| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,159.00 |
1,189.25 |
30.25 |
2.6% |
1,175.25 |
| High |
1,187.25 |
1,192.25 |
5.00 |
0.4% |
1,217.75 |
| Low |
1,157.50 |
1,171.50 |
14.00 |
1.2% |
1,158.25 |
| Close |
1,188.00 |
1,174.50 |
-13.50 |
-1.1% |
1,158.00 |
| Range |
29.75 |
20.75 |
-9.00 |
-30.3% |
59.50 |
| ATR |
34.36 |
33.39 |
-0.97 |
-2.8% |
0.00 |
| Volume |
51 |
131 |
80 |
156.9% |
366 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.75 |
1,228.75 |
1,186.00 |
|
| R3 |
1,221.00 |
1,208.00 |
1,180.25 |
|
| R2 |
1,200.25 |
1,200.25 |
1,178.25 |
|
| R1 |
1,187.25 |
1,187.25 |
1,176.50 |
1,183.50 |
| PP |
1,179.50 |
1,179.50 |
1,179.50 |
1,177.50 |
| S1 |
1,166.50 |
1,166.50 |
1,172.50 |
1,162.50 |
| S2 |
1,158.75 |
1,158.75 |
1,170.75 |
|
| S3 |
1,138.00 |
1,145.75 |
1,168.75 |
|
| S4 |
1,117.25 |
1,125.00 |
1,163.00 |
|
|
| 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 |
1,216.25 |
1,125.25 |
91.00 |
7.7% |
28.00 |
2.4% |
54% |
False |
False |
64 |
| 10 |
1,217.75 |
1,123.50 |
94.25 |
8.0% |
30.25 |
2.6% |
54% |
False |
False |
70 |
| 20 |
1,217.75 |
1,093.50 |
124.25 |
10.6% |
32.25 |
2.7% |
65% |
False |
False |
121 |
| 40 |
1,335.75 |
1,067.00 |
268.75 |
22.9% |
32.75 |
2.8% |
40% |
False |
False |
83 |
| 60 |
1,342.75 |
1,067.00 |
275.75 |
23.5% |
27.50 |
2.3% |
39% |
False |
False |
62 |
| 80 |
1,342.75 |
1,067.00 |
275.75 |
23.5% |
21.00 |
1.8% |
39% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,280.50 |
|
2.618 |
1,246.50 |
|
1.618 |
1,225.75 |
|
1.000 |
1,213.00 |
|
0.618 |
1,205.00 |
|
HIGH |
1,192.25 |
|
0.618 |
1,184.25 |
|
0.500 |
1,182.00 |
|
0.382 |
1,179.50 |
|
LOW |
1,171.50 |
|
0.618 |
1,158.75 |
|
1.000 |
1,150.75 |
|
1.618 |
1,138.00 |
|
2.618 |
1,117.25 |
|
4.250 |
1,083.25 |
|
|