Day Change Summary |
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Previous |
Current |
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09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4,180.0 |
4,094.0 |
-86.0 |
-2.1% |
4,185.0 |
High |
4,243.0 |
4,103.0 |
-140.0 |
-3.3% |
4,247.0 |
Low |
4,180.0 |
4,041.0 |
-139.0 |
-3.3% |
4,075.0 |
Close |
4,188.0 |
4,051.0 |
-137.0 |
-3.3% |
4,188.0 |
Range |
63.0 |
62.0 |
-1.0 |
-1.6% |
172.0 |
ATR |
74.2 |
79.4 |
5.2 |
7.0% |
0.0 |
Volume |
8,435 |
33,490 |
25,055 |
297.0% |
13,200 |
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Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,251.0 |
4,213.0 |
4,085.1 |
|
R3 |
4,189.0 |
4,151.0 |
4,068.1 |
|
R2 |
4,127.0 |
4,127.0 |
4,062.4 |
|
R1 |
4,089.0 |
4,089.0 |
4,056.7 |
4,077.0 |
PP |
4,065.0 |
4,065.0 |
4,065.0 |
4,059.0 |
S1 |
4,027.0 |
4,027.0 |
4,045.3 |
4,015.0 |
S2 |
4,003.0 |
4,003.0 |
4,039.6 |
|
S3 |
3,941.0 |
3,965.0 |
4,034.0 |
|
S4 |
3,879.0 |
3,903.0 |
4,016.9 |
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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 |
4,041.0 |
206.0 |
5.1% |
60.0 |
1.5% |
5% |
False |
True |
9,262 |
10 |
4,356.0 |
4,041.0 |
315.0 |
7.8% |
48.5 |
1.2% |
3% |
False |
True |
4,837 |
20 |
4,356.0 |
4,041.0 |
315.0 |
7.8% |
49.8 |
1.2% |
3% |
False |
True |
2,617 |
40 |
4,595.0 |
3,730.0 |
865.0 |
21.4% |
52.6 |
1.3% |
37% |
False |
False |
1,413 |
60 |
4,656.0 |
3,730.0 |
926.0 |
22.9% |
39.7 |
1.0% |
35% |
False |
False |
978 |
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Fibonacci Retracements and Extensions |
4.250 |
4,366.5 |
2.618 |
4,265.3 |
1.618 |
4,203.3 |
1.000 |
4,165.0 |
0.618 |
4,141.3 |
HIGH |
4,103.0 |
0.618 |
4,079.3 |
0.500 |
4,072.0 |
0.382 |
4,064.7 |
LOW |
4,041.0 |
0.618 |
4,002.7 |
1.000 |
3,979.0 |
1.618 |
3,940.7 |
2.618 |
3,878.7 |
4.250 |
3,777.5 |
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