| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,273.22 |
2,284.28 |
11.06 |
0.5% |
2,145.78 |
| High |
2,289.69 |
2,308.96 |
19.27 |
0.8% |
2,308.96 |
| Low |
2,254.47 |
2,283.43 |
28.96 |
1.3% |
2,139.58 |
| Close |
2,286.56 |
2,306.09 |
19.53 |
0.9% |
2,306.09 |
| Range |
35.22 |
25.53 |
-9.69 |
-27.5% |
169.38 |
| ATR |
56.51 |
54.29 |
-2.21 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,376.08 |
2,366.62 |
2,320.13 |
|
| R3 |
2,350.55 |
2,341.09 |
2,313.11 |
|
| R2 |
2,325.02 |
2,325.02 |
2,310.77 |
|
| R1 |
2,315.56 |
2,315.56 |
2,308.43 |
2,320.29 |
| PP |
2,299.49 |
2,299.49 |
2,299.49 |
2,301.86 |
| S1 |
2,290.03 |
2,290.03 |
2,303.75 |
2,294.76 |
| S2 |
2,273.96 |
2,273.96 |
2,301.41 |
|
| S3 |
2,248.43 |
2,264.50 |
2,299.07 |
|
| S4 |
2,222.90 |
2,238.97 |
2,292.05 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,759.68 |
2,702.27 |
2,399.25 |
|
| R3 |
2,590.30 |
2,532.89 |
2,352.67 |
|
| R2 |
2,420.92 |
2,420.92 |
2,337.14 |
|
| R1 |
2,363.51 |
2,363.51 |
2,321.62 |
2,392.22 |
| PP |
2,251.54 |
2,251.54 |
2,251.54 |
2,265.90 |
| S1 |
2,194.13 |
2,194.13 |
2,290.56 |
2,222.84 |
| S2 |
2,082.16 |
2,082.16 |
2,275.04 |
|
| S3 |
1,912.78 |
2,024.75 |
2,259.51 |
|
| S4 |
1,743.40 |
1,855.37 |
2,212.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,308.96 |
2,139.58 |
169.38 |
7.3% |
43.26 |
1.9% |
98% |
True |
False |
|
| 10 |
2,308.96 |
2,112.84 |
196.12 |
8.5% |
43.05 |
1.9% |
99% |
True |
False |
|
| 20 |
2,308.96 |
2,035.30 |
273.66 |
11.9% |
49.11 |
2.1% |
99% |
True |
False |
|
| 40 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
54.60 |
2.4% |
67% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
47.13 |
2.0% |
67% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
42.19 |
1.8% |
67% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
38.95 |
1.7% |
67% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
36.28 |
1.6% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,417.46 |
|
2.618 |
2,375.80 |
|
1.618 |
2,350.27 |
|
1.000 |
2,334.49 |
|
0.618 |
2,324.74 |
|
HIGH |
2,308.96 |
|
0.618 |
2,299.21 |
|
0.500 |
2,296.20 |
|
0.382 |
2,293.18 |
|
LOW |
2,283.43 |
|
0.618 |
2,267.65 |
|
1.000 |
2,257.90 |
|
1.618 |
2,242.12 |
|
2.618 |
2,216.59 |
|
4.250 |
2,174.93 |
|
|