| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,233.66 |
2,273.22 |
39.56 |
1.8% |
2,116.48 |
| High |
2,277.92 |
2,289.69 |
11.77 |
0.5% |
2,244.51 |
| Low |
2,210.63 |
2,254.47 |
43.84 |
2.0% |
2,112.84 |
| Close |
2,252.75 |
2,286.56 |
33.81 |
1.5% |
2,163.66 |
| Range |
67.29 |
35.22 |
-32.07 |
-47.7% |
131.67 |
| ATR |
58.01 |
56.51 |
-1.51 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.57 |
2,369.78 |
2,305.93 |
|
| R3 |
2,347.35 |
2,334.56 |
2,296.25 |
|
| R2 |
2,312.13 |
2,312.13 |
2,293.02 |
|
| R1 |
2,299.34 |
2,299.34 |
2,289.79 |
2,305.74 |
| PP |
2,276.91 |
2,276.91 |
2,276.91 |
2,280.10 |
| S1 |
2,264.12 |
2,264.12 |
2,283.33 |
2,270.52 |
| S2 |
2,241.69 |
2,241.69 |
2,280.10 |
|
| S3 |
2,206.47 |
2,228.90 |
2,276.87 |
|
| S4 |
2,171.25 |
2,193.68 |
2,267.19 |
|
|
| 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 |
|
| R2 |
2,305.34 |
2,305.34 |
2,187.80 |
|
| 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 |
|
| S3 |
1,910.33 |
1,971.16 |
2,127.45 |
|
| S4 |
1,778.66 |
1,839.49 |
2,091.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,289.69 |
2,139.58 |
150.11 |
6.6% |
49.18 |
2.2% |
98% |
True |
False |
|
| 10 |
2,289.69 |
2,112.84 |
176.85 |
7.7% |
45.19 |
2.0% |
98% |
True |
False |
|
| 20 |
2,289.69 |
2,035.30 |
254.39 |
11.1% |
51.01 |
2.2% |
99% |
True |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
54.94 |
2.4% |
62% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
47.03 |
2.1% |
62% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
42.12 |
1.8% |
62% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
38.89 |
1.7% |
62% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.6% |
36.26 |
1.6% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,439.38 |
|
2.618 |
2,381.90 |
|
1.618 |
2,346.68 |
|
1.000 |
2,324.91 |
|
0.618 |
2,311.46 |
|
HIGH |
2,289.69 |
|
0.618 |
2,276.24 |
|
0.500 |
2,272.08 |
|
0.382 |
2,267.92 |
|
LOW |
2,254.47 |
|
0.618 |
2,232.70 |
|
1.000 |
2,219.25 |
|
1.618 |
2,197.48 |
|
2.618 |
2,162.26 |
|
4.250 |
2,104.79 |
|
|