| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,073.0 |
2,120.0 |
47.0 |
2.3% |
1,990.0 |
| High |
2,126.0 |
2,131.0 |
5.0 |
0.2% |
2,178.0 |
| Low |
2,063.0 |
2,042.0 |
-21.0 |
-1.0% |
1,928.0 |
| Close |
2,124.0 |
2,082.0 |
-42.0 |
-2.0% |
2,129.0 |
| Range |
63.0 |
89.0 |
26.0 |
41.3% |
250.0 |
| ATR |
83.6 |
84.0 |
0.4 |
0.5% |
0.0 |
| Volume |
2,805 |
2,834 |
29 |
1.0% |
267,048 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.0 |
2,306.0 |
2,131.0 |
|
| R3 |
2,263.0 |
2,217.0 |
2,106.5 |
|
| R2 |
2,174.0 |
2,174.0 |
2,098.3 |
|
| R1 |
2,128.0 |
2,128.0 |
2,090.2 |
2,106.5 |
| PP |
2,085.0 |
2,085.0 |
2,085.0 |
2,074.3 |
| S1 |
2,039.0 |
2,039.0 |
2,073.8 |
2,017.5 |
| S2 |
1,996.0 |
1,996.0 |
2,065.7 |
|
| S3 |
1,907.0 |
1,950.0 |
2,057.5 |
|
| S4 |
1,818.0 |
1,861.0 |
2,033.1 |
|
|
| 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 |
2,042.0 |
136.0 |
6.5% |
66.2 |
3.2% |
29% |
False |
True |
18,526 |
| 10 |
2,178.0 |
1,928.0 |
250.0 |
12.0% |
78.0 |
3.7% |
62% |
False |
False |
30,069 |
| 20 |
2,310.0 |
1,928.0 |
382.0 |
18.3% |
72.3 |
3.5% |
40% |
False |
False |
18,514 |
| 40 |
2,702.0 |
1,928.0 |
774.0 |
37.2% |
83.6 |
4.0% |
20% |
False |
False |
9,682 |
| 60 |
2,890.0 |
1,928.0 |
962.0 |
46.2% |
68.6 |
3.3% |
16% |
False |
False |
6,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,509.3 |
|
2.618 |
2,364.0 |
|
1.618 |
2,275.0 |
|
1.000 |
2,220.0 |
|
0.618 |
2,186.0 |
|
HIGH |
2,131.0 |
|
0.618 |
2,097.0 |
|
0.500 |
2,086.5 |
|
0.382 |
2,076.0 |
|
LOW |
2,042.0 |
|
0.618 |
1,987.0 |
|
1.000 |
1,953.0 |
|
1.618 |
1,898.0 |
|
2.618 |
1,809.0 |
|
4.250 |
1,663.8 |
|
|