| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,138.0 |
2,129.0 |
-9.0 |
-0.4% |
2,165.0 |
| High |
2,168.0 |
2,140.0 |
-28.0 |
-1.3% |
2,168.0 |
| Low |
2,114.0 |
2,031.0 |
-83.0 |
-3.9% |
2,031.0 |
| Close |
2,145.0 |
2,054.0 |
-91.0 |
-4.2% |
2,054.0 |
| Range |
54.0 |
109.0 |
55.0 |
101.9% |
137.0 |
| ATR |
80.5 |
82.9 |
2.4 |
3.0% |
0.0 |
| Volume |
13,697 |
14,232 |
535 |
3.9% |
75,443 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.0 |
2,337.0 |
2,114.0 |
|
| R3 |
2,293.0 |
2,228.0 |
2,084.0 |
|
| R2 |
2,184.0 |
2,184.0 |
2,074.0 |
|
| R1 |
2,119.0 |
2,119.0 |
2,064.0 |
2,097.0 |
| PP |
2,075.0 |
2,075.0 |
2,075.0 |
2,064.0 |
| S1 |
2,010.0 |
2,010.0 |
2,044.0 |
1,988.0 |
| S2 |
1,966.0 |
1,966.0 |
2,034.0 |
|
| S3 |
1,857.0 |
1,901.0 |
2,024.0 |
|
| S4 |
1,748.0 |
1,792.0 |
1,994.1 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.3 |
2,411.7 |
2,129.4 |
|
| R3 |
2,358.3 |
2,274.7 |
2,091.7 |
|
| R2 |
2,221.3 |
2,221.3 |
2,079.1 |
|
| R1 |
2,137.7 |
2,137.7 |
2,066.6 |
2,111.0 |
| PP |
2,084.3 |
2,084.3 |
2,084.3 |
2,071.0 |
| S1 |
2,000.7 |
2,000.7 |
2,041.4 |
1,974.0 |
| S2 |
1,947.3 |
1,947.3 |
2,028.9 |
|
| S3 |
1,810.3 |
1,863.7 |
2,016.3 |
|
| S4 |
1,673.3 |
1,726.7 |
1,978.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,168.0 |
2,031.0 |
137.0 |
6.7% |
76.8 |
3.7% |
17% |
False |
True |
15,088 |
| 10 |
2,310.0 |
2,031.0 |
279.0 |
13.6% |
67.4 |
3.3% |
8% |
False |
True |
9,444 |
| 20 |
2,330.0 |
2,031.0 |
299.0 |
14.6% |
67.6 |
3.3% |
8% |
False |
True |
5,207 |
| 40 |
2,788.0 |
2,031.0 |
757.0 |
36.9% |
76.4 |
3.7% |
3% |
False |
True |
2,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,603.3 |
|
2.618 |
2,425.4 |
|
1.618 |
2,316.4 |
|
1.000 |
2,249.0 |
|
0.618 |
2,207.4 |
|
HIGH |
2,140.0 |
|
0.618 |
2,098.4 |
|
0.500 |
2,085.5 |
|
0.382 |
2,072.6 |
|
LOW |
2,031.0 |
|
0.618 |
1,963.6 |
|
1.000 |
1,922.0 |
|
1.618 |
1,854.6 |
|
2.618 |
1,745.6 |
|
4.250 |
1,567.8 |
|
|