Day Change Summary |
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Previous |
Current |
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23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
2,165.75 |
2,216.66 |
50.91 |
2.4% |
2,277.64 |
High |
2,216.75 |
2,237.13 |
20.38 |
0.9% |
2,337.70 |
Low |
2,165.62 |
2,170.14 |
4.52 |
0.2% |
2,151.48 |
Close |
2,206.86 |
2,234.28 |
27.42 |
1.2% |
2,206.86 |
Range |
51.13 |
66.99 |
15.86 |
31.0% |
186.22 |
ATR |
57.85 |
58.51 |
0.65 |
1.1% |
0.00 |
Volume |
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Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,414.82 |
2,391.54 |
2,271.12 |
|
R3 |
2,347.83 |
2,324.55 |
2,252.70 |
|
R2 |
2,280.84 |
2,280.84 |
2,246.56 |
|
R1 |
2,257.56 |
2,257.56 |
2,240.42 |
2,269.20 |
PP |
2,213.85 |
2,213.85 |
2,213.85 |
2,219.67 |
S1 |
2,190.57 |
2,190.57 |
2,228.14 |
2,202.21 |
S2 |
2,146.86 |
2,146.86 |
2,222.00 |
|
S3 |
2,079.87 |
2,123.58 |
2,215.86 |
|
S4 |
2,012.88 |
2,056.59 |
2,197.44 |
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Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,790.67 |
2,684.99 |
2,309.28 |
|
R3 |
2,604.45 |
2,498.77 |
2,258.07 |
|
R2 |
2,418.23 |
2,418.23 |
2,241.00 |
|
R1 |
2,312.55 |
2,312.55 |
2,223.93 |
2,272.28 |
PP |
2,232.01 |
2,232.01 |
2,232.01 |
2,211.88 |
S1 |
2,126.33 |
2,126.33 |
2,189.79 |
2,086.06 |
S2 |
2,045.79 |
2,045.79 |
2,172.72 |
|
S3 |
1,859.57 |
1,940.11 |
2,155.65 |
|
S4 |
1,673.35 |
1,753.89 |
2,104.44 |
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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 |
8.3% |
58.93 |
2.6% |
44% |
False |
False |
|
10 |
2,337.70 |
2,151.48 |
186.22 |
8.3% |
51.78 |
2.3% |
44% |
False |
False |
|
20 |
2,337.70 |
2,112.84 |
224.86 |
10.1% |
48.08 |
2.2% |
54% |
False |
False |
|
40 |
2,357.39 |
2,034.92 |
322.47 |
14.4% |
57.85 |
2.6% |
62% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
49.51 |
2.2% |
49% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
44.62 |
2.0% |
49% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
41.20 |
1.8% |
49% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.1% |
38.15 |
1.7% |
49% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,521.84 |
2.618 |
2,412.51 |
1.618 |
2,345.52 |
1.000 |
2,304.12 |
0.618 |
2,278.53 |
HIGH |
2,237.13 |
0.618 |
2,211.54 |
0.500 |
2,203.64 |
0.382 |
2,195.73 |
LOW |
2,170.14 |
0.618 |
2,128.74 |
1.000 |
2,103.15 |
1.618 |
2,061.75 |
2.618 |
1,994.76 |
4.250 |
1,885.43 |
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