Day Change Summary |
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Previous |
Current |
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16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
2,284.28 |
2,277.64 |
-6.64 |
-0.3% |
2,145.78 |
High |
2,308.96 |
2,319.73 |
10.77 |
0.5% |
2,308.96 |
Low |
2,283.43 |
2,260.24 |
-23.19 |
-1.0% |
2,139.58 |
Close |
2,306.09 |
2,308.76 |
2.67 |
0.1% |
2,306.09 |
Range |
25.53 |
59.49 |
33.96 |
133.0% |
169.38 |
ATR |
54.29 |
54.66 |
0.37 |
0.7% |
0.00 |
Volume |
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Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,474.71 |
2,451.23 |
2,341.48 |
|
R3 |
2,415.22 |
2,391.74 |
2,325.12 |
|
R2 |
2,355.73 |
2,355.73 |
2,319.67 |
|
R1 |
2,332.25 |
2,332.25 |
2,314.21 |
2,343.99 |
PP |
2,296.24 |
2,296.24 |
2,296.24 |
2,302.12 |
S1 |
2,272.76 |
2,272.76 |
2,303.31 |
2,284.50 |
S2 |
2,236.75 |
2,236.75 |
2,297.85 |
|
S3 |
2,177.26 |
2,213.27 |
2,292.40 |
|
S4 |
2,117.77 |
2,153.78 |
2,276.04 |
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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 |
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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 |
2,319.73 |
2,189.83 |
129.90 |
5.6% |
44.62 |
1.9% |
92% |
True |
False |
|
10 |
2,319.73 |
2,112.84 |
206.89 |
9.0% |
45.72 |
2.0% |
95% |
True |
False |
|
20 |
2,319.73 |
2,038.14 |
281.59 |
12.2% |
48.71 |
2.1% |
96% |
True |
False |
|
40 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
55.31 |
2.4% |
68% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
47.25 |
2.0% |
68% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
42.65 |
1.8% |
68% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
39.29 |
1.7% |
68% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
36.49 |
1.6% |
68% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,572.56 |
2.618 |
2,475.47 |
1.618 |
2,415.98 |
1.000 |
2,379.22 |
0.618 |
2,356.49 |
HIGH |
2,319.73 |
0.618 |
2,297.00 |
0.500 |
2,289.99 |
0.382 |
2,282.97 |
LOW |
2,260.24 |
0.618 |
2,223.48 |
1.000 |
2,200.75 |
1.618 |
2,163.99 |
2.618 |
2,104.50 |
4.250 |
2,007.41 |
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