Day Change Summary |
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Previous |
Current |
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09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
2,197.72 |
2,145.78 |
-51.94 |
-2.4% |
2,116.48 |
High |
2,206.49 |
2,192.28 |
-14.21 |
-0.6% |
2,244.51 |
Low |
2,151.35 |
2,139.58 |
-11.77 |
-0.5% |
2,112.84 |
Close |
2,163.66 |
2,191.84 |
28.18 |
1.3% |
2,163.66 |
Range |
55.14 |
52.70 |
-2.44 |
-4.4% |
131.67 |
ATR |
59.45 |
58.97 |
-0.48 |
-0.8% |
0.00 |
Volume |
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Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,332.67 |
2,314.95 |
2,220.83 |
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R3 |
2,279.97 |
2,262.25 |
2,206.33 |
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R2 |
2,227.27 |
2,227.27 |
2,201.50 |
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R1 |
2,209.55 |
2,209.55 |
2,196.67 |
2,218.41 |
PP |
2,174.57 |
2,174.57 |
2,174.57 |
2,179.00 |
S1 |
2,156.85 |
2,156.85 |
2,187.01 |
2,165.71 |
S2 |
2,121.87 |
2,121.87 |
2,182.18 |
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S3 |
2,069.17 |
2,104.15 |
2,177.35 |
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S4 |
2,016.47 |
2,051.45 |
2,162.86 |
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Weekly Pivots for week ending 09-Sep-2011 |
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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 |
6.0% |
46.82 |
2.1% |
60% |
False |
False |
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10 |
2,268.07 |
2,112.84 |
155.23 |
7.1% |
44.38 |
2.0% |
51% |
False |
False |
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20 |
2,268.07 |
2,035.30 |
232.77 |
10.6% |
50.87 |
2.3% |
67% |
False |
False |
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40 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
53.80 |
2.5% |
39% |
False |
False |
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60 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
46.55 |
2.1% |
39% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
41.13 |
1.9% |
39% |
False |
False |
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100 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
37.89 |
1.7% |
39% |
False |
False |
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120 |
2,438.44 |
2,034.92 |
403.52 |
18.4% |
35.94 |
1.6% |
39% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,416.26 |
2.618 |
2,330.25 |
1.618 |
2,277.55 |
1.000 |
2,244.98 |
0.618 |
2,224.85 |
HIGH |
2,192.28 |
0.618 |
2,172.15 |
0.500 |
2,165.93 |
0.382 |
2,159.71 |
LOW |
2,139.58 |
0.618 |
2,107.01 |
1.000 |
2,086.88 |
1.618 |
2,054.31 |
2.618 |
2,001.61 |
4.250 |
1,915.61 |
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