Day Change Summary |
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Previous |
Current |
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20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
2,318.55 |
2,308.41 |
-10.14 |
-0.4% |
2,145.78 |
High |
2,337.70 |
2,321.22 |
-16.48 |
-0.7% |
2,308.96 |
Low |
2,293.06 |
2,257.55 |
-35.51 |
-1.5% |
2,139.58 |
Close |
2,295.89 |
2,258.30 |
-37.59 |
-1.6% |
2,306.09 |
Range |
44.64 |
63.67 |
19.03 |
42.6% |
169.38 |
ATR |
53.95 |
54.64 |
0.69 |
1.3% |
0.00 |
Volume |
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Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,470.03 |
2,427.84 |
2,293.32 |
|
R3 |
2,406.36 |
2,364.17 |
2,275.81 |
|
R2 |
2,342.69 |
2,342.69 |
2,269.97 |
|
R1 |
2,300.50 |
2,300.50 |
2,264.14 |
2,289.76 |
PP |
2,279.02 |
2,279.02 |
2,279.02 |
2,273.66 |
S1 |
2,236.83 |
2,236.83 |
2,252.46 |
2,226.09 |
S2 |
2,215.35 |
2,215.35 |
2,246.63 |
|
S3 |
2,151.68 |
2,173.16 |
2,240.79 |
|
S4 |
2,088.01 |
2,109.49 |
2,223.28 |
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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 |
2,337.70 |
2,254.47 |
83.23 |
3.7% |
45.71 |
2.0% |
5% |
False |
False |
|
10 |
2,337.70 |
2,139.58 |
198.12 |
8.8% |
47.70 |
2.1% |
60% |
False |
False |
|
20 |
2,337.70 |
2,082.04 |
255.66 |
11.3% |
47.83 |
2.1% |
69% |
False |
False |
|
40 |
2,416.22 |
2,034.92 |
381.30 |
16.9% |
56.74 |
2.5% |
59% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
47.69 |
2.1% |
55% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
43.53 |
1.9% |
55% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
40.12 |
1.8% |
55% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
37.18 |
1.6% |
55% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,591.82 |
2.618 |
2,487.91 |
1.618 |
2,424.24 |
1.000 |
2,384.89 |
0.618 |
2,360.57 |
HIGH |
2,321.22 |
0.618 |
2,296.90 |
0.500 |
2,289.39 |
0.382 |
2,281.87 |
LOW |
2,257.55 |
0.618 |
2,218.20 |
1.000 |
2,193.88 |
1.618 |
2,154.53 |
2.618 |
2,090.86 |
4.250 |
1,986.95 |
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