Day Change Summary |
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Previous |
Current |
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08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,197.98 |
1,185.37 |
-12.61 |
-1.1% |
1,173.97 |
High |
1,204.40 |
1,185.37 |
-19.03 |
-1.6% |
1,204.40 |
Low |
1,183.34 |
1,148.37 |
-34.97 |
-3.0% |
1,140.13 |
Close |
1,185.90 |
1,154.23 |
-31.67 |
-2.7% |
1,154.23 |
Range |
21.06 |
37.00 |
15.94 |
75.7% |
64.27 |
ATR |
31.53 |
31.96 |
0.43 |
1.4% |
0.00 |
Volume |
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Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.66 |
1,250.94 |
1,174.58 |
|
R3 |
1,236.66 |
1,213.94 |
1,164.41 |
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R2 |
1,199.66 |
1,199.66 |
1,161.01 |
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R1 |
1,176.94 |
1,176.94 |
1,157.62 |
1,169.80 |
PP |
1,162.66 |
1,162.66 |
1,162.66 |
1,159.09 |
S1 |
1,139.94 |
1,139.94 |
1,150.84 |
1,132.80 |
S2 |
1,125.66 |
1,125.66 |
1,147.45 |
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S3 |
1,088.66 |
1,102.94 |
1,144.06 |
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S4 |
1,051.66 |
1,065.94 |
1,133.88 |
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Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.06 |
1,320.92 |
1,189.58 |
|
R3 |
1,294.79 |
1,256.65 |
1,171.90 |
|
R2 |
1,230.52 |
1,230.52 |
1,166.01 |
|
R1 |
1,192.38 |
1,192.38 |
1,160.12 |
1,179.32 |
PP |
1,166.25 |
1,166.25 |
1,166.25 |
1,159.72 |
S1 |
1,128.11 |
1,128.11 |
1,148.34 |
1,115.05 |
S2 |
1,101.98 |
1,101.98 |
1,142.45 |
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S3 |
1,037.71 |
1,063.84 |
1,136.56 |
|
S4 |
973.44 |
999.57 |
1,118.88 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,204.40 |
1,140.13 |
64.27 |
5.6% |
31.60 |
2.7% |
22% |
False |
False |
|
10 |
1,230.71 |
1,135.91 |
94.80 |
8.2% |
30.59 |
2.7% |
19% |
False |
False |
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20 |
1,230.71 |
1,121.09 |
109.62 |
9.5% |
30.26 |
2.6% |
30% |
False |
False |
|
40 |
1,347.00 |
1,101.54 |
245.46 |
21.3% |
30.68 |
2.7% |
21% |
False |
False |
|
60 |
1,356.48 |
1,101.54 |
254.94 |
22.1% |
25.89 |
2.2% |
21% |
False |
False |
|
80 |
1,356.48 |
1,101.54 |
254.94 |
22.1% |
23.25 |
2.0% |
21% |
False |
False |
|
100 |
1,370.58 |
1,101.54 |
269.04 |
23.3% |
21.12 |
1.8% |
20% |
False |
False |
|
120 |
1,370.58 |
1,101.54 |
269.04 |
23.3% |
19.48 |
1.7% |
20% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,342.62 |
2.618 |
1,282.24 |
1.618 |
1,245.24 |
1.000 |
1,222.37 |
0.618 |
1,208.24 |
HIGH |
1,185.37 |
0.618 |
1,171.24 |
0.500 |
1,166.87 |
0.382 |
1,162.50 |
LOW |
1,148.37 |
0.618 |
1,125.50 |
1.000 |
1,111.37 |
1.618 |
1,088.50 |
2.618 |
1,051.50 |
4.250 |
991.12 |
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