| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
5,760.0 |
5,826.0 |
66.0 |
1.1% |
5,447.5 |
| High |
5,887.0 |
5,826.0 |
-61.0 |
-1.0% |
5,799.0 |
| Low |
5,760.0 |
5,701.5 |
-58.5 |
-1.0% |
5,447.5 |
| Close |
5,831.5 |
5,762.5 |
-69.0 |
-1.2% |
5,570.0 |
| Range |
127.0 |
124.5 |
-2.5 |
-2.0% |
351.5 |
| ATR |
217.3 |
211.1 |
-6.2 |
-2.9% |
0.0 |
| Volume |
303 |
156 |
-147 |
-48.5% |
395 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,136.8 |
6,074.2 |
5,831.0 |
|
| R3 |
6,012.3 |
5,949.7 |
5,796.7 |
|
| R2 |
5,887.8 |
5,887.8 |
5,785.3 |
|
| R1 |
5,825.2 |
5,825.2 |
5,773.9 |
5,794.3 |
| PP |
5,763.3 |
5,763.3 |
5,763.3 |
5,747.9 |
| S1 |
5,700.7 |
5,700.7 |
5,751.1 |
5,669.8 |
| S2 |
5,638.8 |
5,638.8 |
5,739.7 |
|
| S3 |
5,514.3 |
5,576.2 |
5,728.3 |
|
| S4 |
5,389.8 |
5,451.7 |
5,694.0 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,660.0 |
6,466.5 |
5,763.3 |
|
| R3 |
6,308.5 |
6,115.0 |
5,666.7 |
|
| R2 |
5,957.0 |
5,957.0 |
5,634.4 |
|
| R1 |
5,763.5 |
5,763.5 |
5,602.2 |
5,860.3 |
| PP |
5,605.5 |
5,605.5 |
5,605.5 |
5,653.9 |
| S1 |
5,412.0 |
5,412.0 |
5,537.8 |
5,508.8 |
| S2 |
5,254.0 |
5,254.0 |
5,505.6 |
|
| S3 |
4,902.5 |
5,060.5 |
5,473.3 |
|
| S4 |
4,551.0 |
4,709.0 |
5,376.7 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,355.1 |
|
2.618 |
6,151.9 |
|
1.618 |
6,027.4 |
|
1.000 |
5,950.5 |
|
0.618 |
5,902.9 |
|
HIGH |
5,826.0 |
|
0.618 |
5,778.4 |
|
0.500 |
5,763.8 |
|
0.382 |
5,749.1 |
|
LOW |
5,701.5 |
|
0.618 |
5,624.6 |
|
1.000 |
5,577.0 |
|
1.618 |
5,500.1 |
|
2.618 |
5,375.6 |
|
4.250 |
5,172.4 |
|
|