| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,120.0 |
2,021.0 |
-99.0 |
-4.7% |
1,990.0 |
| High |
2,131.0 |
2,032.0 |
-99.0 |
-4.6% |
2,178.0 |
| Low |
2,042.0 |
1,955.0 |
-87.0 |
-4.3% |
1,928.0 |
| Close |
2,082.0 |
1,981.0 |
-101.0 |
-4.9% |
2,129.0 |
| Range |
89.0 |
77.0 |
-12.0 |
-13.5% |
250.0 |
| ATR |
84.0 |
87.1 |
3.1 |
3.7% |
0.0 |
| Volume |
2,834 |
2,945 |
111 |
3.9% |
267,048 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.3 |
2,177.7 |
2,023.4 |
|
| R3 |
2,143.3 |
2,100.7 |
2,002.2 |
|
| R2 |
2,066.3 |
2,066.3 |
1,995.1 |
|
| R1 |
2,023.7 |
2,023.7 |
1,988.1 |
2,006.5 |
| PP |
1,989.3 |
1,989.3 |
1,989.3 |
1,980.8 |
| S1 |
1,946.7 |
1,946.7 |
1,973.9 |
1,929.5 |
| S2 |
1,912.3 |
1,912.3 |
1,966.9 |
|
| S3 |
1,835.3 |
1,869.7 |
1,959.8 |
|
| S4 |
1,758.3 |
1,792.7 |
1,938.7 |
|
|
| 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 |
1,955.0 |
223.0 |
11.3% |
62.6 |
3.2% |
12% |
False |
True |
5,779 |
| 10 |
2,178.0 |
1,928.0 |
250.0 |
12.6% |
80.3 |
4.1% |
21% |
False |
False |
28,994 |
| 20 |
2,310.0 |
1,928.0 |
382.0 |
19.3% |
72.2 |
3.6% |
14% |
False |
False |
18,583 |
| 40 |
2,702.0 |
1,928.0 |
774.0 |
39.1% |
84.5 |
4.3% |
7% |
False |
False |
9,748 |
| 60 |
2,890.0 |
1,928.0 |
962.0 |
48.6% |
69.1 |
3.5% |
6% |
False |
False |
6,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,359.3 |
|
2.618 |
2,233.6 |
|
1.618 |
2,156.6 |
|
1.000 |
2,109.0 |
|
0.618 |
2,079.6 |
|
HIGH |
2,032.0 |
|
0.618 |
2,002.6 |
|
0.500 |
1,993.5 |
|
0.382 |
1,984.4 |
|
LOW |
1,955.0 |
|
0.618 |
1,907.4 |
|
1.000 |
1,878.0 |
|
1.618 |
1,830.4 |
|
2.618 |
1,753.4 |
|
4.250 |
1,627.8 |
|
|