| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,155.25 |
1,159.00 |
3.75 |
0.3% |
1,175.25 |
| High |
1,155.25 |
1,187.25 |
32.00 |
2.8% |
1,217.75 |
| Low |
1,125.25 |
1,157.50 |
32.25 |
2.9% |
1,158.25 |
| Close |
1,153.25 |
1,188.00 |
34.75 |
3.0% |
1,158.00 |
| Range |
30.00 |
29.75 |
-0.25 |
-0.8% |
59.50 |
| ATR |
34.38 |
34.36 |
-0.03 |
-0.1% |
0.00 |
| Volume |
69 |
51 |
-18 |
-26.1% |
366 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,266.75 |
1,257.25 |
1,204.25 |
|
| R3 |
1,237.00 |
1,227.50 |
1,196.25 |
|
| R2 |
1,207.25 |
1,207.25 |
1,193.50 |
|
| R1 |
1,197.75 |
1,197.75 |
1,190.75 |
1,202.50 |
| PP |
1,177.50 |
1,177.50 |
1,177.50 |
1,180.00 |
| S1 |
1,168.00 |
1,168.00 |
1,185.25 |
1,172.75 |
| S2 |
1,147.75 |
1,147.75 |
1,182.50 |
|
| S3 |
1,118.00 |
1,138.25 |
1,179.75 |
|
| S4 |
1,088.25 |
1,108.50 |
1,171.75 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.50 |
1,316.75 |
1,190.75 |
|
| R3 |
1,297.00 |
1,257.25 |
1,174.25 |
|
| R2 |
1,237.50 |
1,237.50 |
1,169.00 |
|
| R1 |
1,197.75 |
1,197.75 |
1,163.50 |
1,188.00 |
| PP |
1,178.00 |
1,178.00 |
1,178.00 |
1,173.00 |
| S1 |
1,138.25 |
1,138.25 |
1,152.50 |
1,128.50 |
| S2 |
1,118.50 |
1,118.50 |
1,147.00 |
|
| S3 |
1,059.00 |
1,078.75 |
1,141.75 |
|
| S4 |
999.50 |
1,019.25 |
1,125.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,217.75 |
1,125.25 |
92.50 |
7.8% |
29.00 |
2.4% |
68% |
False |
False |
40 |
| 10 |
1,217.75 |
1,123.50 |
94.25 |
7.9% |
31.00 |
2.6% |
68% |
False |
False |
137 |
| 20 |
1,217.75 |
1,093.50 |
124.25 |
10.5% |
34.25 |
2.9% |
76% |
False |
False |
129 |
| 40 |
1,335.75 |
1,067.00 |
268.75 |
22.6% |
32.75 |
2.8% |
45% |
False |
False |
80 |
| 60 |
1,342.75 |
1,067.00 |
275.75 |
23.2% |
27.25 |
2.3% |
44% |
False |
False |
60 |
| 80 |
1,342.75 |
1,067.00 |
275.75 |
23.2% |
20.75 |
1.7% |
44% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,313.75 |
|
2.618 |
1,265.25 |
|
1.618 |
1,235.50 |
|
1.000 |
1,217.00 |
|
0.618 |
1,205.75 |
|
HIGH |
1,187.25 |
|
0.618 |
1,176.00 |
|
0.500 |
1,172.50 |
|
0.382 |
1,168.75 |
|
LOW |
1,157.50 |
|
0.618 |
1,139.00 |
|
1.000 |
1,127.75 |
|
1.618 |
1,109.25 |
|
2.618 |
1,079.50 |
|
4.250 |
1,031.00 |
|
|