Day Change Summary |
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Previous |
Current |
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08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4,245.0 |
4,180.0 |
-65.0 |
-1.5% |
4,185.0 |
High |
4,247.0 |
4,243.0 |
-4.0 |
-0.1% |
4,247.0 |
Low |
4,172.0 |
4,180.0 |
8.0 |
0.2% |
4,075.0 |
Close |
4,193.0 |
4,188.0 |
-5.0 |
-0.1% |
4,188.0 |
Range |
75.0 |
63.0 |
-12.0 |
-16.0% |
172.0 |
ATR |
75.1 |
74.2 |
-0.9 |
-1.2% |
0.0 |
Volume |
2,129 |
8,435 |
6,306 |
296.2% |
13,200 |
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Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,392.7 |
4,353.3 |
4,222.7 |
|
R3 |
4,329.7 |
4,290.3 |
4,205.3 |
|
R2 |
4,266.7 |
4,266.7 |
4,199.6 |
|
R1 |
4,227.3 |
4,227.3 |
4,193.8 |
4,247.0 |
PP |
4,203.7 |
4,203.7 |
4,203.7 |
4,213.5 |
S1 |
4,164.3 |
4,164.3 |
4,182.2 |
4,184.0 |
S2 |
4,140.7 |
4,140.7 |
4,176.5 |
|
S3 |
4,077.7 |
4,101.3 |
4,170.7 |
|
S4 |
4,014.7 |
4,038.3 |
4,153.4 |
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Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,686.0 |
4,609.0 |
4,282.6 |
|
R3 |
4,514.0 |
4,437.0 |
4,235.3 |
|
R2 |
4,342.0 |
4,342.0 |
4,219.5 |
|
R1 |
4,265.0 |
4,265.0 |
4,203.8 |
4,303.5 |
PP |
4,170.0 |
4,170.0 |
4,170.0 |
4,189.3 |
S1 |
4,093.0 |
4,093.0 |
4,172.2 |
4,131.5 |
S2 |
3,998.0 |
3,998.0 |
4,156.5 |
|
S3 |
3,826.0 |
3,921.0 |
4,140.7 |
|
S4 |
3,654.0 |
3,749.0 |
4,093.4 |
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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 |
4,247.0 |
4,075.0 |
172.0 |
4.1% |
55.2 |
1.3% |
66% |
False |
False |
2,640 |
10 |
4,356.0 |
4,075.0 |
281.0 |
6.7% |
45.0 |
1.1% |
40% |
False |
False |
1,550 |
20 |
4,356.0 |
4,067.0 |
289.0 |
6.9% |
49.6 |
1.2% |
42% |
False |
False |
949 |
40 |
4,595.0 |
3,730.0 |
865.0 |
20.7% |
51.3 |
1.2% |
53% |
False |
False |
575 |
60 |
4,656.0 |
3,730.0 |
926.0 |
22.1% |
38.7 |
0.9% |
49% |
False |
False |
420 |
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Fibonacci Retracements and Extensions |
4.250 |
4,510.8 |
2.618 |
4,407.9 |
1.618 |
4,344.9 |
1.000 |
4,306.0 |
0.618 |
4,281.9 |
HIGH |
4,243.0 |
0.618 |
4,218.9 |
0.500 |
4,211.5 |
0.382 |
4,204.1 |
LOW |
4,180.0 |
0.618 |
4,141.1 |
1.000 |
4,117.0 |
1.618 |
4,078.1 |
2.618 |
4,015.1 |
4.250 |
3,912.3 |
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