Day Change Summary |
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Previous |
Current |
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12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
2,145.78 |
2,197.66 |
51.88 |
2.4% |
2,116.48 |
High |
2,192.28 |
2,225.40 |
33.12 |
1.5% |
2,244.51 |
Low |
2,139.58 |
2,189.83 |
50.25 |
2.3% |
2,112.84 |
Close |
2,191.84 |
2,220.58 |
28.74 |
1.3% |
2,163.66 |
Range |
52.70 |
35.57 |
-17.13 |
-32.5% |
131.67 |
ATR |
58.97 |
57.30 |
-1.67 |
-2.8% |
0.00 |
Volume |
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Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,318.65 |
2,305.18 |
2,240.14 |
|
R3 |
2,283.08 |
2,269.61 |
2,230.36 |
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R2 |
2,247.51 |
2,247.51 |
2,227.10 |
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R1 |
2,234.04 |
2,234.04 |
2,223.84 |
2,240.78 |
PP |
2,211.94 |
2,211.94 |
2,211.94 |
2,215.30 |
S1 |
2,198.47 |
2,198.47 |
2,217.32 |
2,205.21 |
S2 |
2,176.37 |
2,176.37 |
2,214.06 |
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S3 |
2,140.80 |
2,162.90 |
2,210.80 |
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S4 |
2,105.23 |
2,127.33 |
2,201.02 |
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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 |
|
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 |
2,139.58 |
104.93 |
4.7% |
42.22 |
1.9% |
77% |
False |
False |
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10 |
2,268.07 |
2,112.84 |
155.23 |
7.0% |
44.26 |
2.0% |
69% |
False |
False |
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20 |
2,268.07 |
2,035.30 |
232.77 |
10.5% |
50.99 |
2.3% |
80% |
False |
False |
|
40 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
53.89 |
2.4% |
46% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
46.55 |
2.1% |
46% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
41.34 |
1.9% |
46% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
38.08 |
1.7% |
46% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
35.88 |
1.6% |
46% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,376.57 |
2.618 |
2,318.52 |
1.618 |
2,282.95 |
1.000 |
2,260.97 |
0.618 |
2,247.38 |
HIGH |
2,225.40 |
0.618 |
2,211.81 |
0.500 |
2,207.62 |
0.382 |
2,203.42 |
LOW |
2,189.83 |
0.618 |
2,167.85 |
1.000 |
2,154.26 |
1.618 |
2,132.28 |
2.618 |
2,096.71 |
4.250 |
2,038.66 |
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