| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,178.0 |
2,085.0 |
-93.0 |
-4.3% |
1,990.0 |
| High |
2,178.0 |
2,102.0 |
-76.0 |
-3.5% |
2,178.0 |
| Low |
2,126.0 |
2,070.0 |
-56.0 |
-2.6% |
1,928.0 |
| Close |
2,129.0 |
2,086.0 |
-43.0 |
-2.0% |
2,129.0 |
| Range |
52.0 |
32.0 |
-20.0 |
-38.5% |
250.0 |
| ATR |
87.2 |
85.2 |
-2.0 |
-2.3% |
0.0 |
| Volume |
20,238 |
76 |
-20,162 |
-99.6% |
267,048 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.0 |
2,166.0 |
2,103.6 |
|
| R3 |
2,150.0 |
2,134.0 |
2,094.8 |
|
| R2 |
2,118.0 |
2,118.0 |
2,091.9 |
|
| R1 |
2,102.0 |
2,102.0 |
2,088.9 |
2,110.0 |
| PP |
2,086.0 |
2,086.0 |
2,086.0 |
2,090.0 |
| S1 |
2,070.0 |
2,070.0 |
2,083.1 |
2,078.0 |
| S2 |
2,054.0 |
2,054.0 |
2,080.1 |
|
| S3 |
2,022.0 |
2,038.0 |
2,077.2 |
|
| S4 |
1,990.0 |
2,006.0 |
2,068.4 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.3 |
2,728.7 |
2,266.5 |
|
| R3 |
2,578.3 |
2,478.7 |
2,197.8 |
|
| R2 |
2,328.3 |
2,328.3 |
2,174.8 |
|
| R1 |
2,228.7 |
2,228.7 |
2,151.9 |
2,278.5 |
| PP |
2,078.3 |
2,078.3 |
2,078.3 |
2,103.3 |
| S1 |
1,978.7 |
1,978.7 |
2,106.1 |
2,028.5 |
| S2 |
1,828.3 |
1,828.3 |
2,083.2 |
|
| S3 |
1,578.3 |
1,728.7 |
2,060.3 |
|
| S4 |
1,328.3 |
1,478.7 |
1,991.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,178.0 |
1,928.0 |
250.0 |
12.0% |
82.4 |
4.0% |
63% |
False |
False |
46,624 |
| 10 |
2,178.0 |
1,928.0 |
250.0 |
12.0% |
75.2 |
3.6% |
63% |
False |
False |
33,182 |
| 20 |
2,310.0 |
1,928.0 |
382.0 |
18.3% |
71.2 |
3.4% |
41% |
False |
False |
18,366 |
| 40 |
2,754.0 |
1,928.0 |
826.0 |
39.6% |
82.3 |
3.9% |
19% |
False |
False |
9,571 |
| 60 |
2,890.0 |
1,928.0 |
962.0 |
46.1% |
67.7 |
3.2% |
16% |
False |
False |
6,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,238.0 |
|
2.618 |
2,185.8 |
|
1.618 |
2,153.8 |
|
1.000 |
2,134.0 |
|
0.618 |
2,121.8 |
|
HIGH |
2,102.0 |
|
0.618 |
2,089.8 |
|
0.500 |
2,086.0 |
|
0.382 |
2,082.2 |
|
LOW |
2,070.0 |
|
0.618 |
2,050.2 |
|
1.000 |
2,038.0 |
|
1.618 |
2,018.2 |
|
2.618 |
1,986.2 |
|
4.250 |
1,934.0 |
|
|