| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,216.66 |
2,270.69 |
54.03 |
2.4% |
2,277.64 |
| High |
2,237.13 |
2,290.71 |
53.58 |
2.4% |
2,337.70 |
| Low |
2,170.14 |
2,241.75 |
71.61 |
3.3% |
2,151.48 |
| Close |
2,234.28 |
2,253.55 |
19.27 |
0.9% |
2,206.86 |
| Range |
66.99 |
48.96 |
-18.03 |
-26.9% |
186.22 |
| ATR |
58.51 |
58.36 |
-0.15 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,408.88 |
2,380.18 |
2,280.48 |
|
| R3 |
2,359.92 |
2,331.22 |
2,267.01 |
|
| R2 |
2,310.96 |
2,310.96 |
2,262.53 |
|
| R1 |
2,282.26 |
2,282.26 |
2,258.04 |
2,272.13 |
| PP |
2,262.00 |
2,262.00 |
2,262.00 |
2,256.94 |
| S1 |
2,233.30 |
2,233.30 |
2,249.06 |
2,223.17 |
| S2 |
2,213.04 |
2,213.04 |
2,244.57 |
|
| S3 |
2,164.08 |
2,184.34 |
2,240.09 |
|
| S4 |
2,115.12 |
2,135.38 |
2,226.62 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,321.22 |
2,151.48 |
169.74 |
7.5% |
59.80 |
2.7% |
60% |
False |
False |
|
| 10 |
2,337.70 |
2,151.48 |
186.22 |
8.3% |
53.12 |
2.4% |
55% |
False |
False |
|
| 20 |
2,337.70 |
2,112.84 |
224.86 |
10.0% |
48.69 |
2.2% |
63% |
False |
False |
|
| 40 |
2,352.48 |
2,034.92 |
317.56 |
14.1% |
58.27 |
2.6% |
69% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
49.61 |
2.2% |
54% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
44.88 |
2.0% |
54% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
41.34 |
1.8% |
54% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.9% |
38.29 |
1.7% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.79 |
|
2.618 |
2,418.89 |
|
1.618 |
2,369.93 |
|
1.000 |
2,339.67 |
|
0.618 |
2,320.97 |
|
HIGH |
2,290.71 |
|
0.618 |
2,272.01 |
|
0.500 |
2,266.23 |
|
0.382 |
2,260.45 |
|
LOW |
2,241.75 |
|
0.618 |
2,211.49 |
|
1.000 |
2,192.79 |
|
1.618 |
2,162.53 |
|
2.618 |
2,113.57 |
|
4.250 |
2,033.67 |
|
|