0 |
2,149.0 |
30.0 |
1.4% |
2,310.0 |
| Low |
2,046.0 |
2,098.0 |
52.0 |
2.5% |
2,183.0 |
| Close |
2,065.0 |
2,132.0 |
67.0 |
3.2% |
2,203.0 |
| Range |
73.0 |
51.0 |
-22.0 |
-30.1% |
127.0 |
| ATR |
82.4 |
82.6 |
0.1 |
0.1% |
0.0 |
| Volume |
21,887 |
14,888 |
-6,999 |
-32.0% |
19,003 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.3 |
2,256.7 |
2,160.1 |
|
| R3 |
2,228.3 |
2,205.7 |
2,146.0 |
|
| R2 |
2,177.3 |
2,177.3 |
2,141.4 |
|
| R1 |
2,154.7 |
2,154.7 |
2,136.7 |
2,166.0 |
| PP |
2,126.3 |
2,126.3 |
2,126.3 |
2,132.0 |
| S1 |
2,103.7 |
2,103.7 |
2,127.3 |
2,115.0 |
| S2 |
2,075.3 |
2,075.3 |
2,122.7 |
|
| S3 |
2,024.3 |
2,052.7 |
2,118.0 |
|
| S4 |
1,973.3 |
2,001.7 |
2,104.0 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,613.0 |
2,535.0 |
2,272.9 |
|
| R3 |
2,486.0 |
2,408.0 |
2,237.9 |
|
| R2 |
2,359.0 |
2,359.0 |
2,226.3 |
|
| R1 |
2,281.0 |
2,281.0 |
2,214.6 |
2,256.5 |
| PP |
2,232.0 |
2,232.0 |
2,232.0 |
2,219.8 |
| S1 |
2,154.0 |
2,154.0 |
2,191.4 |
2,129.5 |
| S2 |
2,105.0 |
2,105.0 |
2,179.7 |
|
| S3 |
1,978.0 |
2,027.0 |
2,168.1 |
|
| S4 |
1,851.0 |
1,900.0 |
2,133.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,310.0 |
2,046.0 |
264.0 |
12.4% |
71.2 |
3.3% |
33% |
False |
False |
12,677 |
| 10 |
2,310.0 |
2,046.0 |
264.0 |
12.4% |
66.5 |
3.1% |
33% |
False |
False |
6,959 |
| 20 |
2,330.0 |
2,046.0 |
284.0 |
13.3% |
72.7 |
3.4% |
30% |
False |
False |
3,868 |
| 40 |
2,788.0 |
2,046.0 |
742.0 |
34.8% |
73.5 |
3.4% |
12% |
False |
False |
2,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,365.8 |
|
2.618 |
2,282.5 |
|
1.618 |
2,231.5 |
|
1.000 |
2,200.0 |
|
0.618 |
2,180.5 |
|
HIGH |
2,149.0 |
|
0.618 |
2,129.5 |
|
0.500 |
2,123.5 |
|
0.382 |
2,117.5 |
|
LOW |
2,098.0 |
|
0.618 |
2,066.5 |
|
1.000 |
2,047.0 |
|
1.618 |
2,015.5 |
|
2.618 |
1,964.5 |
|
4.250 |
1,881.3 |
|
|