Day Change Summary |
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Previous |
Current |
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13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
2,197.66 |
2,233.66 |
36.00 |
1.6% |
2,116.48 |
High |
2,225.40 |
2,277.92 |
52.52 |
2.4% |
2,244.51 |
Low |
2,189.83 |
2,210.63 |
20.80 |
0.9% |
2,112.84 |
Close |
2,220.58 |
2,252.75 |
32.17 |
1.4% |
2,163.66 |
Range |
35.57 |
67.29 |
31.72 |
89.2% |
131.67 |
ATR |
57.30 |
58.01 |
0.71 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,448.97 |
2,418.15 |
2,289.76 |
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R3 |
2,381.68 |
2,350.86 |
2,271.25 |
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R2 |
2,314.39 |
2,314.39 |
2,265.09 |
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R1 |
2,283.57 |
2,283.57 |
2,258.92 |
2,298.98 |
PP |
2,247.10 |
2,247.10 |
2,247.10 |
2,254.81 |
S1 |
2,216.28 |
2,216.28 |
2,246.58 |
2,231.69 |
S2 |
2,179.81 |
2,179.81 |
2,240.41 |
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S3 |
2,112.52 |
2,148.99 |
2,234.25 |
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S4 |
2,045.23 |
2,081.70 |
2,215.74 |
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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 |
2,277.92 |
2,139.58 |
138.34 |
6.1% |
49.68 |
2.2% |
82% |
True |
False |
|
10 |
2,277.92 |
2,112.84 |
165.08 |
7.3% |
46.22 |
2.1% |
85% |
True |
False |
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20 |
2,277.92 |
2,035.30 |
242.62 |
10.8% |
52.01 |
2.3% |
90% |
True |
False |
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40 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
54.76 |
2.4% |
54% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
47.27 |
2.1% |
54% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
41.92 |
1.9% |
54% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
38.64 |
1.7% |
54% |
False |
False |
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120 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
36.11 |
1.6% |
54% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,563.90 |
2.618 |
2,454.09 |
1.618 |
2,386.80 |
1.000 |
2,345.21 |
0.618 |
2,319.51 |
HIGH |
2,277.92 |
0.618 |
2,252.22 |
0.500 |
2,244.28 |
0.382 |
2,236.33 |
LOW |
2,210.63 |
0.618 |
2,169.04 |
1.000 |
2,143.34 |
1.618 |
2,101.75 |
2.618 |
2,034.46 |
4.250 |
1,924.65 |
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