Day Change Summary |
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Previous |
Current |
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27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
2,270.69 |
2,266.29 |
-4.40 |
-0.2% |
2,277.64 |
High |
2,290.71 |
2,281.09 |
-9.62 |
-0.4% |
2,337.70 |
Low |
2,241.75 |
2,218.77 |
-22.98 |
-1.0% |
2,151.48 |
Close |
2,253.55 |
2,220.84 |
-32.71 |
-1.5% |
2,206.86 |
Range |
48.96 |
62.32 |
13.36 |
27.3% |
186.22 |
ATR |
58.36 |
58.64 |
0.28 |
0.5% |
0.00 |
Volume |
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Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,427.19 |
2,386.34 |
2,255.12 |
|
R3 |
2,364.87 |
2,324.02 |
2,237.98 |
|
R2 |
2,302.55 |
2,302.55 |
2,232.27 |
|
R1 |
2,261.70 |
2,261.70 |
2,226.55 |
2,250.97 |
PP |
2,240.23 |
2,240.23 |
2,240.23 |
2,234.87 |
S1 |
2,199.38 |
2,199.38 |
2,215.13 |
2,188.65 |
S2 |
2,177.91 |
2,177.91 |
2,209.41 |
|
S3 |
2,115.59 |
2,137.06 |
2,203.70 |
|
S4 |
2,053.27 |
2,074.74 |
2,186.56 |
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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 |
2,290.71 |
2,151.48 |
139.23 |
6.3% |
59.53 |
2.7% |
50% |
False |
False |
|
10 |
2,337.70 |
2,151.48 |
186.22 |
8.4% |
52.62 |
2.4% |
37% |
False |
False |
|
20 |
2,337.70 |
2,112.84 |
224.86 |
10.1% |
49.42 |
2.2% |
48% |
False |
False |
|
40 |
2,337.70 |
2,034.92 |
302.78 |
13.6% |
58.30 |
2.6% |
61% |
False |
False |
|
60 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
50.36 |
2.3% |
46% |
False |
False |
|
80 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
45.33 |
2.0% |
46% |
False |
False |
|
100 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
41.61 |
1.9% |
46% |
False |
False |
|
120 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
38.56 |
1.7% |
46% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,545.95 |
2.618 |
2,444.24 |
1.618 |
2,381.92 |
1.000 |
2,343.41 |
0.618 |
2,319.60 |
HIGH |
2,281.09 |
0.618 |
2,257.28 |
0.500 |
2,249.93 |
0.382 |
2,242.58 |
LOW |
2,218.77 |
0.618 |
2,180.26 |
1.000 |
2,156.45 |
1.618 |
2,117.94 |
2.618 |
2,055.62 |
4.250 |
1,953.91 |
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