Day Change Summary |
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Previous |
Current |
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21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
2,308.41 |
2,196.63 |
-111.78 |
-4.8% |
2,145.78 |
High |
2,321.22 |
2,219.72 |
-101.50 |
-4.4% |
2,308.96 |
Low |
2,257.55 |
2,151.48 |
-106.07 |
-4.7% |
2,139.58 |
Close |
2,258.30 |
2,184.59 |
-73.71 |
-3.3% |
2,306.09 |
Range |
63.67 |
68.24 |
4.57 |
7.2% |
169.38 |
ATR |
54.64 |
58.37 |
3.73 |
6.8% |
0.00 |
Volume |
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Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,389.98 |
2,355.53 |
2,222.12 |
|
R3 |
2,321.74 |
2,287.29 |
2,203.36 |
|
R2 |
2,253.50 |
2,253.50 |
2,197.10 |
|
R1 |
2,219.05 |
2,219.05 |
2,190.85 |
2,202.16 |
PP |
2,185.26 |
2,185.26 |
2,185.26 |
2,176.82 |
S1 |
2,150.81 |
2,150.81 |
2,178.33 |
2,133.92 |
S2 |
2,117.02 |
2,117.02 |
2,172.08 |
|
S3 |
2,048.78 |
2,082.57 |
2,165.82 |
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S4 |
1,980.54 |
2,014.33 |
2,147.06 |
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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 |
2,151.48 |
186.22 |
8.5% |
52.31 |
2.4% |
18% |
False |
True |
|
10 |
2,337.70 |
2,139.58 |
198.12 |
9.1% |
50.75 |
2.3% |
23% |
False |
False |
|
20 |
2,337.70 |
2,082.04 |
255.66 |
11.7% |
49.10 |
2.2% |
40% |
False |
False |
|
40 |
2,401.25 |
2,034.92 |
366.33 |
16.8% |
57.10 |
2.6% |
41% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
48.29 |
2.2% |
37% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
44.07 |
2.0% |
37% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
40.59 |
1.9% |
37% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
37.55 |
1.7% |
37% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,509.74 |
2.618 |
2,398.37 |
1.618 |
2,330.13 |
1.000 |
2,287.96 |
0.618 |
2,261.89 |
HIGH |
2,219.72 |
0.618 |
2,193.65 |
0.500 |
2,185.60 |
0.382 |
2,177.55 |
LOW |
2,151.48 |
0.618 |
2,109.31 |
1.000 |
2,083.24 |
1.618 |
2,041.07 |
2.618 |
1,972.83 |
4.250 |
1,861.46 |
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