Day Change Summary |
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Previous |
Current |
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08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
2,212.71 |
2,197.72 |
-14.99 |
-0.7% |
2,116.48 |
High |
2,244.51 |
2,206.49 |
-38.02 |
-1.7% |
2,244.51 |
Low |
2,206.79 |
2,151.35 |
-55.44 |
-2.5% |
2,112.84 |
Close |
2,214.29 |
2,163.66 |
-50.63 |
-2.3% |
2,163.66 |
Range |
37.72 |
55.14 |
17.42 |
46.2% |
131.67 |
ATR |
59.18 |
59.45 |
0.27 |
0.5% |
0.00 |
Volume |
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Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,339.25 |
2,306.60 |
2,193.99 |
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R3 |
2,284.11 |
2,251.46 |
2,178.82 |
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R2 |
2,228.97 |
2,228.97 |
2,173.77 |
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R1 |
2,196.32 |
2,196.32 |
2,168.71 |
2,185.08 |
PP |
2,173.83 |
2,173.83 |
2,173.83 |
2,168.21 |
S1 |
2,141.18 |
2,141.18 |
2,158.61 |
2,129.94 |
S2 |
2,118.69 |
2,118.69 |
2,153.55 |
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S3 |
2,063.55 |
2,086.04 |
2,148.50 |
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S4 |
2,008.41 |
2,030.90 |
2,133.33 |
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Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,568.68 |
2,497.84 |
2,236.08 |
|
R3 |
2,437.01 |
2,366.17 |
2,199.87 |
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R2 |
2,305.34 |
2,305.34 |
2,187.80 |
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R1 |
2,234.50 |
2,234.50 |
2,175.73 |
2,269.92 |
PP |
2,173.67 |
2,173.67 |
2,173.67 |
2,191.38 |
S1 |
2,102.83 |
2,102.83 |
2,151.59 |
2,138.25 |
S2 |
2,042.00 |
2,042.00 |
2,139.52 |
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S3 |
1,910.33 |
1,971.16 |
2,127.45 |
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S4 |
1,778.66 |
1,839.49 |
2,091.24 |
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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 |
2,244.51 |
2,112.84 |
131.67 |
6.1% |
42.83 |
2.0% |
39% |
False |
False |
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10 |
2,268.07 |
2,082.04 |
186.03 |
8.6% |
47.85 |
2.2% |
44% |
False |
False |
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20 |
2,268.07 |
2,035.30 |
232.77 |
10.8% |
50.26 |
2.3% |
55% |
False |
False |
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40 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
53.02 |
2.5% |
32% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
46.27 |
2.1% |
32% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
40.83 |
1.9% |
32% |
False |
False |
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100 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
37.56 |
1.7% |
32% |
False |
False |
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120 |
2,438.44 |
2,034.92 |
403.52 |
18.6% |
35.60 |
1.6% |
32% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,440.84 |
2.618 |
2,350.85 |
1.618 |
2,295.71 |
1.000 |
2,261.63 |
0.618 |
2,240.57 |
HIGH |
2,206.49 |
0.618 |
2,185.43 |
0.500 |
2,178.92 |
0.382 |
2,172.41 |
LOW |
2,151.35 |
0.618 |
2,117.27 |
1.000 |
2,096.21 |
1.618 |
2,062.13 |
2.618 |
2,006.99 |
4.250 |
1,917.01 |
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